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It would be interesting to find out what the CSI continuous / synthetic
contract compilation software is like.
The one from CRB Infotech offers the following optional parameters:
- non-adjusted / back-adjusted / nearest / continuation compilation
- roll-over day options, with choice of:
* number of days before expiration
* specific day of previous week
* specific day of previous month
* some others which aren't clear (!)
- choice of which contracts months to include
- whether to include VOI (for contract, not sum of all months)
- output format
This config allows me to do what I want, but it have problems with the
data, so I wouldn't jump ship to another provider unless I really can't
get the data.
regards
Adam
Volker on 13/07/05 11:48, wrote:
www.csidata.com
Kind regards,
Volker Knapp
(www.wealth-lab.com)
-----Original Message-----
From: Adam Hardy [mailto:adam.ts@xxxxxxxxxxxxxxxxxx]
Sent: Wednesday, July 13, 2005 10:47 AM
To: omega-list@xxxxxxxxxx
Cc: omega-list@xxxxxxxxxx
Subject: Re: CRB Infotech / final markets / end-of-day data
Have you got a link for CSI?
Chris Cheatham on 12/07/05 20:20, wrote:
CSI is not the cheapest, but it is the best I ever used.
----- Original Message -----
From: "Adam Hardy" <adam.ts@xxxxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Tuesday, July 12, 2005 8:40 AM
Subject: CRB Infotech / final markets / end-of-day data
Does anybody else trade with this data from CRB?
I'm putting together a portfolio of different futures contracts for
end-of-day trading and I'm having problems getting decent synthetic
continuous contracts from the data available from CRB.
I'd be interested to learn what anyone else out there is trading.
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