Jan

17

Would anyone have observations re CSI's Unfair Advantage data service? Cleanliness of observations, etc. I am finding the IB <–> IbPy interface to be too trouble prone at this time for my needs.

James Goldcamp replies:

I've used it for end of day data and its breadth of coverage (nearly all world futures markets) and flexibility in building continuous data series is very good (rolls X days before expiry, or volume/OI shifts, etc). In the times I've compared the daily change (since I usually "back adjust" comparing price levels is not meaningful) for major contracts it's been accurate, though that's far from a comprehensive study on accuracy. Option data for futures though is a little spotty for OTM strikes (or at least was in the past).


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