HG pricing in C2 has an issue. Trades get opened with the right price, like 2.78 below. However the closure has a totally different price, 10 times bigger. Like 282.70 below.
Opened ET Action # Symbol Price Closed Current Price P/L
9/2/09 0:54 SHORT 1 HGZ9 Exchange day/night COPPER 2.78 0 282.70 ($69,980) Close
Because of this issue all my stats are wrong.
No reply from Matthew on this…
[LINKSYSTEM_42777369]
This was a problem translating TradeStation’s copper price format to C2 format. It will now be corrected automatically going forward, and I fixed the previous incorrectly-reported trades.
MK
Thanks you fixed one trade but not the other one:
Diversified Alpha: Signal #42821027
According to Collective2, the following order:
STC 1 QHGU9
was executed at price 285.65
on 9/1/09 10:44 ET
Could you please fix it as well?
Hi Matthew, just received an email with an incorrect fix:
"The trade was for symbol QHGU9.
Original time of trade: 2009-09-01 01:25:10
Original execution price: 2.862
New time of trade: 2009-09-01 01:25:00
New execution price: 286.2"
Copper cannot be 286.2.
Could you please apply proper price?
Could you also fix:
Diversified Alpha: Signal #42821027
According to Collective2, the following order:
STC 1 QHGU9
was executed at price 285.65
on 9/1/09 10:44 ET
Why can’t copper be 286.2?
Because it is 2.8xx
http://www.nymex.com/cop_fut_cso.aspx
Every quote feed / provider uses different decimal magnitudes for futures prices. C2’s copper futures price format is 213.78 (for example). Since you are using our TradeStation interface, the price your TradeStation uses (2.1378) will be translated automatically from now on into correct C2 format.
Matt, trades have been adjusted yesterday however the equity curve and stats still reflect the previous wrong pricing.
When will these be updated?
