CSI UA API

dgn2 · Post by **dgn2** » Fri Jan 01, 2010 7:50 pm

I haven't tried the RCSI package, but I also live in the 'NUX world. I had to resort to virtualbox + Windows XP 64 to run both eSignal and CSI

Tradenator · Post by **Tradenator** » Sat Jan 02, 2010 3:12 am

I still use python for all my CSI data acquisition needs. You should be able to get it to run on an older machine.

quantz · Post by **quantz** » Wed Jan 06, 2010 7:12 am

jungle, at my previous firm we always got SFE data direct from SFE rather than CSI. (there's a way to download from SFE website, not sure if you have to pay them.) I was not particularly impressed with CSI in my experience of downloading futures data, also their customer service was bad/non-existant

jungle · Post by **jungle** » Thu Feb 25, 2010 2:11 pm

Today I got this error message:

[i]COMException was unhandled: Creating an instance of the COM component with CLSID {6F2F99A3-6600-11D3-B331-525400E8C92C} from the IClassFactory failed due to the following error: 80010105.[/i]

which occured at this line of code which is part of a program that downloads data from CSI and uploads it to my db:

API2Class uaApi2 = new API2Class();

Any ideas?

EDIT: HTML formatting removed.

Dizzy · Post by **Dizzy** » Thu Feb 25, 2010 2:49 pm

Tried rebooting? Cool

"An engineer, a mathematician, and a computer programmer are driving down the road when the car they are in gets a flat tire. The engineer says that they should buy a new car. The mathematician says they should sell the old tire and buy a new one. The computer programmer says they should drive the car around the block and see if the tire fixes itself."

jungle · Post by **jungle** » Thu Feb 25, 2010 3:43 pm

Dizzy 1, MSFT 0.

Thank you!

dgn2 · Post by **dgn2** » Sat Jun 11, 2011 9:07 pm

Has anyone managed to use the CSI API to extract their options data? I wrote code to do this years ago and posted it, but I don't think it works correctly. I can't seem to figure out how to determine the expiry of the options. I have contacted CSI but so far they have not been much help. Somehow I think one has to index into the underlying contract (symbol, delivery), then iterate over the options (strike,expiry). The field for the underlying futures delivery then becomes the option expiry.

Can anyone give me a hand here?

Tradenator · Post by **Tradenator** » Sun Jun 12, 2011 7:37 am

There is a CSV file "...\UA\archives\cdbfacts.adm" containing the expiry dates (yyyymmdd) for the nearest few running futures contract months that lets you look forward for a short time. Looking backwards, I think the data simply stops at the last trade. I'm not sure how this maps precisely over to the options on those futures. You should be able to get the recipe from the exchange.

dgn2 · Post by **dgn2** » Fri Mar 16, 2012 7:42 pm

Has anyone managed to extract CSI data using the CSI UA API via Python? I have recently started to rewrite much of my old Perl code in Python and a simple example would really speed things up.

Scotty · Post by **Scotty** » Tue Mar 20, 2012 5:32 am

Hi dgn2,

Why are you rewriting your code? Are you moving to an all Python environment?