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Joined: Feb 29, 2012 12:21 PM
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datatest has contributed to 23 posts out of 21185 total posts (0.11%) in 4,439 days (0.01 posts per day).

20 Most recent posts:
Data and Content Support » Corn Continuous Sep 28, 2012 03:33 AM (Total replies: 13)

indeed, this is needed. it is useless to wait until the last day of the contract.
can you give a timeframe, when the new mechanism will be implemented? (weeks, months, years)


Hello

On March 2nd I wrote your representative in a mail:
"Therefore for the moment I would like to buy the basic service only for one month, without any automatic prolongation."

Your representative wrote back:
I will make sure that is setup for you.

What happened: I am billed the 2nd month too. I wrote your representative beginning of the week to refund the money and make sure the billing is stopped, but never got an answer.

Is this normal?

best regards

Data and Content Support » Copper - Historical Data missing Apr 16, 2012 05:40 PM (Total replies: 15)

Hello

I was using @CC#

Data and Content Support » Copper - Historical Data missing Apr 13, 2012 07:16 PM (Total replies: 15)

Hi
What I don't understand: What do you repair? Either you have historical data or not?

Data and Content Support » Copper - Historical Data missing Mar 22, 2012 04:25 AM (Total replies: 15)

and the next one: Gold (GC)
In general futures contacts are available from 1997 on. But sometimes contracts are missing, for example all 2000 contracts and a few 2004 contracts.

Data and Content Support » Copper - Historical Data missing Mar 22, 2012 03:30 AM (Total replies: 15)

and the next one: Cocoa
Has only all futures contracts from 2007 on. Other years: Sometimes there are some contracts, sometimes not

Data and Content Support » Copper - Historical Data missing Mar 22, 2012 03:18 AM (Total replies: 15)

and the next: Gasoline Spot has only historical data from 2007 on.
I assumed that you have at least 15 years historical data.... since you write:
"Daily, Weekly and Monthly Historical data (15+ years of O,H,L,C,V,OI data) "

Data and Content Support » Copper - Historical Data missing Mar 22, 2012 03:11 AM (Total replies: 15)

Same in Naturalgas. Only contracts starting in 2002 available. A few in the 90ies

Data and Content Support » Copper - Historical Data missing Mar 22, 2012 02:51 AM (Total replies: 15)

Hello

Similar as to already reported CrudeOil future, historical data for copper (+HG) is missing.
Examples:HGF has data from 97-98, and again from 05 on.
Other contract months have only futures data starting from 2005.
Do you not provide data since 1996?

Data and Content Support » CrudeOil Data Mar 20, 2012 04:12 PM (Total replies: 2)

Hello
I tried to download historical futures contracts for crude oil. As I understand, there are no electronic session data (@CL) available, only combined (+CL). When I tried to download quite many contracts were not available.
Example:
+CLF00, +CLF01, +CLF02, +CLF03, +CLF04
--> But +CLF97, +CLF98, +CLF99 are available......

Same picture for all other contract months.
I was expecting that at least contracts for 15 years are available and not only 6 years.
I am doing something wrong?

Data and Content Support » Close higher than high, Close lower than low Mar 16, 2012 01:21 AM (Total replies: 5)

Hello

Thanks for the investigation. I was assuming that the reason is the settlement price, this is why I wrote above that I am surprised that this answer is not coming immediately or written somewhere, because obviously it happens not so seldom.
I was searching in the internet, but could not find an explanation: Why exactly can the settlement price be outside of low/high boundaries?

Data and Content Support » Close higher than high, Close lower than low Mar 15, 2012 10:36 AM (Total replies: 5)

seems I cannot upload excel, so I send you enclosed a screenshot

Data and Content Support » Close higher than high, Close lower than low Mar 15, 2012 10:34 AM (Total replies: 5)

yes, I put them in an XLS File, these are 2665 examples of wrong records...

one question I don't understand: you have all this data in your database. why can you not simply run a check and compare where close/open is lower than low or close/open is higher than high? I am spending hours and hours in data validation, data which should be in principle be checked with some minimal quality checks.
And if there is an explanation for this specific "pattern", e.g. due to the settlement price, so it should be in your FAQ. I have the feeling I am the first one looking at these data and asking these questions...

Data and Content Support » Close higher than high, Close lower than low Mar 15, 2012 03:12 AM (Total replies: 5)

Hello

I have analyzed historical corn contracts (EOD Data) and have seen that quite often the close is higher than the high, or lower then the low. Why is in these cases the high/low not equal to the close?
thanks

Data and Content Support » Data Quality? Mar 8, 2012 11:02 AM (Total replies: 9)

Hello

Is there any update on this topic?

Data and Content Support » Download in Excel or to ASCII File Mar 2, 2012 02:54 PM (Total replies: 5)

ok, thanks.
can you tell me how many years of daily data it is exactly for futures such as corn, wheat and soybean? When I download the continous contract it is back to 1996. Does this mean I can load also single contracts until then?

Data and Content Support » Download in Excel or to ASCII File Mar 2, 2012 01:09 PM (Total replies: 5)

thanks. I contacted them and the application is able to do what I want. My question now: How many years back do you have futures contracts?

Data and Content Support » Data Quality? Mar 2, 2012 04:22 AM (Total replies: 9)

I investigated some more:

Compared Unadjusted Corn Quotes with PiFin, Pinnacle and Zenfire
What looks good or is acceptable (for me, who needs EOD data)
- "Open" Quote mostly the same
- Some differences in High/Low/Close quotes. Normally not signifcant, sometimes more than 1%
- Sometimes dates are missing
- Sometimes quotes on a date are constructed (other providers have no quotes, iqfeed has same quote as previous day)

What is not good:
- There are days with 0-values as quotes
- 15th to 31th Dec 2003 no data
- 1st Dec to 12th Dec 2003: Large differences to other sources (between 4.3% and 7.5%)

The problem of price drop on 15th July (CASE A reported at the beginning of this post)
I compared the unadjusted with the adjusted data as well the month contracts (downloaded from turtle page). As you can see in the PDF enclosed there was neither in the July nor in the September contract any movement compared to your backadjusted data series. It looks like that you construct here the backadjusted chain wrongly?

Data and Content Support » Download in Excel or to ASCII File Mar 2, 2012 01:28 AM (Total replies: 5)

Is it possible to download historical futures data to Excel or an ASCII File? I have seen that I place in Excel the current quote, but did not figure out how to download a complete set of historical quotes for a future.

Is there even a feature where I can download all historical future contracts (not merged, seperate files for contracts) for a selected product (e.g. wheat)?

Data and Content Support » Data Quality? Mar 2, 2012 01:19 AM (Total replies: 9)

thanks for the update.

Some questions:
1. About the problem with 259 values. How can I know that you do not have similar kind of problems in many contracts? It is quite time consuming to validate each time series

2. About Case A: You found the bug and resolve on Monday or you still look for the reason? If you found the bug, what was the reason?


I did some more research with unadjusted data, will post it today


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