CSI Data Futures Contracts

Questions about MultiCharts and user contributed studies.
TraderD
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Joined: 30 Nov 2018

CSI Data Futures Contracts

Postby TraderD » 12 Dec 2018

Does anybody know how CSI futures contracts that begin with @ (@NG, @CL, etc.) are constructed? Are these back-adjusted? If so, what are the rollover parameters (by date, by volume, OI...)?

I asked CSI tech support and was told that all the parameters to build these contracts are programmed in the API by MultiCharts. However, MultiCharts folks tell me the opposite. So, maybe the users of CSI data have figured it out?

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Anna MultiCharts
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Re: CSI Data Futures Contracts

Postby Anna MultiCharts » 14 Dec 2018

Hello, TraderD!

By default the data from CSI with NthNearest adjustment. Since MultiCharts 11 release 9 that is possible to add "BACK-ADJUSTED" to the description of the symbol in QuoteManager to receive back-adjusted data.
You can find the rollover parameters for each of these methods from CSI directly.

TraderD
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Re: CSI Data Futures Contracts

Postby TraderD » 14 Dec 2018

Thanks for your reply, Anna. So, you're saying that if I Edit Symbol in QuoteManager and change the description to "BACK-ADJUSTED" under "Common Information" the data will become back-adjusted? Right now the description field says, as an example, "Crude Oil (combined) - NYMEX". So, if I change "combined" to "BACK-ADJUSTED" the data coming from CSI will become back-adjusted? Did I get that right?

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Anna MultiCharts
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Re: CSI Data Futures Contracts

Postby Anna MultiCharts » 19 Dec 2018

TraderD,

Don’t change any part of the existing description, just add "BACK-ADJUSTED" after it.


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