In Global Parameters - the minimum futures volume and max per cent volume per trade - is this based on total volume or contract volume - i.e. Class 3 Milk for example will have front month specific volume but I believe the CSI data volume number is for Total Volume of tradable months ?
Thanks in advance
Chris
Minimum Futures Volume
Blox uses whatever data you give it. It has no other choice.
Whatever you choose to put in the sixth data field when you export CSI price data to ASCII, is the number that Blox interprets as "Volume".
You type lower case "v" to tell CSI that you wish to export contract volume, and you type upper case "V" to tell CSI that you wish to export total volume. Since this appears in the CSI UA "Edit Portfolio" menu, your settings apply to all symbols in the portfolio. Therefore if you wish to export contract volume for some symbols, and total volume for other symbols, you need to put them in different CSI portfolios.
Whatever you choose to put in the sixth data field when you export CSI price data to ASCII, is the number that Blox interprets as "Volume".
You type lower case "v" to tell CSI that you wish to export contract volume, and you type upper case "V" to tell CSI that you wish to export total volume. Since this appears in the CSI UA "Edit Portfolio" menu, your settings apply to all symbols in the portfolio. Therefore if you wish to export contract volume for some symbols, and total volume for other symbols, you need to put them in different CSI portfolios.
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Last edited by sluggo on Fri Jun 11, 2010 7:56 am, edited 1 time in total.