Market Data Unfair Advantage Posting Status Robert 2016

Unfair Advantage Version 2.10.8 Upgrade Available

Release Date: September 16, 2014
Last Updated: November 28, 2017 (Release 2.10.8.425 BETA RELEASE)

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 BETA upgrade file, then install over your current version.

Click here to download the last stable upgrade file (Build 384), then install over your current version.

Features include:

Click here for prior Build change reports
Build 408:

    • For customers who use the Excel format, UA now provides the option to use a newer Excel OLEDB driver that replaces the old one that has recently been disrupted by a Microsoft Security Update for users of Windows 7 and above only.  Windows XP users do not need to use this new feature.

To use this, change the Excel File Driver Provider setting in the Data Distribution 1 section within UA Preferences from Microsoft.Jet.OLEB.4.0 to Microsoft.ACE.OLEDB.12.0.
The Install Driver Upgrades button below this selection with then be enabled. Press this button to have the new Excel Driver installed onto your machine. When this is done installing, you will be prompted of it’s success. Click OK and proceed to update your database as normal. Your Excel files should then properly contain your data, just as before this incident occurred.


Build 411-414:

  • Excel files are now appendable when using the Format As Excel Dates option in the ASCII/Excel Fields Layout section of UA. You must make sure that you specify and match the Excel Date format you are using in Excel, with the Date Format and Separator controls in the ASCII/Excel Fields Layout section in order for this to work right. For Example: If your dates in Excel are formatted in DD/MM/YYYY format in Excel, select those options in UA. This Excel format is generally specified in your computers Regional Settings within Control Panel. Previously, these files were being slowly rewritten every time you updated.
  • COT data now includes Average Volume and OI for the term in the Total Volume and Total Open Interest fields. 3 new COT Oscillators have been added that use these values:
    • COT Large Speculator Oscillator
    • COT Commercial Oscillator
    • COT Small Trader Oscillator
Build 419-421:
  • Excel file driver installation button Install Driver Upgrades has been added to Preferences > Data Distribution 1 page. See Build 408 above for instruction details.
  • The Transfer Settlement Prices to Electronic Markets feature has been reworked to now accurately use the Settlement Prices when calculating offsets during rolls. Market names and table columns are changed to reflect Settlement, replacing Last Trade labels, when this feature is in effect. The Last column in the chart tables still contain the Last Trade price of the market, for reference, but the Close, and the Unadjusted Close fields are derived from the Settlement prices.
  • New right-click menu in chart Table section for Display Values w/ Maximal Precision, for turning this feature on and off without having to go into Preference or Portfolio settings.
  • Expiry Dates can now be formatted using the Excel Date format which corresponds to your system regional settings. Enable this on the ASCII/Excel Fields section within Edit Portfolio.
  • CSI Format can now accommodate 9,999 files in one directory for use with software that can read it, such as Delta Graphics. Find this new setting on the Portfolio Settings CSI Format section.
  • With Build 420, the Excel File Driver installs are downloaded only when requested.
  • With Build 421, rolling by days from the End of the Month now correctly handles situations where
    the last day, or last 2 days of the month land on a weekend. Rolls occur before the end of the month, not after, when specifying to roll on the last day of the month ( typically used with 1 Month Prior ).
  • With Build 422, Holidays are accounted for when they land on the last day of the month, or between the last day, and the number of calendar days, or trading days back from the end of the month.

 

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

Click here to download the last stable upgrade file (Build 384), then install over your current version.

UA Excel Unexpected error from external database driver (1)

One or more of the latest Microsoft Windows Security Updates has interfered with the
functioning of the Microsoft Excel ODBC Driver that is used by UA to manage Excel export
files. We have confirmed this is an issue with Microsoft, and that they’ve been
notified. The only way for us to handle this for now is to uninstall their security update.
This can be done from your Control Panel’s Program and Features interface.
Go there and click View Installed updates. Locate one of the following updates,
select it and click Uninstall. Your system will run through the uninstall process and
prompt you to reboot. After this is done, your Excel export files can then again
be managed properly.

Security Update for Microsoft Windows
KB4041681 — Windows 7 and Windows Server 2008 R2
KB4041693 — Windows 8.1 and Windows Server 2012
KB4041691 — Windows 10 Version 1607 and Windows Server 2016
KB4041676 — Windows 10 Version 1703

Hopefully Microsoft will not issue this problem back into our systems.
Follow this link to see more on the Microsoft Developer Network:
MSDN Topic of Discussion

A new upgrade to UA will be forthcoming that uses a newer OLEDB driver that is not susceptible to this problem. Check our upgrade page for release Build 408: UA Upgrades

Hurricane Irma – The Aftermath

As most of our clients know, CSI’s home state of Florida was severely impacted by Hurricane Irma. This caused in interruption of service on Monday September 11

The issues weren’t that data couldn’t go out; the problems were more related to incoming data being processed. There was some misunderstanding regarding access to the colocation facility, but more of an impact was the widespread impact of the storm. We had personnel relocated to many places, but the power issues were so widespread that almost everyone was cut off for a time on Monday. And honestly, we feel that we didn’t do a thorough enough job stress-testing out disaster plan. We’re addressing that immediately.

Hurricane Irma storm alert

Due to the severity of hurricane Irma, it is possible that our clients may experience interruptions of service. Although we have co-located our critical systems in a secure place that has guaranteed power uptime and multiply-redundant communications lines, the unpredictability of the storm’s path and level of destruction may cause disruptions. The staff of CSI will give its best efforts to conduct business, but must also consider the safety of each team member.

Relisting of E-mini Russell 2000 Index Futures and Options on CME

Effective July 10th, 2017, CSI will resume coverage of E-mini Russell 2000 Index futures and options on CME under CSI#677 (Symbol ER2). The existing contracts on ICE will continue to be available under CSI#818 until expiration. For more information, see the CME News Release

CANADA DOLLAR MINIMUM TICK CHANGE — 2016 JULY 8

Effective Sunday, July 10, 2016 for trade date Monday, July 11, 2016 the Chicago Mercantile Exchange will amend the minimum price increment for Canadian Dollar Futures. The minimum tick is changing from 0.0001 to 0.00005.
Users of UA versions before 2.10.8 will need to refresh the database history for the affected data sets.
Click here for instructions.
CSI issues affected:
#64 CD
#129 CD2
#880 CD1
#100819 MCD

Taiwan Futures Exchange market closed 2016 July 8

Taiwan Futures Exchange announces that the market will be closed on 2016/7/8 due to Typhoon Nepartak. The Final Settlement Day of the 201607 TOPIX Futures contract will be postponed to the next trading day accordingly. The final settlement price of the contract is the TOPIX Special Quotation (TOPIX SQ) calculated on the final settlement price determination day (the TSE business day following the last trading day, 2016/7/8).

This effects the following CSI#s
#644
#645
#646
#448
#751
#100161
#650
#100489
#100492
#100493

FX PRECISION CHANGE — 2016 MAY 2

Effective Monday, May 2, 2016 certain cross-rate quotes will gain an additional digit of precision.
UA users will need to refresh the database history for the affected data sets.
Click here for instructions.
CSI issues affected:

CSI# Delivery Code Old decimals New Decimals Cross  UA Symbol UA Number
171 37 4 5 AUD-GBP AD3 2160
171 39 2 3 AUD-JPY AD4 2162
390 41 3 4 USD-DKK QE4 2254
390 56 3 4 USD-MXP QF5 2269
390 58 3 4 USD-SEK QF1 2271
390 60 1 2 USD-KRW QF3 2273
590 41 3 4 GBP-DKK DR4 2314
590 44 3 4 GBP-HKD DR7 2317
590 46 2 3 GBP-JPY DR9 2319
590 56 3 4 GBP-MXP DR8 2329
590 57 3 4 GBP-ZAR DR0 2330
590 58 3 4 GBP-SEK DR6 2331
591 46 2 3 EUR-JPY EU5 2345
591 55 4 5 EUR-GBP EU7 2347
690 38 4 5 USD-BHD US4 3301
690 41 3 4 USD-CZK US7 3304
690 45 2 4 USD-INR USA 3308
690 46 4 5 USD-KWD USB 3309
690 49 3 4 USD-RUB USE 3312
690 58 3 4 USD-PEN USN 3321
691 44 0 2 EUR-IDR EUH 3331
691 45 2 4 EUR-INR EUI 3332
691 49 3 4 EUR-RUB EUM 3336
691 52 3 4 EUR-THD EUP 3339
691 53 3 4 EUR-TWD EUQ 3340
775 57 2 4 ZAR-JPY JPYXI 3521
776 43 2 3 CHF-HUF CHFX4 3529
776 53 3 4 CHF-THB CHFXE 3539

 

 

You can paste the list below into your refresh history dialog:

 

2160
2162
2254
2269
2271
2273
2314
2317
2319
2329
2330
2331
2345
2347
3301
3304
3308
3309
3312
3321
3331
3332
3336
3339
3340
3521
3529
3539

 

Futures Symbol Changes

In an effort to maintain consistency among CSI platforms, the following futures markets have changed symbols as of April 12, 2016.  Please adjust your software accordingly. If you must use the old symbol, it is possible to modify the symbols in your UA factsheet. Contact CSI customer support if you need assistance.

 

Csinum IsActive? Old Symbol New Symbol Name
55 N LW LWS Sugar #4-CASH-(LCE)-EURONEXT
81 N PE PE9 Euro Bond-(MATIF)-EURONEXT
85 N RD RD? Deutsche Mark Spot Rolling-CME
109 N UD YE mini Eurodollar(3Mth)-CBT(MACE)
118 N HA HAU Gold-Hong Kong-(HKFE)-HKEX
122 N SA SAU Gold-(SIMEX)-SGX
155 N YL YLC Cattle-Live-SFE
163 N ZD PZD Deutsche Mark-PBOT
164 N ZE PZE EuroCurrUnit-PBOT
175 N FS FSE Eurodollar(3Mth)-EURONEXT(LIFFE)
225 Y YT2 YT1 10-Year Australian Govt Bond (6%)-(rounded #381)-SFE
256 N SJ SJ9 Japanese Yen-SGX(SIMEX)
267 N JF JFY Euroyen-1 Yr-TFOREX-(TIFFE)
273 N AP APT Potatoes-EOE
286 N LA LAM Lambs-EURONEXT(LCE)
313 N JC JCT Cotton-TCE
325 N KP KPK Palm Kernel Oil-MDEX
334 N FM? MF? French Medium Govt Bond(3/5Yr)-(MATIF)-EURONEXT
335 N PO POM Potatoes-EURONEXT(MATIF)
358 Y COX COM Rapeseed-EURONEXT(MATIF)
397 N FO FOX FOX Index-HEX
406 Y KLI FKL KLSE Comp Index-MDEX
424 N EV EV9 Electricity-Palo Verde-NYMEX
425 N YW YWH Wheat-SFE
432 Y NP9 NP Henry Hub Natural Gas Penultimate-NYMEX
434 N WH WHE Wheat-EOE
436 N BL BLE Wheat-Milling-(MATIF)-EURONEXT
449 Y SP10 SP0 S&P 500 Index (Divided by 10) -CME
467 N GL GLD JSE All Gold Index-SAFEX
495 N YV YVE Electricity-Victoria-SFE
516 N JD JDT Cocoons-Dried-CCX
535 N ME MFT Govt Bond-Spanish 30 Yr-MEFF
547 N FL FLI Euro LIBOR-3 Mth-EUREX
555 N EB EBJ Euro German Pfand
571 N OC OCU Euro LIBOR-3 M-EURONEXT(LIFFE)
574 N OS OSS Sterling Rate-3 Mth-EURONEXT(LIFFE)
593 N DE DE2 Dow Jones Composite Average-CBT
614 Y YBA2 YB2 90 Day Australian Bank Bills -SFE
615 Y YTT2 YT2 3-Year Australian Govt Bond (6%) -SFE
616 Y YTC2 YT3 10-Year Australian Govt Bond (6%) -SFE
631 N YB YBR Barley-SFE
632 N YC YCN Rapeseed(Canola)-SFE
648 Y SSI2 SS2 Nikkei 225 Index -SGX(SIMEX)
664 N JP JPO Potatoes-YCE
665 N JS JST S&P/Topix 150 Index-TSE
687 N EG EGT Sunflower Seeds-EURONEXT(MATIF)
705 Y F0B FBM Phelix Electricity Base Load-EEX
706 Y F0P FPM Phelix Electricity Peak Load-EEX
707 Y F0C FBQ Phelix Electricity Base Load Qtr-EEX
708 Y F0Q FPQ Phelix Electricity Peak Load Qtr-EEX
709 Y F0D FBY Phelix Electricity Base Load Year-EEX
710 Y F0R FPY Phelix Electricity Peak Load Year-EEX
728 Y YAP2 YA2 SPI 200 Index -SFE
885 Y SP1 SP3 S&P 500 Index-CME
888 N RL1 RL2 Russell 2000 Index -CME
905 N TM TMI Dow Jones Total Market Index-CBT
971 N FA FAP Potatoes-EURONEXT(LIFFE)
977 N TT TTB T-bills (91 Day)-TDE
983 Y WSA WEA Wheat-SAFEX
1056 N AXJ AXJO mini S&P/ASX 200 Index-ASX
1093 N WEI WWR Wheat-RMX
1102 Y GOC QOC miNY Gold-COMEX
1630 Y DJ0 DJO DJS 600 Food & Beverage-EUREX
1631 Y DE0 DEO DJ Stoxx Food & Beverage-EUREX
1651 Y RS0 RSO Refined Soy Oil-NCDEX
1854 Y EDL IED Eurodollar

Option Strike Changes for UA

Option strikes now have an extra 1/2 tick for the following markets:

CSI # Symbol Market
44 US US T-Bond
74 FF 30 Day Federal Funds
150 TY 10 Tear US T-Note
251 FV 5 Year US T-Note
382 TU 2 Year US T-Note
1507 UL2 Ultra T-Bond
1910 UT1 Ultra Bond Week 1
1911 UT2 Ultra Bond Week 2
1912 UT3 Ultra Bond Week 3
1913 UT4 Ultra Bond Week 4
1914 UT5 Ultra Bond Week 5
1915 CG1 30 Year T-Bond Week 1
1916 CG2 30 Year T-Bond Week 2
1917 CG3 30 Year T-Bond Week 3
1918 CG4 30 Year T-Bond Week 4
1919 CG5 30 Year T-Bond Week 5

You will need to refresh your databases.
To refresh, click the Refresh Symbol Database button, and then Copy/Paste the following text into the Select Market tab box:

44(FO),74(FO),150(FO),251(FO),382(FO),1507(FO),
1910(FO),1911(FO),1912(FO),1913(FO),1914(FO),
1915(FO),1916(FO),1917(FO),1918(FO),1919(FO)

(Exclude those you are not interested in)

Then click Download. ( Refer to image below for guidance )

HTML5 Icon

If you’re using the Portfolio Manager to manage your options, you will have to delete all your strikes and re-enter them. I would recommend that instead of re-entering them, that you use the new options export utility which is much more user friendly and much less time consuming.

From within the Export Options Data tool ( Ctrl-O ):

  • Click the Clear Selections button to temporarily clear the list of option markets that you’re tracking
  • Check ALL the items from the above table that you’re interested in tracking
  • Click the Build Selected Option Files button
  • When this process has completed, click the Restore button to reselect your markets
  • Keep your files updated with the Auto Update feature

( Refer to image below for guidance )

HTML5 Icon

HTML5 Icon

HTML5 Icon