Tech Talk
Information from CSI's Customer Support Department


Tech Talk

   Each month in this Journal, our technical support staff addresses issues of interest to many CSI subscribers in a question-and-answer format. 

  The views and information expressed in this document reflect the opinions and experience of the author Robert C. Pelletier.  Neither CSI nor the author undertake or intend to provide tax advice or trading advice in any market or endorse any outside individual or firm.  All recommendations are provided for their informational value only.  Readers should consult competent financial advisors or outside counsel before making any software purchase or investment decision.  CSI does not stand behind or endorse the products of any outside firms.

Copyright (c) 1998 Commodity Systems Inc. (CSI).  All rights are reserved.

Important Notices

   UA's Uninstall function should only be used if UA is stored in its own directory (probably C:\UA). Do not use Uninstall if the software is in your root directory (probably C:\).

Always back up your hard drive before using any Uninstall program!

Questions and Answers
    What steps are required to truncate high price values (such as the NASDAQ Composite Index) for use with CSI-compatible analysis software?

   We have already made the necessary changes to Unfair Advantage's factsheet and control files, which were remotely transmitted during a recent update session. This change should make crossing the threshold of 2621.43 a non-event for most Unfair Advantage users, even if your analysis software has not yet been upgraded to the expanded CSI format. If you do not experience problems with charting, no additional action is required.

   If you have previously opted to reject changes to the factsheet in your UA software, the important changes to this file will have been ignored.  Changes to the database control file will have been made, however.  Unfortunately, changes that compensate for format inadequacies require adjustments to both of these files. Leaving the job half-done will result in serious distortions.

   You can find out if you are in this situation by clicking UA's View Menu, then User Settings, then General. If the entry "Wants no commodity factsheet changes" is checked, then you can assume you did not receive the factsheet file update and further revisions are necessary. If the "Warn on commodity factsheet change" entry is checked, then you were asked if you wanted to receive factsheet changes at the time they were transmitted. If you accepted the new factsheet, then you should have no problem. If you rejected the factsheet, then you will also need to make file revisions.

   You have two choices for modifying the factsheet file: You may either download a revised factsheet file from the website (after turning off the switch to accept no factsheet changes in User Settings), or manually edit the factsheet with the revised conversion factor and minimum tick. Manual editing instructions are provided below.

An explanation of the process:

   Adjusting the values in an index involves adjusting a UA setting and editing two files on your computer. The two files that would be affected are the factsheet file and the database control file. Such a change would require a reduction of one in positive conversion factor presentation equivalent to the power of 10 by which you wish to divide the entire series.  For example, the number 3842.95 could be adjusted through a multiplier of 0.10 and a simultaneous conversion factor change from +2 to +1.  There would also be a requirement to change the minimum tick size from .05 to .1.  The 0.10 multiplier would force the price value to appear as 384.295, the conversion factor change would move the decimal point back to where it was presenting the number as 3842.95 and the minimum tick would force the fractional value after the decimal point to round to the nearest tenth of a point such as 3842.9.  Through this manipulation, there would be a loss of precision of one half of a point which, in all probability would likely be what the exchange will eventually have to do anyway as prices reach lofty levels.

Some Cautions:

   The files that will be edited are essential for proper data handling within UA. Any changes to these files must be made with care and precision, and only after backup copies have been preserved. We do not recommend editing these files by novice computer users.
CSI makes routine changes to the two affected files as necessary over time.  You may refuse to accept changes to the factsheet file (cdbfacts.adm) through his VIEW-User Settings-GENERAL interface, but in doing so, important changes may be ignored.  The user has no current control over changes to the database control file (cdbadjst.adm) and any changes you make may be covered up by CSI's database maintenance operations.  If you plan to modify these files, you should save your changes so that you may restore or reference them should remote CSI management impose changes that are not wanted.

To Make a Change to the Factsheet:

1.  Use Notepad to open c:\ua\archive\cdbfacts.adm

2.  Find the commodity needing to be changed (The commodity numbers are numerically sorted).  Below is an example of the record for commodity 429, the NASDAQ 100 Index futures:

429,ND,CME,Nasdaq 100 Index-CME,2,Points,$100 x Index,1.00,IVIIVIIVIIV,22,5,,,,,1,$,19851001

3.  Locate the conversion factor. (It is the fifth field from the left and follows the fourth comma.) In the above example, the conversion factor is 2.

4.  Position the cursor before the number and hit the delete key to remove the old conversion factor. Enter the new conversion factor. The example below shows the NASDAQ 100 Index futures with the conversion factor of 1.

429,ND,CME,Nasdaq 100 Index-CME,1,Points,$100 x Index,1.00,IVIIVIIVIIV,22,5,,,,,1,$,19851001

5.  Locate the minimum tick field. (It is the eleventh field and follows the 10th comma.) The minimum tick for 429 in the above example is 5. 

6.  Position the cursor before the number and hit the delete key.

7.  Enter the new minimum tick (which will usually be a 1). The example below show #429 with a minimum tick of 1.

429,ND,CME,Nasdaq 100 Index-CME,1,Points,$100 x Index,1.00,IVIIVIIVIIV,22,1,,,,,1,$,19851001

8.  .Save the file by clicking on the floppy disk icon and exit.

   Most users will find that the database file (cdbadjst.adm) has already been modified remotely by CSI. This file will probably not need to be changed! The method of adjustment is demonstrated here for verification, for future reference and for those users who did not receive the remote modification.

To Add an Adjustment to UA:

1.  Use notepad to open c:\ua\archives\cdbadjst.adm

2.  Scroll down until you find the commodity number closest to the one you wish to create an adjustment for.

3.  If there is no adjustment for that commodity in the file already, create a blank line where the commodity number would numerically fit by placing the cursor at the end of the previous commodity's line and hitting the enter key. For example, commodity #25 would be placed between #22 and #41.

               (Commodity #25 would go on this line in place of the space.)

   On the blank line created, enter the CSI commodity number, followed by a "P","T", "V", or "O".  (P indicates a change to all price fields, T indicates a change to volume and open interest fields, V indicates a change to only the volume fields, and O indicates a change to only open interest fields.)  This is followed by the start date of the period of time needing to be adjusted, the end date, the first contract needing an adjustment, the last contract needing an adjustment, followed by a "Y", "N" or "A" (Y indicates both cash and futures prices will be affected, N indicates futures only are affected,  A indicates cash prices only are affected), and finally, enter the multiplier that will create the adjustment.

   There must be a comma separating each field of the adjustment and the start date, end date, first contract, and last contract fields may be left empty if all data needs to be adjusted. (The commas for these fields must remain to enumerate all of the fields in the format).  Please note that a multiplier of 0.1 would move the decimal point of the prices one place to the left, requiring a conversion factor reduction of 1; a multiplier of
0.01 would move the decimal two places to the left requiring a conversion factor reduction of 2, etc. 4.

   If there is already an adjustment listed for the commodity you wish to change, add on to the line already there, omitting the commodity number.

For example, #429 currently has the following adjustment::


To add a second adjustment, repeat the procedure after the first multiplier beginning with the ",P" ETC.:

429,P,,19931231,,,A,0.5,P,,,,,Y,0.10 (There is no start and end date or first and last contract specified, so ALL cash and future prices will be multiplied by 0.10).

4.  Save the file and exit.

5.  Launch UA and turn the adjustment mode on by Clicking on "View", "User Settings", "General", and check the "Adjust Data Series for Unit of Measure Changes" box. 

   I use Unfair Advantage for data retrieval and for some time now, a few of my charts have been distorted during analysis with TradeStation. Other contracts chart with no problem. Why is this happening?

   Although the first question (above) dealt with an index value moving above 2621.43 (an 18 bit maximum quantity), this problem relates to contracts priced above 65535 (the maximum quantity for 16 bits of precision). This specific problem related to a contract priced at 66092, which is greater than the upper limit of an outdated format. The CSI-format was changed years ago to accommodate prices in this range, but several users have reported erratic plotting with TradeStation and SuperCharts. The cause seems to be that their versions of this software are not current with the expanded-precision CSI format changes. 

   The remote adjustments we made to Unfair Advantage will fix the problem for the NASDAQ index, but other files may still be adversely affected. Please adapt the instructions above to adjust both the database control file (cdbadjust.adm) and the factsheet file (cdbfact.adm) for every commodity that is not charting properly. A better alternative would be to request an updated 20-bit version of your analysis from your software vendor.

   I use QuickTrieve for data retrieval and QuickPlot/QuickStudy® for charting.  What changes must I make to accommodate the format change?

   QuickTrieve users who do all their charting and analysis through QuickPlot and QuickStudy will have the full benefit of the expanded format as soon as the software upgrade is installed. Please visit the Patches page of our web site for a free upgrade or call Technical Support to request a patch (a $10 handling fee applies for disk orders).