Market Data Unfair Advantage Posting Status Robert 2016

Option Strike Changes Feb 24, 2020

Effective February 24, 2020 some options strike divisors have been corrected. This affects decimal representation but not points. The following have changed from no divisor to a 10 divisor which applies to all history.

100507Ultra T-Bonds
100910Ultra T-Bonds Week 1
100911Ultra T-Bonds Week 2
100912Ultra T-Bonds Week 3
100913Ultra T-Bonds Week 4
100914Ultra T-Bonds Week 5
10091530 Year Bond Week 1
10091630 Year Bond Week 2
10091730 Year Bond Week 3
10091830 Year Bond Week 4
10091930 Year Bond Week 5

Option Price Precision Changes – 2019 OCT 23

Effective Wednesday, October 23, 2019 certain Futures options 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 symbols affected :

Precision Change: Whole Values to 10ths
49LCCCocoa
816LRCRobusta Coffee

Precision Change: 100ths to 1000ths
25SFSwiss Franc
26BPBritish Pound
64CDCanadian Dollar
66ADAustralian Dollar
174FLGLong Gilt
404DAClass III Milk

Precision Change: 64ths to 64ths and 10ths
44US US T-Bonds
1507UL2 Ultra T-Bonds
150TY 10 Year T-Note
1905TC110 Year T-Note Week 1
1906TC210 Year T-Note Week 2
1907TC310 Year T-Note Week 3
1908TC410 Year T-Note Week 4
1909TC510 Year T-Note Week 5
1910UT1Ultra T-Bond Week 1
1911UT2Ultra T-Bond Week 2
1912UT3Ultra T-Bond Week 3
1913UT4Ultra T-Bond Week 4
1914UT5Ultra T-Bond Week 5
1915CG130 Year T-Bond Week 1
1916CG230 Year T-Bond Week 2
1917CG330 Year T-Bond Week 3
1918CG430 Year T-Bond Week 4
1919CG530 Year T-Bond Week 5
20273TNUltra 10 Year T-Note

Hurricane Dorian storm alert


Due to the possible severity of hurricane Dorian, 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 redundant communication 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.

U.S. and Canadian Markets will be closed Monday 9-2-2019 for the Labor Day holiday.

NCDEX futures price, volume, and open interest scaling

Please be advised that effective January 14, 2019, CSI will amend quotations of certain NCDEX products in order to provide more accurate price and volume precision.

OHLC prices disseminated in points format will be increased by a factor of 10 for the following product to accommodate the full precision quoted by the exchange. Only prices disseminated in points format will be increased. Prices disseminated in decimal format will not have their values increased.

CSI#

Name

Old min tick

New min tick

100650

Cotton Seed Oilcake

1

0.5

 

Additionally, the following NCDEX products will be adjusted to provide volume and open interest in contracts rather than in units. Volume and open interest will be divided by the divisors listed below.

CSI#

Name

Divisor

100650

Cotton Seed Oilcake

10

100651

Refined Soy Oil

10

100652

Soy Bean

10

100653

Rapeseed-Mustard Seed

10

100657

Sugar (M Grade)

10

100658

Coriander

10

100660

Jeera

3

100662

Maize – Feed/Industrial Grade

10

 

UA users may need to refresh the database history for the affected data sets.
Click here for instructions.

FX PRECISION CHANGE – 2018 NOV 6

Effective Monday, November 6, 2018 certain cross-rate quotes will gain an additional digit of precision.
UA users may 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 40 4 5 AUD-CHF AD5 2163
171 42 4 5 AUD-CAD AD7 2165
171 51 4 5 AUD-NZD AD! 2168
390 39 4 5 USD-CAD QE2 2252
390 44 4 5 USD-HKD QE7 2257
390 46 2 3 USD-JPY QE9 2259
390 52 4 5 USD-SGD QE{ 2265
390 53 4 5 USD-CHF QE} 2266
590 37 4 5 GBP-AUD DR1 2310
590 39 4 5 GBP-CAD DRC 2312
590 49 3 4 GBP-NOK DR# 2322
590 53 4 5 GBP-CHF DR^ 2326
591 37 4 5 EUR-AUD EU1 2341
591 39 4 5 EUR-CAD EU2 2342
591 41 4 5 EUR-DKK EU4 2344
591 53 4 5 EUR-CHF EU6 2346
591 58 4 5 EUR-SEK EU8 2348
690 59 4 5 USD-DKK QE4 2254
691 54 1 2 EUR-VEF EUR 3341
775 43 4 6 JPY-HUF JPYX4 3507
985 52 4 5 NZD-CAD CAD9 3555

 

 

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

 

2163
2165
2168
2252
2257
2259
2265
2266
2310
2312
2322
2326
2341
2342
2344
2304
2346
2348
2254
3341
3507
3555

 

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

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