Market Data Unfair Advantage Posting Status Robert 2016

CSI Number Specification

CSINumber Ranges

Below are the CSI Number ranges that distinguish between futures and non-futures.

0 – unused
1-999 futures
1000-99999 stocks, indices, etc.

100000- unused
100001-100999 futures
101000-199999 stocks, indices, etc.

200000- unused
200001-200999 futures
201000-299999 stocks, indices, etc.

Conditional Testing

To test for these cases in code, use the following IF statement:

If (CSINumber MODULO 100000) < 1000 then ‘ it IS a future else ‘ it is NOT a future end if

Fixed Format File Specifications:

The existing field sizes for commodities and stocks are fixed. Therefore multiple header records are required for larger numbers.

Currently the download file contains one header record, multiple data lines, and one trailer record. The new specification calls for the following:

Header Record
.
Data records for first group
.
Trailer Record
Header Record
.
Data records for second group
.
Trailer Record
Header Record
.
Data records for third group
.
Trailer Record

and so on. Programmers need to add 100000 to the instrument numbers in the second group, 200000 to the instrument numbers in the third group, etc. for all headers that are encountered.