Trader beware: EOD Futures Data from Reuters/Metastock SUCKS !!!

Discussion in 'Data Sets and Feeds' started by Optionpro007, Mar 11, 2007.

  1. Please do yourself a favor and stay away.

    Can you believe they only update the continuous futures contracts months at the end of every month ? Meaning the data for the continuous contracts is always corrupted for certain contracts.

    As an example their closing price for Coffee (continuous) this friday shows 111.50 (the closing price for the march contract which has no volume anymore)
    The May contract which has been the FRONT month for almost three weeks closed at 112.50.

    For their Metastock live program they also update their symbol data base at the end of every month. Meaning that if you are receiving live data from esignal the new front month contract will not start working until the end of the month even if the previous contract expires in the middle of that month.