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My experience has been fairy good as well as regarding the quality of data
is
concerned.
On a separate note, what is the criteria most commonly used for
backadjusting the data?
I use rollover on second trigger of OI & volume together, aligned with price
data close to
open, representative prices as close of old & close of new data, & a
non-detrended data
which is back adjusted.
I'll be interested to hear your preference is & why.
Regards
HT
----- Original Message -----
From: "Robin Cotten" <rcotten@xxxxxxxxxxxx>
To: "Omega List (E-mail)" <omega-list@xxxxxxxxxx>
Sent: Monday, October 28, 2002 7:53 PM
Subject: Re: the CSI errors reported on here...
> Actually CSI does a great job of providing accurate commodity data. I
> have used them forever. Every now and then an exchange will report bad
> data. When this happens it might take a few days for everyone to find
> and correct the error. But IMO you can count on their database being
> very clean and dependable.
>
> Since "rolling on open interest" was mentioned, this might surprise many
> people. CSI came up with the idea of rolling on OI. Unfair Advantage
> (ver 1.0) was their 1st windows package. I was heavily involved in that
> beta test and just before its release this idea was inserted into the
> software.
>
>
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