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Support Blog

The support blog is a guide for default set ups, fixes and recommendations for Unfair Advantage and other Trading Programs.

Unfair Advantage Version 2.10.8 Upgrade Available

Unfair Advantage Version 2.10.8 Upgrade Available

Release Date: September 17, 2014
Last Updated: October 21, 2014 (Release 2.10.8.21)

IMPORTANT NOTICE: Do NOT uninstall your current UA for this upgrade.
If you do, UA will no longer be usable, and a full reinstallation will be required.

Click here to download the upgrade file, then install over your current version.

Features include:

  • Data storage for stock splits, dividends, and capital gains has been redesigned for improved performance when updating. Conversion occurs after your next initial data update, meaning your exported data has been updated prior to the conversion stage.  The conversion stage can take 10-15 minutes. This will not apply to Futures Only customers.
    TradingBlox users:  upgrade TB to comply with this new storage strategy.
  • An option has been added to skip corrections to specified portfolios.  ( see the setting in Portfolio > General page )
  • Issues encountered when updating charts during data distribution have been solved.
  • Incorrect reporting of stock symbol relisting in Roll / Delist report has been corrected.
  • New charting tool to measure number of trading days has been added.
  • Executing After Distribution Command will now run applications as an admin if initial attempt fails due to a required elevated privilege.
  • Underlying historical chart view now provides historical High and historical Low along with the dates of these events ( extended information added ).

Click here to download the upgrade file, then install over your current version.

Unfair Advantage Build x.125 available

Release Date: December 20, 2013
Last Updated: June 26, 2014 (Release x.125.657)

Click here to download the upgrade file, then install over your current version.

Features include:

  • Backadjusting Raise Negative Series feature now correctly operates with Dividend Adjusted Stocks / Mutual Funds
  • Selecting Chart tabs now correctly activates associated chart when windows are Tiled or Cascaded
  • Charts saved to files are now opened using filename in the tab, and are no longer over written by dynamic chart saved settings
  • Security issues when using the API with Option only accounts have been resolved
  • Roll Days Before Expiration now allows a setting of 0, to roll on the expiration day
  • Expiry Rule Settings are preserved
  • Roll By Days Before Expiration more precisely rolls on the number of days specified for Nth Nearest Future ( before it rolled 1 day later )
  • Horizontal scrollbar added to the Portfolio Manager
  • Walk Forward Detection disabled when rolling by Date, or Strictly By Days Before Expiration, as it is unnecessary
  • Directory editing w/ autofill in Portfolio Settings dialog has been improved to avoid inadvertent renaming of the target directory when specifying the desired path while editing
  • P/L Trendline charting tool addition
  • Advanced Adjuster now supports rolling strictly on trading days before expiration
  • Excel field formatting now supports use of native Date Type
  • Copy Table Results and Save Table Results To File implemented in Market Spec FactSheet
  • New ASCII/EXCEL field specifier for Industry Group – ‘y’
  • New ASCII/EXCEL field specifier for Enterprise Value (EV) – ‘0’
  • Handles database syncronization when triggered by start date changes
  • Copy/Paste of selected items with a portfolio implemented in the Portfolio Manager
  • New scheduled Portfolio backup feature
  • Copy Portfolio to new portfolio now supports Period and Format selection changes
  • Import Portfolio now supports Period and Format option changes on all or some portfolios
  • Export Portfolio interface has been enhanced to support selecting which portfolios to export
  • Import Ascii file interface has been enhanced to support many different fields, and sequences
  • Find in portfolio button has been added to Portfolio Manager
  • Smarter Portfolio Manager handling of ASCII export file period changes, and multiple selection changes
  • Improved Portfolio corruption error handling
  • Charts now provides controls to easily change the years of history to view
  • Charts can now have future blank records added to them all
  • Chart annotations editor has been enhanced, annotation drag and drop supported
  • Charting objects are saved for re-display
  • Errors encountered with Charting templates have been corrected
  • Holidays can now be removed from charts
  • Preference setting sections have been consolidated
  • ASCII export field electives added for Expiry Date (X), Sector (s), Units of Measure (/)
  • Sector added to search elective in Market Spec Fact sheet
  • Search By setting is preserved in the Market Spec  Fact sheet
  • North American and World ETF tabs have been added to the Market Spec Fact sheet
  • OTC Exchanges have been broken out into NASDAQ Cap exchanges, and OTC Pink sheet exchanges
  • Perpetuals Contracts are now included in the Continuous Contract Roll Schedule Report
  • Continuous Contract Roll Schedule Report has been enhanced, and is now exportable to Excel
  • Continuous Contract Roll Schedule Report now specifies days past roll date, & whether next contract is trading
  • Continuous Contracts can now use generic ASCII file names instead of method coded names
  • Gaps in Back Adjusted contracts rolling on OI handled when OI is 0 in all contracts (JTI,JY,LRC specifically)
  • Market Scanner now features Data Download and Market Spec Fact sheet
  • EZ Downloader now supports Excel format
  • Continuous contracts of the same market, but with different settings, can now coexist in the same portfolio
  • Nth Nearest Futures Contract can now roll on Vol or Oi
  • Errant COM connection message eliminated when closing UA after using the API from Excel.
  • Portfolios can now share the same directory, with caution ( Avoid duplicate symbol/contract entries with the same file format ).
  • New chart controls to select different periods and time frames from the toolbar.
  • Stock Fundamental Market Capital export field no longer includes an ‘M’, millions are implied and noted in the field description.
  • Market Spec Factsheet organization improved.  Last pricing is more effeciently captured for stocks.
  • Add Blank Records to All Charts has been replaced by ‘Expand Right Margin to All Charts’ which adds a constant fixed space rather than only spacing when viewing the end of each data series.
  • Allows weekends to be added to charts, as well as export files.
  • New slide rule chart can be resized, and scrolled when grabbed by the mouse.
New Perpetual Contract features:
  • OI Weighted Perpetual now supports limiting the # of monthsto  include, an option to roll forward on Open Interest, Roll Days Before Expiry, and Confirmation Trigger
  • A new Index Component which blends the actual contracts together over a 5 day period. This Nearest Future Contract splices contract pricing together over a specified time window using percentages determined by the size of this window. It resembles the sub-Indices used by the Dow Jones-USB Commodity Index.
  • A new Proportional Liquidity Contract, an Open Interest Weighted Contract that measures contract liquidity over the span of the life of the market by weighting the price differences per day with Open Interest across specified contracts.

Click here to download the upgrade file, then install over your current version.

 

Unfair Advantage Build x.124 available

  • UA now skips to it’s secondary server when primary server is down, as well as when busy serving other customers.
  • UA now accommodates an extension to the Nth Nearest Futures contract, enabling to look up to 36 contract months out.
  • Nth Nearest Contract now correctly rolls a day earlier, on the day of trigger, when rolling on Volume.
  • New, easier access to Backadjust overrides from right click table menu, and on the Data Series Dialog >> More section.
  • Duplicate contract selections have been removed from Backadjust override interface.
  • CSIM and MetaStock mix of formats disallowed in same portfolio.
  • Generate Foward continuous contract option has been renamed to Walk Forward Detection to better describe it’s purpose.
  • UA now provides the ability to add multiple blank records to all charts by setting a global value in the Charting Preferences section

image

Click here to download the upgrade file, then install over your current version.

 

Unfair Advantage build x.123 available

  • Now compliant with AmiBroker 5.6
  • Now exports Nearest Futures Group contracts to AmiBroker
  • UA no longer closes AmiBroker after opening it for an update.
  • UA now allows data from chart to be saved to an ASCII file off the right click menu.
  • Allows same markets with differing periods to coexist in same portfolio (ASCII only)
  • Allows same markets with differing setting to coexist in same portfolio (ASCII only)
  • Correctly updates option strike pricing in export files.
  • Catalogs Nearest Future Groups in Portfolio Manager with more detail.
  • Handles initial scroll position with Seasonal study correctly.
  • Now computes # of days traded per year on average in Seasonal Study sampling window, using more than 251 when available.
  • API RetrieveContact(…) and RetrieveSnapshot(…) correctly returns data for Linked markets when a date range is specified.
  • API FindMarketNumber() now filters out exchanges that are not contained in customer’s subscription.
  • Improved performance of CSI’s Factsheet search viewer.
  • Chart Studies are now editable after applying to charts when clicking “e”.
  • Stock Fundamental data is now available in the factsheet and exportable through ASCII data files.

Click here to download UA build 123

Unfair Advantage build x.120 available


Changes:

  • New chart rendoring methods to eliminate flicker.
  • New contract roll indicators with show/hide feature.
  • Holidays now report on holiday downloads, instead of after the fact, when the next day is appended.
  • Added new stock factsheet tab to isolate delisted stocks.
  • Added a new column to express Exchange Traded Symbols in FactSheet. Many are filled, many are not, if you’d like to offer some you know that are missed, we will gladly have them tranmitted.
  • Chart tab synchronization bug no longer exists where editing a charts portfolio entry sometimes confused the ordering.
  • Tested and corrected what we believe to be all the possibile expiry rules.
  • New roll strategy operates properly with Volume/OI roll timing.
  • Added Roll Aligned w/ Data to Nth Nearest Future Contract.
  • Forced a no “merge on contracts” where not appropriate in the Symbol Linker.
  • Add Chart Series dialog remembers last usage settings.
  • Unadjusted Close is now correctly expressed in holiday records when previous close is disignated.
  • Online Help and Remote Support is utilized from Help menu
  • Date Format control which formats ASCII and EXCEL export file dates, and chart tabled dates.
  • Weekends can be inserted into exported ASCII files, and filled in the same way Holidays are. (Portfolio Preferences > Ascii Misc > Handle a Weekend)
  • Edit Portfolio Settings Button added to Portfolio Manager Button Cluster. Portfolio Start and Stop dates can be specified in Edit Portfolio Settings.


Expiration Rule editor:

You can express a new expiration rule, and then check the dates in the Advanced section that are generated based on the rule. Last Business Day for instance….Check the dates against your Calendar. Also, build a back adjust contract, rolling on Date – 31 days from Start, 0 months prior. This will force it to roll on the expiration dates generated by the rule back throughout history.
In practice, Customers can use this rule to base the Days before Expiration on in OI rolling schemes, using these custom expirations, that can now express First Notice Days, instead of the default Last Trading Days, which will help them to roll earlier in the cycle.


Symbol Linker:

This one is less complex to test. The main change is to link Electronic markets with Floor pit Symbols for back-testing, and command them to link when the Electronic Volume surpasses the Floor volume, or when the Electronic Open Interest surpasses the Floor’s Open Interest, or when both conditions are met.

Examples to test:
C > ZC
S > ZS
W > ZW

Stocks, LME forward contracts, and FOREX markets can be linked too:
MTN2 > MTN9
MNI2 > MNI9

Be careful with these as they cannot be linked with futures, we can’t mesh a backadjust contract with a single continuous forward contract series ( at this time ).
An editable adjustment value has been added to multiply or divide the source symbols data to match it against the target.

Examples for this are:
EMI > MEM
EF2 > MFS

A factor of 0.1 is needed to match pricing (this is located in the source symbol area of the interface).


API properties added:

However there is a new property:
HolidayDOW – By default, UA now uses an ‘8’ to signify a holiday, to match documentation. This property can be set to -1 to have the DOW expressed, or 0 for 8 (default).
IncludeWeekends – adds records for saturday and sunday, defaults to 0 pricing.
UsePreviousWeekdayData
TreatWeekendByCloseOnly
UseExpiryRule - specifies whether to use user defined expiration rules when rolling continuous contracts.
RollByPercentage - Allows OI and/or Volume rolling to use a 50 – 100% comparison when rolling continuous contracts.
MinMnthsFwd - Specifies the nearest minimum month forward to view when rolling continuous contracts.
MaxMnthsFwd - Specifies the nearest maximum month forward to view when rolling continuous contracts.


A NEW backadjusted strategy

has been employed in the representative price calculation, and is described as follows:

Close new – Close Old Same Day, Roll Day Adjusted (preferred)
-Here the close of the new lead contract is compared with the same-day close of the former lead contract and the price difference is applied to all historical data including the date record of the contract change.New Close to Old Close difference is applied to all price fields, (Open, High, Low and Close) existing at the time of the Roll timing event. This pricing adjustment allows the new contract prices for the next record to be, seamlessly appended to earlier data without any contract pricing gaps. It also preserves the pricing relationships of all prices prior to the Close on the day of the roll by allowing for the execution of the roll during the trading session on the day identified as the roll day.

Example:

NEW – Close new – Close old Same Day, Roll Day Adjusted
Future #552 EBL0_IAB: Back-Adjusted of Euro German Bund-EUREX Daily,
Aligned w/ Data
20111205, 201112, 135.59, 135.64, 134.30, 135.06, 134.82, 0.00, 1008541, 519565
20111206, 201203, 134.61, 135.22, 134.28, 135.02, 135.02, 0.00, 733139, 808290
When Known
20111206, 201112, 134.66, 135.27, 134.33, 135.07, 134.78, 0.00, 1163067, 282129
20111207, 201203, 134.94, 136.21, 134.61, 135.80, 135.80, 0.00, 867432, 845828
When Lagged
20111207, 201112, 135.91, 137.18, 135.58, 136.77, 135.51, 0.00, 421000, 12453
20111208, 201203, 136.78, 136.99, 136.49, 136.82, 136.82, 0.00, 673339, 842290

OLD – Close new Close old Same Day
Align w/ Data
20111206, 201112, 134.61, 135.22, 134.28, 135.02, 134.78, 0.00, 1163067, 282129
20111207, 201203, 134.81, 136.21, 134.54, 135.80, 135.80, 0.00, 867432, 845828
When Known
20111207, 201112, 134.94, 136.21, 134.61, 135.80, 135.51, 0.00, 421000, 12453
20111208, 201203, 135.74, 137.00, 135.18, 136.82, 136.82, 0.00, 673339, 842290
When Lagged ( same as when known… )
20111207, 201112, 134.94, 136.21, 134.61, 135.80, 135.51, 0.00, 421000, 12453
20111208, 201203, 135.74, 137.00, 135.18, 136.82, 136.82, 0.00, 673339, 842290

Click here to download build .120

Unfair Advantage build x.119 available

Changes:

  • # for CSI number has been added to ASCII file name mask
  • M for MetaStock Short Name has been added to ASCII file name mask
  • New Backadjuster settings for specifying Minimum and Maximum Months Forward to use when selecting candidate contracts.
  • Nth Nearest Future settings for specifying Minimum and Maximum Months Forward to use when selecting candidate contracts.
  • Contract Expiry Rules now include a “LAST” option when specifying Week prerequisite to the day of week of expiration.  This handles days in the 4th week that sometimes land in the 5th. ( example SIN June 2011: Last Thu = June 30th [5th thursday] )
  • Importing symbol lists now succeeds to update when importing from directory other than ua root.
  • FindMarketNumber API call now always returns most recent symbol where duplicates exist. ( example: Stock Symbols for MEE were out of order according to CSI # )
  • ASCII Stock file names may now include name so delisted and active stocks with the same symbols can be written to same directories during export.
  • Stock Factsheet Fundamental Data columns have been modified to receive forthcoming data to be released soon.

How to extract a ZIP file?

  1. Download the file to your desktop.
  2. Double click the file.
  3. Click on “Extract all files”.
  4. Click “Next”.
  5. Change the folder location to “C:\UA”.
  6. Press “Next”.
  7. Press “Yes To All” to confirm the replacement of the existing files.

How to install Unfair Advantage from CD or a downloaded file?

Before start installing make sure you uninstalled the previous Unfair Advantage versions by using the Windows Uninstaller.

  1. Insert the first CD (UA Program – Disk 1) into your CD/DVD-Rom drive, or execute the downloaded file.
  2. The ‘Unfair Advantage – Install Switch’ screen will pop-up. Select ‘UA Version 2.10.7′ and click the ‘OK’ button.
    The downloaded version won’t ask for the version.
  3. Click the ‘Next’ button to proceed with the installation.
  4. Accept the terms in the license agreement and click the ‘Next’ button.
  5. Check the installation drive and click the ‘Next’ button.
    If you wish to change the installation drive click the ‘Change…’ button.
  6. Double check the current settings and click the ‘Install’ button.
  7. The installation will begin.
    The downloaded version won’t give you the following options.
    You will get a ‘WhichDisksWForm’ pop-up screen.
    Select the package you would like to install.
    (In this example we used the Stocks and Futures package with a total of two CDs.)
  8. Keep the default settings for the ‘File overwrite confirmations’ pop-up window and click the ‘Next’ button.
  9. Keep the default setting for the ‘Update Portfolio’ pop-up window and click the ‘Next’ button.
  10. Select the vendor software you are using from the ‘Which Vendor Software Do You Have?’ window and click the ‘Next’ button.
    By default you do not have to check a box, just click the ‘Next’ button.
  11. If you wish to import a sample portfolio check one or more of the boxes in the ‘CSISamplePortWForm’ window and click the ‘Next’ button.
    By default you do not have to check a box, just click the ‘Next’ button.
  12. The program will start the installation of the first disk.
    If you have selected multiple CDs you will get a message to insert the CD labeled ‘Disk 2′ and ‘Disk 3′.
    The downloaded version won’t ask for further CDs.
  13. After the program and the database is completely installed you will get the final pop-up screen. Click the ‘Finish’ button and Unfair Advantage will launch.
  14. You will get a prompt to enter your user ID and user Password.
    Please enter here the information you received in the email.
    The program will prompt you to do a daily download to unlock the database.
    Click ‘Yes’ and download will start.

How to edit an existing portfolio?

  1. To edit a portfolio right click the symbol description and select “Edit File Settings” from the menu
  2. Make any changes to the symbol and click the “OK” button..

How to get the remote support software?

Download the software!

  • Please download the file from here, and SAVE it to your Windows Desktop.
  • Execute the file “TeamViewerQS.exe” on your Windows Desktop.
  • Click the “RUN” button at the “Open File – Security Warning” window.
  • Tell the CSI representative the TeamViewer ID (xxx xxx xxx) and Password (xxxx).
  • KEEP TEAMVIEWER OPEN

Don’t want to download?
(only Unfair Advantage version 2.10.7)

  • Navigate to the \UA folder and look for the file TeamViewerQS.exe.
  • Execute the file “TeamViewerQS.exe”.
  • Click the “RUN” button at the “Open File – Security Warning” window.
  • Tell the CSI representative the TeamViewer ID (xxx xxx xxx) and Password (xxxx).
  • KEEP TEAMVIEWER OPEN