Market Data Unfair Advantage Posting Status Robert 2016

Support Blog

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

Using the Expiration Editor

With the latest Unfair Advantage build .112 we introduce the Expiration Editor.
This will display the expiration if they exist in the factsheet. In case they don’t exist, use the Expiration Date Editor to calculate the expiration dates.

To be able to see the Expiration Editor you will need to enter the ‘Selecting Data Series’ window.
You can either create a new portfolio, or add/edit a symbol to receive the ‘Selecting Data Series’ screen.
Click the ‘Advanced’ button to expand the ‘Selecting Data Series’ window.

After typing in a symbol into the symbol field, you will be able to see the Expiry Dates.
In case the Expiry Dates field remains blank, than we don’t have expiration dates for that specific symbol.

Use the ‘Contract Expiry’ button to calculate the expiration dates.
Click the ‘Add’ button in the Contract Expiration Rules section and enter the information to calculate the expiration dates. Click the ‘OK’ button to save the changes.

The new symbol will appear in the list.
Also, you are able to add contract rolls to symbols in the Override Contract Roll by Date section.

Note: The Expiration Editor applies only to the C++ Back Adjuster. If you are using the FORTRAN Back Adjuster you will not be able to use the functions above. To change to the C++ Back Adjuster, select PORTFOLIO from the main menu, click EDIT PORTFOLIO settings, choose the portfolio you wish to convert to C++ and click the ‘OK’ button. Click the ‘Back Adjusting’ tab, and check the ‘Use only the C++ Back Adjuster’ box. Click the ‘OK’ button to save the changes.

Using the Symbol Linker

With the latest Unfair Advantage build .112 we introduce the Symbol Linker.
You can now link the history from two symbols together into one chart.

The Symbol Linker can be accessed by navigating to the icon called ‘Symbol Link’ along the top of the Unfair Advantage software.

(Note: Make sure you are running Unfair Advantage version 2.10.7 build .112.)

In the ‘Market Symbol Link Utility’ window you can set up the connection between two symbols.

To the upper left of the window, type in the symbol, the start and end date, and the available contracts will fill in.

To the upper right of the window, type in the symbol, choose the start date, end date, and select the contract.

When done setting up the symbols click the ‘Add’ button to save the settings. The contract will appear in the list below.

To chart the linked symbols, highlight the linked symbols from the list, and click the ‘Chart button.
To close the ‘Market Symbol Link Utitily’ click the ‘OK’ button.

How to Multi-Select Contracts and Markets?

For easier use of the Unfair Advantage software we added the multi-select option.

In the ‘Selecting Data Series’ window use the Futures tab, type in a symbol and click the [X] in the description line. All futures contracts will be checked at once. Click the OK button and the futures contracts will be placed into your portfolio.

In the ‘Selecting Data Series’ window use the Options tab, type in a symbol and click the [X] in the description line. All option contracts will be checked at once. Click the OK button and the option contracts will be placed into your portfolio.

This feature works in the factsheet/Market Specs as well. Sort by Exchange, Group, Market Type, etc. and click the [X] in the description line.

All symbols will be checked at once. Click the OK button to return to the ‘Selecting Data Series’ window. After confirming the action with the OK button all symbols will be placed into your portfolio.

How to set up VantagePoint to have CSI as your data vendor?

Step 1

Download UA from our website
Scroll down to “Unfair Advantage for VantagePoint Users”

Click on the “Unfair Advantage Package for Vantage Point Users” EXE (which is circled in the image).

Step 2

  • Download the file. It is a very big file so it will take a while.
  • When finished downloading, double click on the file to install the Unfair Advantage Program.
  • When installing you will have a chance to select a Vantage Point Portfolio.
  • Most likely you are using VP 8.4, not sure if that one is on the list yet but if it is not don’t worry because you can still get it from within the Unfair Advantage program (directions follow).
  • During the installation DO NOT change any settings, just leave the default settings. Click NEXT, NEXT, … INSTALL.
  • At the end of installation you will be prompted to enter your 3 letter user ID and 5 digit # which will come in a separate e-mail from our billing department.
  • From there just follow the prompts.
If there was not a choice of an 8.4 VP portfolio:
  • Open the Unfair Advantage program
  • Choose Portfolio
  • Download Portfolio
  • Vantage Point 8.4
Setting up Vantage Point 8.4 to use CSI as your data vendor:
  1. Open the Vantage Point Program
  2. Make sure all charts and portfolios are CLOSED
  3. In top left corner of program, click on FILE
  4. Click on CONFIGURE
  5. Select Commodity Systems, Inc. as Data Vendor
  6. Indicate the following in the space provided
    C:\XXXXYYY\CSI 84
    NOTE THERE IS A SPACE BETWEEN CSI & 84
  7. Apply and close window

If you have any questions or problems, call CSI at (561) 392-8663 M-F 8:30am to 9:00pm

How to increase the number of IFG contracts?

Increase the number of IFG contract for one or more symbols.

  1. Double click ‘Launch UA’ on your Windows Desktop.
  2. Click the ‘Select Portfolio’ drop down box and select the portfolio you want to make changes to.
  3. Click the ‘Delivery’ description field to sort the contracts in alphabetical order. Look for the ‘NFG Several Nearest Futures’ contracts.
  4. Click on one of the contract month, highlight it, and right click the highlighted area. Choose ‘Edit File Settings’ from the menu.
  5. In the ‘Selecting Data Series’ window change the contracts field. In this example we changed it from five (5) to seven (7). Click the ‘OK’ button to save the changes.
  6. Back to the program interface the program will ask you if you wish to build the files to your hard drive. Click ‘Yes’.
  7. You’ll have to repeat the steps for each symbol.

Increase the number of IFG contracts on the entire portfolio.

  1. Double click ‘Launch UA’ on your Windows Desktop.
  2. Click the ‘Select Portfolio’ drop down box and select the portfolio you want to make changes to.
  3. Select ‘Portfolio’ from the main menu, and click ‘Select All’. Note: Your entire portfolio should be highlighted. Right click the highlighted area, and choose ‘Edit Portfolio Settings’.
  4. In the ‘Selecting Data Series’ window change the contracts field. In this example we changed it from five (5) to six (6). Click the ‘OK’ button to save the changes.
  5. Back to the program interface the program will ask you if you wish to build the files to your hard drive. Click ‘Yes’.

How to extract data with the Unfair Advantage History version?

Install Unfair Advantage and type in your user ID and user Number.
AFTER the first daily download you should receive the ‘Historical Market Database Portfolios’ window. If you don’t receive the mentioned window, click PORTFOLIO and choose Historical Database Portfolios from the menu.

Click the NEXT button.

Check the box to agree to the terms and conditions.

Click the NEXT button.

Choose the package you subscribe to. In this case we used the North American Futures.

When choosing North American Futures, 3 options are offered:

  • Floor and Spot ( contracts include RTH bars, Cash contracts, and FOREX Crossrates )
  • Electronic ( contracts include ETH bars )
  • Combined ( contracts include RTH combined with ETH bars )

Find them along the left side of the window.  Select 1 or several to extract the data you’re interested in.

Click the NEXT button.

Choose the file format and data period. In this case we used the Excel file format and left the default setting for the data period.
Click the NEXT button.

Click the BUILD button.

Unfair Advantage will start retrieving the files and after completion of the process it will ask you for the name and export folder.
Type in a name for your portfolio. In this case we used the default name.

Click the OK button.

Unfair Advantage starts writing the files to your hard drive. This process might take some time to finish.
The export folder, if not changed, will be \ua\Files\.

Unfair Advantage build x.118 available

Unfair Advantage x.118 build

Changes:

  • Unadjusted Closing prices now incorporate Historical Adjustments that affect price precision.
  • Database Integrity Search errors handled.
  • Historical Contracts in protfolios are no longer rewritten when corrections are received for unassociated contracts.
  • Charts no longer freeze when added to Charts Portfolio.
  • New backadjust option for Representative Prices: Close Old Contract, Close New Contract Next Day ( formerly Close Old Contract, Close New Contract Same Day ).
  • Supports AmiBroker 64-bit Version ( must not coexist with 32-bit version .
  • Bureau of Labor, Federal Reserve, Construction Spending, Personal Income Data now updating properly.

Unfair Advantage build x.117 available

Unfair Advantage x.117 build

Changes:

  • Amibroker Portfolio Exporting bug corrected. 
  • CSIM/MetaStock file management deletion bug corrected.
  • Perpetuals can now be set to look forward up to 15 months out.
  • New contract rolling schedule located off the Portfolio menu.
  • Fortran Back-Adjuster now strips out reconciling records that trail expiry.
  • Markets with only options are identified in the factsheet’s last date field, where as the previous version would display a -1.
  • Rolling by Date with representative prices set to Close Old Contract, Close New Contract same day now uses the close of the new contract in the close of the day before the roll.
    This change was done to match the results of the Fortran Back-Adjuster, which handles this in a more correct way.When backadjusting ED

    The close value of the backadjusted file on 31st Jan should be = Sep 11 close = 99.480.
    The old adjuster does this correctly, the C++ adjuster gives a value of 99.465.
    Future #141 ED_5320B: Back-Adjusted of Eurodollar-3 Mth-Globex-(Floor+Electronic) 

    Mar, Jun, Sep, Dec
    1 day before the end of month
    5 months prior

    BEFORE
    20110131, 201106, 99.475, 99.480, 99.455, 99.465,
    20110201, 201109, 99.485, 99.485, 99.455, 99.465,

    AFTER
    20110131, 201106, 99.490, 99.495, 99.470, 99.480,
    20110201, 201109, 99.485, 99.485, 99.455, 99.465,

    Here are the closes of the NEW 201109 contract

    20110131, 201109, 99.500, 99.505, 99.475, 99.480,  (< now used )
    20110201, 201109, 99.485, 99.485, 99.455, 99.465, (< was used  )

    It now uses the close for the Sep 11 on the 31st, not the close on the 1st.
    It was duplicating the close over those 2 days.

Unfair Advantage build x.116 available

Unfair Advantage x.116c build

Changes:

  • New Back-Adjuster option to roll on a percent of the nearest Open Interest and/or Volume.
  • Also available for use with the Nth Nearest Future Contract.
  • Rolling on Open Interest and/or Volume is now limited to the next nearest year forward.
  • New historical database portfolio builder.

Unfair Advantage build x.115 available

Unfair Advantage x.115 build

Changes:

  • COT mapping to all symbols more comprehensive.
  • Gann Contract’s previous contract specification is corrected.
  • Reseting of Days before expiration has been fixed.
  • MNI9 LME Nickel 3 mnth 24hr adjusted against British Pound prior to 19880201.
  • Factsheet improvements with Last Price, Percent Change, Last Date and Volume options.
  • Unadjusted Settlement or Last Trade included in Continuous Computed Contract Data tables.
  • Unadjusted Settlement or Last Trade field delivered through API has integrity ensured.
  • Unadjusted Close included in Split and/or Dividend adjusted Stock Data tables.
  • Stock Index Component Markets are now available.