Market Data Unfair Advantage Posting Status Robert 2016

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:


(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


Effective Sunday, January 10, 2016 for trade date Monday, January 11, 2016 the Chicago Mercantile Exchange will amend the minimum price increment for Euro FX Futures. The minimum tick is changing from 0.0001 to 0.00005.
UA users will need to refresh the database history for the affected data sets.
Click here for instructions.
CSI issues affected:
#524 CU
#454 CU2
#876 CU1

#499 EX

#100415 M6E


Effective Monday, November 2, 2015, the Singapore Exchange will change the tick size for MSCI Singapore Stock Index futures and options. The minimum tick is changing from 0.1 to 0.05. Additionally, the contract multiplier will change from S$200 to S$100. All open positions will be doubled.
UA users will need to refresh the database history for the affected data sets.
Click here for instructions.
CSI issues affected:
#539 SSG
#100168 SS4
#100169 SS3

CME Group Closes Most Open Outcry Futures Trading in Chicago and New York July 6 — 2015 June 30

The CME Group has closed all pit futures trading as of July 6, 2015 with the exception of the S&P 500 Index futures.  Pit trading of options on futures contracts will remain open.

CSI will continue to report values for the data sets that represent pit-only trading.  There will be only settlement pricing, as well as volumes and open interest.

The volumes will consist of Privately Negotiated Transactions (Exchange Futures for Physicals, Exchange Futures for Risks, Exchange Futures for Swaps), plus open outcry volume related to options trading (futures/options combo orders a.k.a. covered spreads, which are a unique delta-neutral instrument created by combining an outright option or options spread with one or more underlying outright futures instruments. The futures leg of such orders is still allowed to be executed via open outcry provided the whole order is executed simultaneously at the spread’s differential price.  These orders are executed in the open outcry options pits, which are still open.)

The following table lists the various markets affected, with CSI numbers for the electronic trading (ETH), pit trading (RTH), and combined market data:


Pit/RTH Globex/ETH Combined
18 894 410 soymeal
19 895 411 soyoil
9 896 412 corn
21 897 413 wheat
11 898 414 oats
130 899 415 rough rice
110 100189 100190 mini wheat
111 100191 100192 mini corn
112 100193 100194 mini soybeans
694 886 2 live cattle
695 887 4 lean hogs
696 889 33 feeder cattle
100364 100365 27 lumber
100227 100228 404 class 3 milk
22 100067 100666 kc wheat
278 875 23 mexican peso
127 878 25 swiss frac
128 879 26 british pound
129 880 64 canadian dollar
262 877 65 japanese yen
265 884 66 australian dollar
454 876 524 euro
458 100061 100060 south african rand
459 100063 100062 new zealand dollar
100568 100555 100569 fx index
519 100065 100064 russian ruble
269 881 141 eurodollar
270 883 142 libor
144 801 44 30 yr tbonds
250 802 150 10 yr note
293 803 251 5 yr note
666 804 382/207 2 yr note
750 892 74 fed funds
100506 100508 100507 ultra t bonds
100136 100137 416 euroyen
100835 100834 100833 30yr interest rate swap
100838 100837 100836 10yr interest rate swap
100841 100840 100839 5yr interest rate swap
100844 100843 100842 2yr interest rate swap
Equity index
912 831 99 nikkei US
688 100406 266 goldman sachs index
8 864 809 copper
16 863 868 silver
30 862 867 gold
13 379 859 platinum
69 810 849 palladium
89 377 857 heating oil/ny harbor
188 376 856 crude oil
191 860 869 natural gas
975 866 976 rbob gasoline


*CSI numbers >100,000 are denoted in UA as >1,000.  e.g. CSI# 100406 is UA# 1406

Japanese Yen minimum tick change — 2015 June 15

Effective Sunday, June 21, 2015 for trade date Monday, June 22, 2015 the Chicago Mercantile Exchange will amend the minimum price increment for Japanese Yen/US Dollar Futures. The minimum tick is changing from 0.000001 to 0.0000005.

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

CSI issues affected:
#65 JY
#262 JY2
#877 JY1
#498 JT
#1817 MJY

Delisted futures contracts — 2015 June 12

Effective June 19, 2015 the Chicago Mercantile Exchange delisted S&P MidCap 400 futures, Nasdaq 100 Index Futures, and S&P SmallCap 600 Index Futures from CME Globex, CME ClearPort and the CME trading floor.

CSI issues affected:
#104 MD
#429 ND
#882 ND1
#455 ND2
#1221 SMP

Effective June 22, the CBOT delisted Dow Jones Industrial Average Index Futures ($10 multiplier) and companion options from the CBOT trading floor.

CSI issues affected:
#496 DJ
#596 DJ2
#805 DJ3

Unfair Advantage Build x.125 available

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

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.


Have you received a 400 or 500 error in UA during download? Please read this.

We have received a few calls over the weekend with customers receiving a 400 or 500 error during download of daily data within Unfair advantage. If you are receiving this error, please check your download servers making sure they match the following list.

These are the only servers that should be listed, and in this order.  Should you need help changing these servers, please call support for help any time at 5613928663. The reason your seeing this error is due to the UA download servers being updated. This is not a new or recent change the servers were updated last year.  It seems a few customers still have incorrect settings within there ua server download list. Please be sure to update this list. In the future in addition to posting in this news section, we will email customers to make sure you receive advanced notice with updates to your UA software.

Thank you,


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



Now compliant with AmiBroker 5.6 Unfair Advantage build x.121 is 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”.