I noticed that the CSV files with “Recent Trades” are missing all DD related field values since the start of 2010. Since it affects more than one strategy I’m going to assume it’s a bug.
I looked at VT26 and Emini eXpress.
Thanks for catching this. A background calculation process was accidentally turned off over the new year, and we have turned it back on. It may take a day for the data to get backfilled.
Matthew,
Regarding the csv files, is it possible to get a breakout showing trade leg-ins and leg-outs?
While that is not currently available via CSV download, it is available through the XML Data Services API. Docs are here: http://www.collective2.com/C2DS.pdf
It involves, admittedly, more technical details than most people want to deal with. But it’s a start until we can add leg-by-leg data to the CSV file.
OK. Thanks.