Matthew, I am noticing a lot of systems lately with anomalous DD and huge spikes on the charts. I see that Mr. Money Tree tonight has become the latest victim (as it also happened to Simple Vix a few days ago and others in the past). Mr. Money Tree is now showing a maximum DD of some 92.5% (peak of some 200K to low of some 15k just today), which is obviously in error. What is causing such a sudden problem (Splits?) and is C2 able to fix it?
This happened the other day (Jan 13th) and I also reported it. Alen told me the issue had been resolved.
Hi Kt3 -
I agree. The handling of stock splits on C2 needs to be improved. (The Mr. Money Tree equity blip you pointed out was actually unrelated to stock splits; that strategy trades futures and there were no stock shares involved… what you saw was a bad tick on our feed for a futures contract position.)
Let me explain the current status and the game plan for stock splits.
Currently C2 handles stock splits gracefully for a large class of securities (U.S. traded stocks). We do not currently have reliable automation in place for USA ETFs that undergo splits. I am working on that as I write this.
In addition there is a separate, related issue, which is the automated handling of options positions when the underlying stock splits. Currently that is not handled gracefully at C2 at all, and requires manual intervention by our Data Integrity Team (me 
). This too is a software development project, and I have scheduled it to happen immediately following the ETF split project discussed above.
In summary, I agree this is an important needed improvement, and that the C2 Platform must handle splits more reliably. I am personally dedicated to working on this. I don’t have a firm estimated time of completion (some of the schedule depends on licensing an appropriate data source, and that time frame is uncertain).
In the meantime, we’ll try our best to muddle through by manually handling splits on ETFs and CUSIP-changes on options. It’s not ideal, but I’m working on addressing this so that it is handled more gracefully in the future. I will keep you posted in these forums.
Matthew
Matt, thank you for your response and the fix (as I see now on Mr. MoneyTree). I was actually baffled as well as to why Mr. MoneyTree had such a similar problem (like those of the stocks/efts variety), as it obviously doesn’t trade stocks/etfs to be affected by a split of some kind, so I was assuming it had to do with either a contract change-over (which wouldn’t have been as dramatic of a change though) or a bad tick (as you have explained and fixed). Anyway, thanks for tackling the stock/etf split (and its related options problem) as well.
@MatthewKlein Could you please also fix equity issues on ES ST IT? Looks like it trades same contract as Mr Money Tree and has bad ticks on Jan 12 and Jan 13.
Hi Andrey, that one is fixed. Thanks for pointing it out.
Alen
Thank you!
…
hi Mathew,
in case you’re not aware, the stock split issues also affect our P/L reports. i can forward screenshots if you’d like.
d
