1. Ascii file names which include invalid characters generate an error.
2. Custom columns in output files does not always work.
3. AmiBroker interface doesn't work
4. Refuses to load stocks occasionally.
5. "One Day at a Time" was mistyped as "One Data at a Time".
6. Portfolio does not list the actual filename for CSI format files past 999 when the portfolio is set to roll into numbered alternate directories "c:\ua\nasdaq" then "c:\ua\nasdaq002".

1. Allows automated backup of UA database.
2. MS Format now respects the "Display as Decimal" portfolio option.
3. UA no longer gives an error message that it can't open incomp.bin during distribution.
4. Deleting files in MS Format works.
5. UA deletes erroneous contracts which are missing in later downloads.
6. Raising negative back adjust series now works when detrending is applied.
7. Put/Call ratio is now graphed a the base 10 - logarithm of the ratio.
8. More symbol options for AmiBroker export.
   
9. Download Replacement Fact Files is checks version numbers before replacing files.
10. Added ability to have a CSV format stock factsheet output.
    
 

1. MS Format now respects the "Display as Decimal" portfolio option backwards.  If you choose decimal, you get points and choosing points gets you decimal.
2. Deleting files in MS Format can cause an error about invalid conversion factor.
3. If you upgrade, and then use the ezdownloader to unlock you database you get an error "This shouldn't happen".  To correct this, use UA to unlock your database.
4. AmiBroker export can miss some symbols.
5. Portfolio does not list the actual filename for CSI format files past 999 when the portfolio is set to roll into numbered alternate directories "c:\ua\nasdaq" then "c:\ua\nasdaq002".

1. Does not wait for user to agree to download when opened from OLE.
2. Exit orders deduct from the Position count correctly.
3. Ascii files may now have the unadjusted close and unadjusted volume for stocks.
4. Autodownload works.
5. Downloads initiated through OLE ignores the settings to display a done dialog when distribution is complete.
6. Total Volume and Total Open Interest are computed correctly.
7. The Study Template selection dialog only allows the user to press OK when something is selected.
8. For futures, does append volume and open interest correctly after a holiday.
9. Guided Tour correctly resizes.
10. Excel file driver appends Stock data as settings dictate.
11. Right clicking on the Snapshot no longer brings the main form popup menu forward.
12. Market Scanner can select series by UA portfolios.
13. The inheriently unstable back adjustment (and nth nearest future) roll selections of Volume and Volume or Open Interest are no longer allowed with the Generate Forward option.
14. The factsheet editability has been corrected.
15. Deleting a portfolio in MS Format works correctly.
 

1. Can wait for user to agree to download when opened from OLE.
2. Exit orders are not deduct from the Position count correctly.
3. Changing the RaiseDistributionThreadPriorityOverForegroundTasks flag can change your DB flush settings.
4. Autodownload does not work.
5. Downloads initiated through OLE wait forever after distribution if you have UA set to display a done dialog when distribution is complete.
6. Total Volume and Total Open Interest are not computed for individual contracts and strikes.
7. The Study Template selection dialog allows the user to press OK even when there is nothing selected.
8. For futures, does not append volume and open interest correctly after a holiday.
9. Guided Tour sometimes does not resize correctly if the computer is busy.
10. Excel file driver appends Stock data as decimal regardless of settings.
11. The factsheet looses its editability if you first opend the factsheet from the data series form.
12. When deleting a portfolio in MS Format, only the first file is deleted.
13. AmiBroker export can miss some symbols.
14. MS Format now respects the "Display as Decimal" portfolio option backwards.  If you choose decimal, you get points and choosing points gets you decimal.
15. Sometimes during distribution, UA gives an error message that it can't open incomp.bin.

1. When editing a study on a chart which has a syntax error, the study toolbar does not fix itself on top of the code editor window.
2. Once UA has discovered a corrupt database file, it, shortly thereafter, tries to download a new database file.
3. History Refresh applies defaults correctly.
4. Perl studies get correct Open Interest values instead of Total Open Interest.
5. Market Scanner settings boxes are correctly sized.
6. Table copy to clipboard works correctly.
7. Study Templates are correctly migrated.
8. Study Tools such as lines and annotations can be moved, resized, and deleted individually.
9. The same series with different time period in CSIM or MS Format now work without overwriting each other.
10. Alternate back adjuster rolling on open interest and volume compares against zero values if there are non-zero values present.
11. History Refresh has the ability to select just one portfolio or all portfolios.
12. Unused panes in a chart no longer print.
13. Removing user edits no longer causes -1 to appear as a start date for the contract from which the user edit was removed.
14. Added the ability to add a series of user edits to forecast a future price on a future date.
15. Added the ability to strip a series of all user edits at once. (Previously only one at a time.)
16. Ascii portfolio imports allow the user to fix non-matching symbols.
17. Correction to Stock-Not-A-Stock series are handled correctly.
18. UA will not chart a value with more than 19 digits in points which covers everything currently available.
19. CSIM and Metastock reuse slot numbers for similar items when editing portfolio.
20. CSI's Guided Tour is now provided online.
21. Interpreted studies of futures and stocks now have access to option pricing.
22. UA has the ability to wait to download data until a chosen data release becomes available.
    
23. Exchange Trade Funds market category in the factsheet viewer is now not empty.
24. Added the ability to add future dated holiday, not just future dated regular trading day.  Allows chart to be shifted for trendline graphing.
25. The API function RetrieveStock is a little faster.
26. The API Function RetrieveAdjAndUnadjStock is added.  This provides both adjusted and unadjuste stock data in one all.
27. Exit orders do not deduct from the Position count.
 

1. When editing a study on a chart which has a syntax error, the study toolbar can fix itself on top of the code editor window.
2. History Refresh defaults to stocks when futures are specified and vice versa when the designation is not specifc.
3. Perl studies get total Open Interest when they request Open Interest.
4. Market Scanner settings boxes are too wide for the window resulting in scrollbars not being visible.
5. For some configurations, Market Scanner opens with an application error.
   
6. Table copy to clipboard causes an error message.
7. Including the same series with differerent periods in MS Format can cause files to overwrite one another.
8. Alternate back adjuster rolling on open interest and volume treats zeros as placeholders which can cause erroneous rolling.
9. Subsequent to opening and closing the Study Toolbar, charts will print with the unused panes visible.  Must close chart and reopen to elminate unused panes from printing.
10. Removing user edits no longer causes -1 to appear as a start date for the contract from which the user edit was removed.
11. Correction to Stock-Not-A-Stock series do not treat the previous close field correctly.
12. UA will not chart a value with more than 10 digits in points so for some commodities you are not able to display the full contract value in some currencies.
13. Exchange Trade Funds market category in the factsheet viewer is incorrectly empty.

1. UA does not hang after distribution.
2. Items added to the Study Toolbar are saved.
3. Date bar at bottom of graph no longer disappears.
4. Allows appending current day (high, low, last so far) from website sources.
5. Favorite Study List is retained properly.
6. Candlestick graphs do reflect high and low.
7. GenerateForward has documented effect in API.
8. Perl studies which use data in earliest first work for charts.
9. Data inversion works correctly.
10. ODBC does not appear to be available when looking at file preferences as it is not available.
11. Inhibits Windows hibernation when auto-download is enabled.
12. Study Templates when migrated have the studies flipped from the upper and lower graph.
 

1. If you don't have the "Perform Distribution in Background Thread" is not checked on "Advanced 1" table in the Preferences table, UA can hang after it is done distributing.
2. Non-interpreted studies in the Study Toolbar do not get saved.
3. A chart with no volume or open interest has no date scale at the bottom.
4. Can lose Favorite Study List.
5. Candlestick graphs do not reflect high and low.
6. GenerateForward has no effect in API.
7. Data inversion does not work correctly on the Low of the day.
8. ODBC incorrectly appears to be available with looking at file preferences.
   

1. When correcting without the advanced setting of keeping a copy of DB in memory, creating new databases works fine.
2. A new portfolio settings to allow decimal numbers to not always be 8 decimal digits has been added.
3. The API function CombineDataToClipboard and Copy'DataToClipboard respect the RoundToTick property.
4. The API property DBWasUpdated now works, but is deprecated.
   
 

1. When correcting without the advanced setting of keeping a copy of DB in memory, if you are creating a new database, you will get a negative value in non-positive field error.
2. Proportional Backadjustment with the Alternate Back Adjuster produces obviously wrong results.
3. The API property DBWasUpdated is always zero.
4. Candlestick graphs do not reflect high and low.
5. GenerateForward has no effect in API.

1. MS Format is being tested.
2. Rina system performance report can be imported into TSPE.
3. Memory leak fixed.
4. MS Format files are no longer readable with the CSIM format specification.
5. Reads new Yahoo format in Position Manager.
 

1. MS Format sometimes doesn't work.
2. MS Format does not include contract volume or open interest even when selected.
3. Leaks small amount of memory when building data series.
4. When correcting without the advanced setting of keeping a copy of DB in memory, if you are creating a new database, you will get a negative value in non-positive field error.
5. Proportional Backadjustment with the Alternate Back Adjuster produces obviously wrong results.
6. The API property DBWasUpdated is always zero.
7. GenerateForward has no effect in API.

1. Candlestick charts may now have different up and down colors for up and down days.
2. Position Manager has ability to import the UA Portfolio.
3. Close UA on Distribution Complete option is restored.
4. Position Manager no longer gets quotes from Yahoo.
   
 

1. MS Format doesn't work on long runs.
2. Can lose custom study libraries.
3. Close UA on Distribution Complete option is not available.
4. Leaks small amount of memory when building data series.
5. When correcting without the advanced setting of keeping a copy of DB in memory, if you are creating a new database, you will get a negative value in non-positive field error.
6. Proportional Backadjustment with the Alternate Back Adjuster produces obviously wrong results.
7. The API property DBWasUpdated is always zero.

1. UA can graph inactive stocks even if the setting for UA is to ignore inactive stocks.
2. Correcting without the advanced setting of keeping a copy of DB in memory, works fine.
3. Study data in table correctly shows study data.
4. Position Manager allows option positions to be entered more easily.
5. Special stocks (Advanced Decline series for example) are now allowed to have zero in their price field
6. Corrections to the second to the last day can cause the database no longer loses the last day.
7. Position Manager no longer gets quotes from Yahoo.
 

1. When correcting without the advanced setting of keeping a copy of DB in memory, the DB table of contents gets erased.  As a result, UA will not display non-computed contracts or stocks.  To resolve this problem, check this setting, and redownload from the date you installed 2.7.0.
2. Study data in table may incorrectly show price data.
3. Special stocks (Advanced Decline series for example) are not allowed to have zero in their price field
4. Corrections to the second to the last day can cause the database to lose the last day which can cause a gap.
5. MS Format doesn't work on long runs.
6. Can lose custom study libraries.
7. Leaks small amount of memory when building data series.
8. When correcting without the advanced setting of keeping a copy of DB in memory, if you are creating a new database, you will get a negative value in non-positive field error.
9. Proportional Backadjustment with the Alternate Back Adjuster produces obviously wrong results.
10. The API property DBWasUpdated is always zero.

1. Portfolio printing correctly prints last page.
   
2. History Refresh works.
3. Post Processing of data series before they are written to disk is now possible.  Exchange rates can be inverted within UA, for example.
4. Market Scanner successfully ignores inactive stocks.
5. Windows Script Control now successfully installs with UA.
6. When an error happens during distribution and the continue on error setting is chosen, the data for the next csi number is not lost.
7. Uses additional compression for CD distribution to easily fit on 2 CD's.
8. Position Manager no longer gets quotes from Yahoo.
 

1. MS Format does not work.
2. History Refresh can cause an application error after downloading the new history.
3. Market Scanner can generate an error message when your selected range inclues a inactive stock.
4. If you get a "Class Not Registered" error, when your first chart, download sct10en.exe, and double click on it to install the Windows Script Control.
5. When installing 2.6.9 from the same CD labeled as having both 2.6.9 and 2.7.0 on it, stocks data is not installed.
6. When an error happens during distribution and the continue on error setting is chosen, the data for the next csi number may be lost as well as the data causing the error.
7. When correcting without the advanced setting of keeping a copy of DB in memory, the DB table of contents gets erased.  As a result, UA will not display non-computed contracts or stocks.  To resolve this problem, check this setting, and redownload from the date you installed 2.7.0.
8. Special stocks (Advanced Decline series for example) are not allowed to have zero in their price field.
9. Corrections to the second to the last day can cause the database to lose the last day which can cause a gap.
10. Can lose custom study libraries.
11. Leaks small amount of memory when building data series.
12. When correcting without the advanced setting of keeping a copy of DB in memory, if you are creating a new database, you will get a negative value in non-positive field error.
13. Proportional Backadjustment with the Alternate Back Adjuster produces obviously wrong results.
14. The API property DBWasUpdated is always zero.

1. Installer now based on InstallShield.
2. MarketScanner has additional precision for historical stock prices.
3. Lag-day Cash is now correctly lagged.
4. Closing the Factsheet followed by downloading and reopening the factsheet, now results in current data being displayed in the Factsheet.
5. Excel file format works.
6. First day past end of trading no longer fills in zeros in stock options history.
7. Shares Outstanding are now in 100's instead of industry standard 1000's.
8. Pressing F1 while viewing a Program Tip now takes you to the relevant section in the online help manual
9. Distribution continues after most errors.
10. DB updating transaction file is now kept open which may improve likelihood of successful recovery after powerfailure.
11. Has the ability to prioritize database updating by exchange, deferring other exchanges.
12. Rolling by volume in the Alternate Backadjuster no longer requires that the new contract have at lesat 50% as much open interest as the current contract.  This causes UA to roll on low-volume days, but would have helped the current problem with 487 where the open interest appears to be hanging through to expiration.
13. Position Manager no longer gets quotes from Yahoo.
 

1. Excel file format does not work.
2. Put/Call Ratio does not respect the years of history purchased.
3. Correcting stocks with open interest (6 fields) does not work.
4. The API property DBWasUpdated is always zero.

1. Install works correctly in Windows 95 and Windows NT environments.
2. Otherwise exactly the same as 2.6.8
3. Position Manager no longer gets quotes from Yahoo.
 

1. Excel file format does not work.
2. Put/Call Ratio does not respect the years of history purchased.
3. Correcting stocks with open interest (6 fields) does not work.
4. The API property DBWasUpdated is always zero.

1. The edit box that controls Back Adjusting Roll By Expiration is now correctly enabled.
2. Does correctly proportional adjust historical dividends in the Stock Scanner.
3. Alternate back adjuster rolls by date correctly.
4. Position Manager can now display stops.
   
5. Factsheet correctly refills when name-filtering indicator is removed.
6. Alternate back adjuster produced correct results for markets regardless of Minimum Tick.
7. Based on Borland C++ Builder 6 rather than version 5.
8. Standard back adjust roll by expiration works correctly.
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. The edit box that controls Back Adjusting Roll By Expiration is not enabled.
5. Position Manager cannot display stops.
   
6. Factsheet correctly refills when name-filtering indicator is removed.
7. Alternate back adjuster produced incorrect results for markets with a Minimum Tick other than one.
   

1. Registry key error is removed.
2. Does not correctly proportional adjust historical dividends in the Stock Scanner.
   
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Sometimes cannot open "input" file.
5. New installations do not work for lack of a registry key.
   

1. Stock splits work correctly.
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Stock splits are sometimes recorded backwards or can be erased from database.  Dividends and Capital gains also.
   

1. Position Manager is available for most everyone.
2. Symbol changes work fine.
3. Loads of API options added.
4. IFG works.
   
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Position Manager is unwilling to run as it incorrectly thinks that nobody has authorization.
5. Symbol changes occuring for items in the portfolio which have not been built can result in lost Master/Qmaster files which results in a "No File or Directory Found" error while distributing.
6. Proportionally adjusted stocks in MS Format always rebuild during distribution.
7. Stock splits are sometimes recorded backwards or can be erased from database.  Dividends and Capital gains also.
   

1. Market Scanner works.
   
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Market Scanner does not work.
5. Stock splits are sometimes recorded backwards or can be erased from database.  Dividends and Capital gains also.
   

1. API requests for commodities with implied digits now returns the implied digit explicitly.
   
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.

1. Crosshairs Net Change field is now correct.
2. Proportional Adjusting with C++ Back Adjuster when Reading Forward now works.
3. UA now successfully appends to appendable files every days rather than sometimes skipping some files.
4. Option-Only customers can now choose markets from the factsheet successfully.
   
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Proportional Adjusting with C++ Back Adjuster when Reading Forward does not work.
5. Some appendable files are skipped during the distribution process.
   

1. Additional stock fundamental fields
2. Detrending works correctly.
3. The uninstaller works correctly.
4. Mutual fund capital gains work correctly.
   
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. The uninstaller does not work.  Please just delete UA folder manually.
5. Sometimes mutual fund capital gains are not applied.
   

1. Additional improvements in the Position Manager.
2. Additional precision for stocks in ascii files.
3. Some stock options do not append correctly to the database.
4. Specification of behavior when both Dividend and split occur on same day.
   
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.

1. Improved recovery from prior errors
2. Improved Standard Back-Adjuster.
   
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.

1. Additional improvements in the Position Manager.
2. Additional precision for stocks in ascii files.
3. Some stock options do not append correctly to the database.
   
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Some stock options do not append correctly to the database.
   

1. Volume and Open Interest for Futures Contracts does not update correctly.
2. Successfully recovers from Invalid User Id Class conditions.
3. History Refersh does automatically set date back.
4. MarketScanner does run perl scans correctly.
5. Multiple chart builds cancel correctly.
   
 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Volume and Open Interest for Futures Contracts does not update correctly.
5. History Refersh does not automatically set date back.
6. MarketScanner does not run perl scans correctly.
7. Multi-Chart builds do not cancel correctly.
   

1. The ability to optimize a system on a list of Stocks or Futures using the Market Scanner.
2. Additional greying in Factsheet according to account settings.
3. Many bug fixes, feature additions, and optimizations in AnyLanguage.
4. Converts stock data from fractions to decimals correctly.
5. UA Position Manager is included. (BDE required)
6. Davis Lead Indicator sign reversed (fixed.) 
7. FirstDate and LastDate now work correctly after an API call to GetMarketProfile for a stock.
8. Distribution for large portfolios is accelerated.
   
9. Loading large CSI and CSIM is accelerated.

 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Does not convert stock data from fractions to decimals correctly.
5. History Refersh does not automatically set date back.
6. Multi-Chart builds do not cancel correctly.
   

1. Implements the new discounted pricing schedule.
2. Portfolios now have the option to push aggregated data (weekly, monthly, ...) to the end of the period (Fridays, ...) or to leave the date as per the last data available in the period.
3. Can now correctly create a new futures or stock database when a new issues begins to trade.
4. Updating stock options database now works correctly.
5. Ascii single contract appending with fill-holidays option now correctly fills rather than only filling on rebuild.
   

 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Updating a newly formed group of stocks may result in a corrupt database file.
5. Does not convert stock data from fractions to decimals correctly.
   

1. Estimated Volumes and Open Interests are less often zero.
2. Correctly handles stock history in fractions in charts.
3. Alternate Back Adjusting by Months Prior works correctly.
   

 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Alternate Back Adjusting by Months Prior does not work correctly if other than end of month.
   

1. Adding symbols in Market Scanner made easy.
2. The ability to save study settings as Study Templates are added to the Market Scanner and UA.
3. The "CASH" exchange items are now correctly listed as Cash rather than Futures markets.
4. UA respects the study script property MostRecentDataEarlyInArray ($UAMostRecentDataEarlyInArray in Perl).  
5. String getting script study properties do work.
6. Print chart table works.
7. Closing a chart which is the source of an overlayed series on another chart works fine.
8. Weekly, Monthly, and Annual data now takes the delivery month from the last day of the period rather than the first.
9. MoneyFlow study added.
10. Show Loading of mutual funds options toggles correctly.
11. Aggrevated fields now work correctly.
12. Annotation coloring is enabled.
13. Optimization report sorts correctly.
14. Editing a portfolio document brings up the correct tab.
15. Interrupted AnyLanguage systems now display correctly.
16. Alternate back adjuster can generate forward or backward.
         
    

 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. UA does not respects the study script property MostRecentDataEarlyInArray (SetUAMostRecentDataEarlyInArray in Perl).  
5. String getting script study properties do not work.
6. Print chart table does not work.
7. Closing a chart which is the source of an overlayed series on another chart can cause an exception.
8. Weekly, Monthly, and Annual data now takes the delivery month from the first day of the period rather than the first.
9. Show Loading of mutual funds options does not toggle correctly for Non-Portfolio charts.
10. Aggrevated fields does not work correctly on the first bar.
11. Annotation coloring is disabled.
12. Optimization report does not sorts correctly.
13. Editing a portfolio document someimtes does not bring up the correct tab.
    

1. History Refresh works correctly for stocks.
2. Many new currencies added to the currency converter.
   
3. Stocks with Open Interest do not update correctly. (Get zero for Open Interest.)
4. UA will warn you if you try to do something which will likely interfere with an ungoing print request.
5. Perl systems now have their final position, open equity, and closed equity recorded.
6. Lag day cash is not inserted into the correct reporting day.
7. Vantage Point customers lose unrestricted access to 2338 and 24 and gain access to 264, 382, 429, and 496.
8. Perpetual is working correctly.
9. Works correctly for One Day At A Time limited portfolio customers.
   

 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. History Refresh misplaces the stock adjustment files to c:\ua\archives\sdb instead of c:\ua\archives\s.  To workaround this, create a c:\ua\archives\sdb folder or delete the contents if there already is one, do your history refresh, and then move the contents of c:\ua\archives\sdb to c:\ua\archive\s.
5. Stocks with Open Interest do not update correctly. (Get zero for Open Interest.)
6. Initiating a print request does not stop you from closing the chart or do other things which may cause the print to fail.
7. Lag day cash is not added to the database.
8. OI Perpetual sometimes switches between Vol and OI Weighting incorrectly for markets which have contracts volume but no open interest.
9. Does not have correct market limits for One Day At A Time limited portfolio customers.
   

1. Excel format computed appending now works.
2. Chart trolling through the portfolio with an interpreted studies is allowed.
3. Allows inactive stocks to be retrieved even if inactive stocks are disabled.
4. MS Format appending of option data is now correct.
5. Unfinalized option corrections no longer affect non-option data.
6. Crosshairs box has same decimalization behavior as corresponding table.
   

 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. MS Format appending of option data is not correct.
5. Option corrections which are not finalized can be incorrectly applied to non-option data until they are finalized.
6. Lag day cash is not added to the database.
   

1. In the Market Scanner, immediate studies do not work.
2. Working on a new BASIC interpreter for Market Scanner with debugger.
3. Web browser download now works correctly with Windows 2000.
4. For columns makes all prices columns 20 letters rather than some 20 and some 11.
5. Some bugs fixed in Anylanguage (Basic)
6. Overlaying of series on chart can now share right hand scale.
7. TSPE updated to recognize system performance tables from Tradestation 2000i Build 5.0.28.
8. Seasonal study cannot be displayed on the lower graph.
9. Excel format computed appending does not work.
10. Chart trolling through the portfolio with an interpreted studies doesn't work.

 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. In the Market Scanner, immediate studies do not work.
5. Web browser download does not works correctly with Windows 2000.
6. Lag day cash is not added to the database.
   

1. Removed "Can't find C:\UA\archives\tips.adm" error.
2. History Refresh works.
3. Installs for stocks-only customers completely.
4. The Portfolio Grid now displays the correct "tooltip" text even when displaying only a filtered view of your portfolio set.
5. A Portfolio Grid selection bug is fixed.
6. The first day of data for a new contract is correct.
7. Individual Futures Groups update correctly.
8. Appends Option volumes correctly.
9. New Excel format driver available.  (Requires Microsoft Excel be installed, and runs faster if Excel is open in the background.)
10. The Market Scanner will now justify integer and text values.
11. Cash-only series have volume, open interest, total volume and total open interest figures.

 

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Market Scanner does not work with 2.4.0 database instead it gives an error message reporting that it needs an sdb directory.
5. The user tips are missing.
6. History Refresh fails to identify symbols for download.
7. Portfolio Grid tooltip does not contain the correct information when the view is filtered to a single portfolio.
8. The first day of data for a new contract has incorrect prices.
9. Individual Futures Groups only update automatically if there is another file for the same commodity in your portfolio.
10. Appends Option volumes incorrectly.
11. The Market Scanner does not justify integer and text values.
12. Cash-only series have volume and open interest only if you do a history refresh.
13. Web browser download does not works correctly with Windows 2000.
14. Lag day cash is not added to the database.
    

1. New database format to support futures indexed by single stock issues.  Implements transactions so it should be more robust on power failures during updates.
2. CUSIP's available.
3. The GetVol and GetOi commands when using VBS to put studies on charts does respect the MostRecentDataEarlyInArray parameter.
4. Computed CSI files append correctly after a holiday.
5. Computed MS Format files append correctly after a holiday.
6. The text fields S, E, Z, and P are handled correctly in Ascii files.
7. Closing the Crosshairs window without disabling the crosshairs works fine.
8. Volume options in the Data Series Manager now correctly responds to the Standard/Alternate Back Adjuster option for Non-Portfolio Charts.
9. The first time you try to print a snapshot, it correctly count the number of pages in the total printout.
10. Find in portfolio works even if only one portfolio is selected.
11. Deleting individual portfolios works.
12. The update.adm is cleared with each download.
13. Added feature to allow chart scaling by whole series rather than by visible portion.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. The GetVol and GetOi commands when using VBS to put studies on charts does not respect the MostRecentDataEarlyInArray parameter.
5. Computed CSI files and MS Format files do not append correctly after a holiday.
6. The text fields S, E, Z, and P stop distribution and generate the error message "unexpected AsciiColumnMask value 2".
7. Closing the Crosshairs window without disabling the crosshairs cause problems.
8. Volume options in the Data Series Manager does not use to the Standard/Alternate Back Adjuster option for Non-Portfolio Charts.
9. The first time you try to print a snapshot, it may incorrectly count the number of pages in the total printout.
10. Find in portfolio does not work if only one portfolio is selected.
11. Deleting individual portfolios causes the Portfolio Manager to display Individual Futures Groups in the wrong portfolio.  Workaround: Close UA and reopen.
12. The update.adm is not cleared with each download causing it to grow over time.

1. Transmission record 23 no longer produce duplicate values in exchange.adm
2. Improved handling of SSV and CSI formats.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. The GetVol and GetOi commands when using VBS to put studies on charts does not respect the MostRecentDataEarlyInArray parameter.
5. Computed CSI files and MS Format files do not append correctly after a holiday.
6. Closing the Crosshairs window without disabling the crosshairs cause problems.
7. Volume options in the Data Series Manager does not use to the Standard/Alternate Back Adjuster option for Non-Portfolio Charts.

1. C++ Back Adjuster is now the default.
2. IFG rebuilds correctly during the distribution phase.
3. Saving to portfolio of an IFG of charts works.
4. The "At The Money" Study works.
5. The SSV format append successfully even if the Form Columns option is chosen.
6. COT history for 26, 101, 111, 112, 130, 193, 401, and 441 has added. 
7. Total Open Interest field filled for stock appending with Open Interest field.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. IFG does not rebuild during the distribution phase successfully.  Please use "Rewrite Immediately".
5. The "At The Money" Study doesn't work.
6. The SSV format does not successfully append if the Form Columns option is chosen.
7. Computed CSI files and MS Format files do not append correctly after a holiday.
8. Closing the Crosshairs window without disabling the crosshairs cause problems.
9. Volume options in the Data Series Manager does not use to the Standard/Alternate Back Adjuster option for Non-Portfolio Charts.

1. CSIM appends to futures contracts and options correctly.
2. All formats handle the Put/Call ratio series correctly.
3. Looks up symbols with the character '(' in them correctly.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Ascii fill-holidays-with-prior-day doesn't work.

1. Ascii computed series append.
2. UA sends trade information directly to TSPE.
3. Print trade statistics works.
4. Download failures are better handled.
5. Improved handling of appending when files are not present.
6. CSIM rewrites instead of appending for futures contracts and options.
7. All formats mishandle the Put/Call ratio series.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Ascii fill-holidays-with-prior-day doesn't work.
5. Ascii computed series do not append, but rather overwrite each day.
6. UA sending trade information directly to TSPE doesn't always work.
7. Print trade statistics does not work.

1. Editing of the first portfolio is allowed.
2. CSIM format works with Supercharts

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Ascii fill-holidays-with-prior-day doesn't work.
5. Does not allow editing of the first portfolio.
6. CSIM format is not compatible with Super Charts.  Please use MSFormat or upgrade.
7. UA sending trade information directly to TSPE doesn't always work.

 

1. Chart studies print with dots and dashes.
2. A new studies is offered which allows you to view current option prices on your Nth Nearest Futures or delivery month futures chart.
3. C hart will no longer close if study has no data during stepping.
4. Factsheet edits committed with only one message box.
5. Perl systems now have Entry and Exit arrows.
6. Double click on trade summary to see trade in chart.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Ascii fill-holidays-with-prior-day doesn't work.
5. Starting with the chart portfolio, adding new portfolios does not by default fill directory field.
6. There are a few more feature adds/bug fixes which didn't make it in the release

Chart will no longer close if study has no data during stepping.
Factsheet edits committed with only one message box
UA sends trade information directly to TSPE
Double click on trade summary to see trade in chart
Study for at the money premium for put and for call
Perl systems do not have Entry and Exit arrows.

1. Mutilple portfolios now allowed.
2. Many new minor features.
3. Some economic series now available.
4. Interpreted studies on charts.
5. When chart scales round to K and M, so does the cross hairs.
6. Market Scanner can save series directly to UA portfolio.
7. Portfolio Manager sorting of numerical fields once again works correctly.
8. Chart tables have correct Closing Ask's rather than a copy of the ClosingBid.

1. Put in CD-ROM.
2. When install switch appears, press cancel.
3. Open explorer, find the Scripting folder on the CD.
4. If the customer has Windows 95 or Windows 98, open the folder 9xInstMsi and double click on
InstMsi.exe.  Follow on-screen instructions.  Reboot if suggested.
5. If the customer has Windows NT, open the folder NTInstMsi and double click on InstMsi.exe.  Follow 
on-screen instructions.  Reboot if suggested.
6. If the customer has Windows 2000, MSI should already be installed.
7. Reopen Exporer if needed, and find the Scripting folder again.
8. Double click on ActivePerl.msi, and follow the on-screen instructions.
9. Double click on sct10en.exe, and follow the on-screen instructions.
10. Double click on vbsdoc.exe, and follow the on-screen instructions.
11. Return to the root directory on the CD, and double click on Set2020.exe.

Hopefully this will allow our customers to move forward until the problem is solved,

Steven Davis

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Ascii fill-holidays-with-prior-day doesn't work.

1. When adding lots of stocks one-by-one, the "Would you like me to continue to ask?" prompt now works.
2. API copy to clipboard is much faster.
3. Portfolio description of a stock no longer includes two copies of the name.
4. Previous versions could not correctly read the options for 5254 (XMI).
5. Portfolio rolling information is now accurate in a timely manner.
6. Daily downloads are now done two days at a time.  This slight degradation in performance should improve download integrity for Windows 95 systems.
7. Chart Zoom levels are retained during a charting session if you right click on a chart and choose "Set Target Zoom Level".  This causes new charts to automatically zoom to the same number of visible bars.  The value is not retained when UA is restarted to avoid confusion.
8. Allows filling a holiday with the previous day's close in output files other than CSI, CSIM, and MS Format.  Previously you had to copy the OHLCvi to mark it as a holiday.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Ascii fill-holidays-with-prior-day doesn't work.

1. The Include Inactive Stocks Option works.
2. Successfully reads portfolios with studies saved in non-2.1.4 versions.
3. The DisplayBarsAs Chart option once again works.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Ascii fill-holidays-with-prior-day doesn't work.
5. 2.2.0 has trouble upgrading your portfolio if you have a study saved in your non-2.1.4 portfolio.
6. The DisplayBarsAs Chart option doesn't work.

1. Standard back-adjuster is known to not proportionally adjust correctly in some cases.
2. New stock scanner allows studies in Visual Basic and Perl to be used.
3. Added the ability to look at the Put Call ratio in the API.
4. Added the ability to see the cash value (if turned-on) in a chart.
5. Chart studies do include current days data.
6. Improved charting of exotic series sine as the COT data.
7. Allows for stock decimalization.
8. Stock volume is not appended correctly in files.
9. MACD indicator has been readded.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Standard back-adjuster is known to not proportionally adjust correctly in some cases.
5. As part of our EMU conversion, we now handle commodities differently which have early history borrowed from some other commodity.   If you use lots of history and use these Project A or Globex markets, then please upgrade by CD-ROM to keep the histories working.
6. Chart studies do not include current days data.
7. Stock volumes are not updated correctly in data files.  They are placed one day back like a commodity.  Fixed in 2.2.0.

1. Portfolio -> Build Charts works consistently.
2. COT data series are not affected by the "Making close in high/low range" setting.
3. COT data series do include data points appearing on weekends.
4. The history refresher correctly defaults to commodities if the last series added was a miscellaneous series.
5. Commodity charts allow display in converted currencies.  For example, you can look at the Korean stock market index in US dollars.
6. CSIM and MS Format work correctly.
7. Individual Futures Groups and Gann Contracts update correctly.
8. The API function GetNextMarketProfile works for stocks as well.
9. CSI format now appends correctly after a holiday.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Sometimes when you choose Portfolio -> Build Charts it does nothing.  As a workaround, click on the portfolio table first.
5. COT data series are affected by the "Making close in high/low range" setting.
6. Does not name CSIM and/or MS Format files correctly.  Do not use this version if you use the Metastock format.
7. Individual Futures Groups and Gann Contracts do not update.
8. Appending to computed files in CSI format does not work correctly after a holiday.

1. Stock Scan RSI is now correct.
2. Finding by symbol now works correctly.  So adding CC to your portfolio no longer adds C.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Roll-n-days-before-expiration computed contracts roll on expiration on a current basis since UA does not know in advance when the current contract will expire.
4. Stock Scan RSI is not correct for stocks with no volitility.
5. Adding CC adds C.  The Data Series dialog allows adding by symbol, but the symbols are matched by first character only.
6. COT data series are affected by the "Making close in high/low range" setting.
7. Appending to computed files in CSI format does not work correctly after a holiday.

1. Pressing the chart control buttons when a snapshot has focus is successfully ignored.
2. The API document is clearer about what functions work with stocks, and some additional Stock functionality has been added.
3. Non-option user edits are no longer confused as option edits.
4. No longer produces the error message "exiting from function XXXXX but entered from" during long correction sessions.
5. Symbols no longer occationally disappear in the portfolio manager when distributing.
6. Changing case of field letters in the Ascii configuration is no longer ignored.
7. Some exotic standard back-adjust bugs are fixed.
8. In the Data Series Form, choosing a back-adjust roll by non-date causes UA to disable the relative to date controls.
9. Steve Briese's Commitment of Trader data is included and is graphable as a study.
10. The run after distribution option is implemented.
11. Removed studies command works.
12. Corrections for Exchange Statistics series are correctly handled.
13. User edit handling is improved.
14. Improved error reporting concerning stock scanning.
15. Overrides filename of PRN, NUL, CON, COM1, COM2, COM3, COM4, LPT1, and LPT2 to valid file names.
16. If your portfolio is rebuilding every night ever since you upgraded, this version contains a fix.
17. EndDate on RetrieveStock function does now work.
18. ShowDecimalPoint API property does now work.
19. Appending to commodity DB with a hidden last digit in decimal now works.
20. GetMarketProfile now works for stocks.
21. Import UA Portfolio no longer assumes the filename is portfile.adm
22. Chart table always goes to the bottom when loaded.
23. Can decline a UA Portfolio import gracefully.
24. IBM and IBM+A do not overwrite each other in CSIM and MS Format, but some people may find that their F numbers change upon upgrading to this or later versions.
25. MS Format files now append without being identified as CSIM first.
26. Improved message for Stocks-only user's accessing non-stocks.
27. Stock footnotes has been added.
28. Pressing next chart before the last next chart command is finished can cause problems.
29. History Refresh Deselect All now works if the market type is stocks.
30. The capital gains and/or dividends are now included if they are in the master database.
31. When making weekly or monthly data series, the open interest and cash aggregation options work.
32. When making monthly data files, the smallest option setting works.
33. Install defaults to daily.
34. 5502 is correctly identified as an advance-decline series causing incorrect computations.
35. 11495 is not mistaken for a mutual fund.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Pressing the chart control buttons when a snapshot has focus generates a warning message.
4. API document is sometimes unclear about whether a function works with stocks.
5. User edits applied to non-option data may be misinterpreted as user edits applied to an option with a strike of zero.
6. Can produced an error message "exiting from function XXXXX but entered from" when doing a long correction session.
7. The Z option in the Ascii file mask does not work correctly.
8. The run after distribution option is not implemented.
9. Removed studies command has the wrong confirmation text and doesn't always work.
10. Editing a Stock's open prices does not work.
11. EndDate on RetrieveStock function does not work.
12. ShowDecimalPoint API property does not work unless the user setting is set to same value.
13. Upgrading from a 2.x version can cause a situation where rebuilding every night occurs.

1. Current contract field in portfolio manager display is useful for computed contracts. 
2. The "Show Options" checkbox when choosing the shapshot is more clear about the "Portfolio Only" requirement.
3. Markets are now allowed to be in one of three categories: Stocks, Futures, or Miscellaneous.  Where Miscellaneous includes cross-currencies, forward-contracts, and formerlly futures indices.
4. Allows stock scans back 1 year rather than 100 days.
5. When choosing markets, they are now sorted according to your last usage.
6. Non-computed contracts (Stocks, cash, and delivery months) data goes all the way back.
7. When cancelling work, if you choose to also shutdown the application.  It now does not shutdown on the first request.
8. Stock scanner now works correctly for US-only stocks.
9. Scrolling through the portfolio with a chart works fine.
10. Requesting options for a stock without options correctly returns nothing.
11. Large portfolios do not fill the Market combobox in the Data Series dialog.
12. Chart Display menu has been added to allow Main Menu activation of Chart Display parameters.
13. Cancelling during the portfolio rebuild section, and then deciding not-to now does not cancel.
14. Chart tables can be copied to the clipboard as text.
15. When inserting things to your portfolio, the Data Series form defaults to what is selected in your portfolio.
16. Factsheet editing works.
17. Snapshot now displays x-files (Miscellaneous) items correctly.
18. Auto downloader is working.
19. One can now select all in the History Refresher.
20. More accurately places the toprow on a charts table when initially loading.
21. Is not known to lock-up when building lots of files under Windows NT.
22. Symbols sometimes disappear in the portfolio manager when distributing.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Occassionally people are getting a ScalingList out of range error -1(0).  Unable to consistently reproduce problem.
4. Current contract field in portfolio manager display is not useful for computed contracts.  Fixed in 2.1.1.
5. Only allows Stock Scans back 100 days.
6. When choosing markets, the sort-by combobox can say sort by symbol, but the markets are not sorted by symbol.
7. Non-computed contracts (Stocks, cash, and delivery months) only goes back 2 years.  Fixed in 2.1.1.
8. When cancelling work, if you choose to also shutdown the application.  It does not shutdown without making a second request.
9. Stock scanner needs world Stock coverage to work correctly.
10. When steping through the portfolio, the bottom of the graph can be lost.
11. Requesting options for a stock with no options can cause an error message.
12. Large portfolios require the Market combobox in the Data Series Dialog to take a long time to fill.
13. Cancelling during the portfolio rebuild section, and then deciding not-to still cancels.
14. Factsheet editing does not work.
15. Snapshot does not display x-files (Miscellaneous items) properly.
16. Auto-downloader sometimes does not download.
17. One cannot select all in the History Refresher.
18. Has been reproted to lock-up when building lots of files under Windows NT.
19. The run after distribution option is not implemented.

1. Seasonal prediction is displayed.
2. Does give clear warning when reading a portfolio from a more current version.
3. Factsheet allows multi-select toggling when used within the Data Series Form.
4. Factsheet no longer allows editing and/or instant charting when used within the Data Series Form.
5. Has Options data for commodities and a few stock indices.  Adds 300 MB of disk space for history.  Adds 200 Kb to compressed daily download per collected day (400 Kb per typical usage.)
6. Standard 1st Nearest Future does roll on the correct date.
7. Can untoggle draw-over-y-axis option on chart.
8. Setting added to allow CSV files to be space padded into columns.
9. New Online User Manual provided (much expanded).  Printed copy costs $20 US.
10. Supports Options for futures and a few stock indices.
11. Chart scrolling is more refined making for smoother viewing.
12. Portfolio Grid show clipped field with hint is again working.
13. Computed contract appending after a holiday is working for the CSI format as well.
14. No longer displays bogus change values in crosshairs window on and immediately after a holiday.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Seasonal prediction is not displayed. Fixed in 2.1.
4. Does not give clear warning when reading a portfolio from a more current version.  Fixed in 2.1.
5. Charts sometimes close when steping through the portfolio with the right and left arrows.
6. Computed contract appending after a holiday is not working for the CSI format.  Files are rebuilt.
7. The run after distribution option is not implemented.

1. Ascii files without century now have leading zeros.
2. No message about MS Format not being supported.
3. Processing corrections does not corrupt DB unlinke 2.0.2 and 2.0.3.
4. Standard back-adjuster working fine.

1. Computed contract appending after a holiday is not working for the CSI format.  Files are rebuilt.
2. IFG of a market with a fractional minimium tick (hidden last digit) do not append correctly.  To avoid this, use 2.1 series or turn off appending.

1. Symbol search works correctly.

1. Computed contract appending after a holiday is not working for the CSI format.  Files are rebuilt.
2. IFG of a market with a fractional minimium tick (hidden last digit) do not append correctly.  To avoid this, use 2.1 series or turn off appending.
3. Symbol search incorrectly matches on first character.

1. Stocks greater than 32768 appear correctly as charts.
2. Vantage Point customer's get two additional markets.

1. Computed contract appending after a holiday is not working for the CSI format.  Files are rebuilt.
2. IFG of a market with a fractional minimium tick (hidden last digit) do not append correctly.  To avoid this, use 2.1 series or turn off appending.
3. Stocks greater than 32768 appear as negative csinum's in the chart title.

1. The API function RetrieveStock does not function correctly for csinum's beyond 32767.  You may use a 2.1 version which does not have this problem.
2. One Day at a Time(TM) customers are given access to the European Currency data CU and CU2.

1. People upgrading to upgrading to 1.75.8 or using the demo version have an erroneous blank line in their cdbedit.adm file.  Download this file to c:\ua\archives\cdbedit.adm to resolve this.
2. Computed contract appending after a holiday is not working for the CSI format.  Files are rebuilt.
3. The API function RetrieveStock does not function correctly for csinum's beyond 32767.  You may use a 2.1 version which does not have this problem.
4. IFG of a market with a fractional minimium tick (hidden last digit) do not append correctly.  To avoid this, use 2.1 series or turn off appending.

1. Changing a trading record to a holiday record with a user edit does now work.

1. Changing a trading record to a holiday record with a user edit does not work.  When reloaded, the original trading data reappears.

1. Ascii files without century now have leading zeros.
2. No message about MS Format not being supported.
3. Processing corrections does not corrupt DB's unlike 1.75.5 and 1.75.6.
4. Standard back-adjuster working fine.

1. Put in CD-ROM.
2. When install switch appears, press cancel.
3. Open explorer, find the Scripting folder on the CD.
4. If the customer has Windows 95 or Windows 98, open the folder 9xInstMsi and double click on 
InstMsi.exe.  Follow on-screen instructions.  Reboot if suggested.
5. If the customer has Windows NT, open the folder NTInstMsi and double click on InstMsi.exe.  Follow 
on-screen instructions.  Reboot if suggested.
6. If the customer has Windows 2000, MSI should already be installed.
7. Reopen Exporer if needed, and find the Scripting folder again.
8. Double click on ActivePerl.msi, and follow the on-screen instructions.
9. Double click on sct10en.exe, and follow the on-screen instructions.
10. Double click on vbsdoc.exe, and follow the on-screen instructions.
11. Return to the root directory on the CD, and double click on Set2020.exe.

Hopefully this will allow our customers to move forward until the problem is solved,

Steven Davis

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. The standard back-adjuster leaves gaps in data older than 1999.  Plese use C++ back-adjuster in the user settings if this is a problem for you.
4. Stock corrections corrupt SDB files.

1. Ascii files without century now have leading zeros.
2. No message about MS Format not being supported.
3. Processing corrections does not corrupt DB.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).

1. Chart radio buttons for Chart verses Table appear correctly.
2. Decimal output of fractional minimum tick values now includes hidden digit.
3. TSPE bugs listed under 2.0.1 are fixed.
4. TSPE has some online help.
5. Factsheet footnote splitter fixed.
6. MMA handles stocks correctly.
7. Saving a chart in Ascii format works correctly.
8. The Market dropdown in the Data Series Form is now correctly filed.
9. The filename field in the portfolio list is immediately filled.
10. The Data Series Form automatically leads the user to the factsheet for market prompting.
11. Individual files can be flagged for automatic updating.  (Range-select allowed.)
12. TSPE graphical appearance has been improved.
13. Changing the Ascii column template works.
14. Having an invalid Ascii filename template only results in at most warning message box.
15. Ascii format files without century now have leading zeros.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. For charts, the Chart/Table radio buttons do not appear to work, but they do.
4. For promotional accounts, portfolios containing requested start dates may not honor request.  Rather UA may provide data as allowed for the promotion.
5. TSPE only reads Tradestation 2000i Service Pack 2 System Reports, not Service Pack 3.
6. TSPE point value example is erroneous.  Should be a change from 130.00 to 129.00 would cause a long position to lose USD 50.
7. TSPE: Pushing the back button all of the way back to the welcome screen causes the application to close.
8. TSPE: When manually entering a trade, changing a losing trade to a positive trade by pressing the backspace until only a minus sign gives a warning message that is hard to dismiss.
9. TSPE help buttons do nothing.  See 2.0.2.
10. The splitter on the footnote portion of the Factsheet does not work. 
11. MMA gets confused if you ask for a stock which has the same symbol as a commodity. 
12. Saving a chart to an Ascii file can sometimes get the seperator confused. 
13. The Market DropDown in the Data Series Form is not filled.
14. The filename field in the Portfolio List is not always filled immediately after a file creation.
15. Changing the Ascii column template overwrites the Ascii filename template.
16. Having an invalid Ascii filename template can cause a seemingly endless set of message boxes to dismiss.

1. Many minor problems having to do with portfolio management, data series selection, and the handling of duplicate items.
2. Stock 5380 is correctly handled.
3. Trade System Performance Evaluator (TSPE 3.0) is included.
4. Portfolio Snapshot include all stocks in Portfolio.
5. Volume and Open Interest on day after cash-only holiday no longer clears prices.

1. Standard Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include volume and open interest from switching month contracts.
2. The moving average study does not work on TT (10 yr. Treasury Notes).
3. Many minor problems having to do with portfolio management, data series selection, and the handling of duplicate items.
4. Portfolio Snapshot of stocks whose csinum has last two digits between 50 and 99 do not appear.
5. Volume and Open Interest on day after cash-only holiday no longer clears prices.

1. Charting no longer has occasional, large memory leaks and now keeps window dimensions consistently.
2. Crosshair tracking is exact.
3. Weekly and Monthly charts are correct.
4. Stocks are included in the factsheet.
5. Charts saved to the portfolio are editable and can be updated/reloaded.
6. Portfolio Manager successfully associates file names for series having both a Daily and a Weekly version.
7. Advance/Decline stock series 4000, 5493, 5500, 5798, 5800, 5960 no longer have their high, low, and/or close values compromised in charts regardless of user setting.
8. Designed to distribute in the background.
9. Produces file with recent history of all stocks by exchange based on user settings.
10. Includes a Stock Scanner which saves and updates sessions.
11. User edits creating holidays do work.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
3. Crosshair tracking still has problems with holiday containing series.
4. Weekly and Monthly charts should not be used as it is often in error.
5. There are no stocks in the factsheet as it stands.
6. Saved charts may not load properly and may not be present in future versions.
7. The moving average study does not work on TT (10 yr. Treasury Notes).
8. Having both a Daily and a Weekly of the same document can cause the Portfolio Manager to list the wrong (or no) file names for the document.
9. Changing a trading record to a holiday record with a user edit does not work.  When reloaded, the original trading data reappears.
10. The standard back-adjuster leaves gaps in data older than 1999.  Plese use C++ back-adjuster in the user settings if this is a problem for you.
11. Stock corrections corrupt SDB files.

1. Ascii files without century now have leading zeros.
2. No message about MS Format not being supported.
3. Processing corrections does not corrupt DB.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
3. Crosshair tracking still has problems with holiday containing series.
4. Weekly and Monthly charts should not be used as it is often in error.
5. There are no stocks in the factsheet as it stands.
6. Saved charts may not load properly and may not be present in future versions.
7. The moving average study does not work on TT (10 yr. Treasury Notes).
8. Having both a Daily and a Weekly of the same document can cause the Portfolio Manager to list the wrong (or no) file names for the document.
9. Changing a trading record to a holiday record with a user edit does not work.  When reloaded, the original trading data reappears.

1. Ascii files without century now have leading zeros.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
3. Crosshair tracking still has problems with holiday containing series.
4. Weekly and Monthly charts should not be used as it is often in error.
5. There are no stocks in the factsheet as it stands.
6. Saved charts may not load properly and may not be present in future versions.
7. The moving average study does not work on TT (10 yr. Treasury Notes).
8. Having both a Daily and a Weekly of the same document can cause the Portfolio Manager to list the wrong (or no) file names for the document.
9. Changing a trading record to a holiday record with a user edit does not work.  When reloaded, the original trading data reappears.

1. Changes to allow discounts for Trend Research customers.
2. Advance/Decline stock series 4000, 5493, 5500, 5798, 5800, 5960 may have their high, low, and/or close values compromised in charts as per user settings.
3. Ascii files do not include holidays regardless of settings.  (Thinking about removing options if nobody wants it.)

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
3. Crosshair tracking still has problems with holiday containing series.
4. Weekly and Monthly charts should not be used as it is often in error.
5. There are no stocks in the factsheet as it stands.
6. Saved charts may not load properly and may not be present in future versions.
7. The moving average study does not work on TT (10 yr. Treasury Notes).
8. Having both a Daily and a Weekly of the same document can cause the Portfolio Manager to list the wrong (or no) file names for the document.
9. Advance/Decline stock series 4000, 5493, 5500, 5798, 5800, 5960 may have their high, low, and/or close values compromised in charts as per user settings.
10. Ascii files do not include holidays regardless of settings.  (Thinking about removing options if nobody wants it.)
11. Changing a trading record to a holiday record with a user edit does not work.  When reloaded, the original trading data reappears.

1. File drivers now handle TU (382) correctly.
2. Running UA from a shortcut with an incorrect "start in" directory no longer causes the standard back adjuster to never return.
3. User edits are only removed on receipt of new data.
4. The automatic daily collection determines whether you want the current data or yesterday data based on a time-zone-adjusted comparison with 10am EST. (GMT-5:00)
5. The Daily Download application displays correctly for systems with exotic PixelsPerInch settings. (LCD monitors?)
6. Study parameters for unused studies are now set to zero. 
7. Exchange abbreviations ATA and ACE are replaced with AEX.
8. Add easy stock selection no longer picks up inactive stocks with matching symbol.
9. Close field now stored correctly for numbers >256K
10. Negative numbers in CSI format are now set to zero.  (In two places.)
11. Ascii driver now ignores "decimal symbol" system paramter form the control panel to avoid use of comma for the decimal point.
12. Recreating a folder by building a non-first document works.
13. Download Auto Schedule now works.
14. Market Exchange statistics daily downloads for 5493, 5798, 5960 now work.
15. Correcting multiple recently split stocks files within the same stock group no longer causes an unknown exception.
16. Saving a chart to Ascii works.
17. Perpetual can handle rolling on the 30th of February correctly.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
3. Crosshair tracking still has problems with holiday containing series.
4. Weekly and Monthly charts should not be used as it is often in error.
5. There are no stocks in the factsheet as it stands.
6. Saved charts may not load properly and may not be present in future versions.
7. The moving average study does not work on TT (10 yr. Treasury Notes).
8. Having both a Daily and a Weekly of the same document can cause the Portfolio Manager to list the wrong (or no) file names for the document.
9. Ascii format drivers and probably the CSIM and MS Format drivers do not handle TU (382) correctly. Fixed in 1.75.3.
10. Advance/Decline stock series 4000, 5493, 5500, 5798, 5800, 5960 may have their high, low, and/or close values compromised in charts as per user settings.
11. Non-current user edits may be erroneously removed.
12. The automatic daily collection determines whether you want the current data or yesterday data based on a with 10am without recard to time zone.
13. Ascii files do not include holidays regardless of settings.
14. The Daily Download application requires the user to scroll the frame down to find the download now button.  Just pressing enter works though.
15. Exceptionally out-of-bounds study parameters can cause problems.
16. Inactive stocks are picked up on symbol searches with Add Easy.
17. Building the non-first document in a portfolio which doesn't exist on disk causes the first document to get built.  If the folder doesn't have a document an error message that index 0 is out or range of 0 to -1 will appear.  Workaround: Build first document first if you manually delete folder.
18. Download Auto-Scheduler does not work.  Use this instead.  Also download icsbcb30.bpl to the UA directory.
19. Market Exchange statistics daily downloads for 5493, 5798, 5960 do not hold vol/oi fields correctly.
20. Correcting multiple recently split stocks files within the same stock group can case an "unknown" exception.
21. Saving a chart to Ascii format results in a "No Mintick specified" error message. 
22. Rolling by day of month greater than 28 can cause problems for the perpetual calculation during February.

1. Trying to build a stock chart without a stock factsheet no longer causes erroneous results.
2. Stock series 4000, 5500, 5800,  are now stored and updated with an open interest field to accommodate advance/decline information. (5493, 5798, 5960 do not work.)
3. Adjusted stock corrections are applied correctly to existing data files without error message concerning stock member not being in group.
4. On Windows NT systems, the Database menu option to launch the Multi Market Analyzer does not work.  Please use the shortcut available by the Start button.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
3. Crosshair tracking still has problems with holiday containing series.
4. Weekly and Monthly charts should not be used as it is often in error.
5. There are no stocks in the factsheet as it stands.
6. Saved charts may not load properly and may not be present in future versions.
7. On Windows NT systems, the Database menu option to launch the Multi Market Analyzer does not work.  Please use the shortcut available by the Start button.
8. The moving average study does not work on TT (10 yr. Treasury Notes).
9. Having both a Daily and a Weekly of the same document can cause the Portfolio Manager to list the wrong (or no) file names for the document.
10. Trying to build a stock chart without a stock factsheet causes erroneous results.
11. Stock series 4000, 5493, 5500, 5798, 5800, 5960 are not stored and updated with an open interest field to accommodate advance/decline information.
12. On download, a warning may appear saying that there is a stock without data.  This warning message is removed in 1.75.2 which is not available.
13. Applying stock corrections which require adjustment to existing data files gives an error message about the stock member not being part of the stock group. Fixed in 1.75.2.  Can delete c:\ua\archives\sdberror.adm as a temporary remedy.
14. Ascii format drivers and probably the CSIM and MS Format drivers do not handle TU (382) correctly.

1. The Multi Market Analyzer start date for stocks is computed correctly.
2. Canceling an Internet Download is possible.
3. Com ports COM5, COM6, COM7, and COM8 are once again selectable.
4. Auto downloading now works.  Press the collect button, set the time of day to download, and press save.  Every day, press the collect button, minimize the collection window and the UA main window if preferred, and leave the software waiting for download.  Using UA while it is waiting to download can cause your portfolio to not be updated.
5. History Refresh no longer has a sizable frame since it isn't sizable.  Perhaps in the future it will be sizable.
6. Downloading through a proxy is now possible with Direct Internet.
7. Deleting erroneous items out of the portfolio which can not have a file removes the portfolio entry without insisting on a search for existing files to delete.
8. Stock Dividends for non-decimal point numbers now correctly computed.
9. Dividend data shipped on CD or downloaded assigned to stock.
10. Advance/Decline stock series 4000, 5493, 5500, 5798, 5800, 5960 are no longer High/Low compromised regardless of settings for data files.  For display charts, the data may still be compromised.
11. KLOFFE exchange symbol changed from KLOFF.
12. The Easy Data Manager no longer defaults to the first group selection.  This eliminates the wait on first usage.
13. Allows, by option, expiring nearest futures contracts to be deleted.  This will delete files being also created as specific delivery months in the portfolio.
14. A problem with weekly CSI format files is fixed.
15. A problem with S&P CSI format files is fixed.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
3. Crosshair tracking still has problems with holiday containing series.
4. Weekly and Monthly charts should not be used as it is often in error.  Also CSI format weekly files sometimes have problems with thursday dates.
5. There are no stocks in the factsheet as it stands.
6. Saved charts may not load properly.
7. On Windows NT systems, the Database menu option to launch the Multi Market Analyzer does not work.  Please use the shortcut available by the Start button.
8. The moving average study does not work on TT (10 yr. Treasury Notes).
9. Multi Market Analyzer start date for stocks is often too early.
10. Canceling an Internet Download still waits for the download to finish.
11. Com ports COM5, COM6, COM7, and COM8 are not directly selectable. 
12. Dividend data files, as shipped, mis-assigned to stocks.

1. Downloading kicks of the Portfolio Manager rebuild cycle successfully.
2. When creating a second chart just after a first, the focus does to the market combo box to aid multiple additions.
3. Charts built with weekly files sometimes have a title now consistently say daily.
4. The option to internet download from ports other than 80 is again allowed.
5. Saturday prices are no longer reported.  If you really need them, please politely request the option be available to display saturday prices.
6. Stock user edits are now correctly removed when new data arrives.
7. Stock and commodity user edits are now when it is corrected.
8. A slightly different algorithm is used concerning corrections for non-current day's volume and open interest corrections.
9. Decimal representations for markets with Fractional MinTicks allow for a trailing digit.
10. Full Snapshot allows viewing and printing down to last item.
11. User edits are now removed by downloading a correction even if the correction isn't finalized.
12. Individual Futures Group rolls correctly on date.  The default behavior is to roll on the 31st of the delivery month.
13. Distributing after a browser download now successfully launches the portfolio manager.
14. The Individual Futures Group roll by date parameters now default to the previously used set.
15. Protrader once again works.
16. SSV Files with century work.
17. CSI format 999 files per directory now works.
18. New Online Manual contains index and several other improvements.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
3. Crosshair tracking still has problems with holiday containing series.
4. Weekly and Monthly data should not be used as it is often in error.
5. There are no stocks in the factsheet as it stands.
6. Charts built in previous versions may not work.
7. Downloading as your very first action of your UA session does not kick off the building of your portfolio.  Simple open chart, the snapshot, or build a file to workaround this.
8. Full snapshot is not visible to the end.
9. User edits are now always removed by the download.  Please remove your c:\ua\archives\cdbedit.adm and c:\ua\archives\sdbedit.adm files before downloading as a workaround.
10. Individual Futures Group does not roll correctly on date.
11. Protrader format does not work.
12. SSV with century produces a CSV file.  Try SSV w/o century or CSV as a workaround.
13. 999 CSI files per directory not allowed.  Fixed in 1.75.0.
14. The moving average study does not work on TT (10 yr. Treasury Notes).
15. Canceling an Internet Download still waits for the download to finish.

1. Stock split correction is included.
2. Format review in Portfolio Manager is fixed.
3. Deleting an individual contract from the portfolio manager deletes the corresponding output file.  Deleting an Individual Futures Group still leaves the files on disk.
4. MS Format and CSIM Format files symbol for stocks changed from DDR5400 to just DDR.  (Existing files are left alone, new are created with just stock symbol.)
5. CSI, CSIM, and MS Format files now adjust for settlement-out-of-range conditions, and ASCII appending also adjusts for settlement-out-of-range according to the user settings.
6. Nth Nearest Futures being build by the Alternate Back adjuster with the generate forward unchecked (when the user override setting has been applied after the fact) now does get the Nth future rather than also doing a 1st nearest future.
7. The lower pane in a graph window for a stock and for commodities without open interest is now visible.
8. Choosing Generate Forward on the Data Access dialog no longer implies that Nth Nearest Futures are always 1st nearest futures, but old portfolio entries must be deleted and re-added.
9. CSI format delete flag is now correctly set/cleared by deleting/reading. 
10. Adding the CSI format with a previously existing CSIM present is now possible.
11. Weekly and Monthly CSI, CSIM, and MS Format files are correctly computed, but must be rebuilt nightly.
12. The 16-bit downloader has been replaced with the 32-bit downloader from Ez Ua. 
13. COM_API still has an UpdateDatabase function, but the user must press the "Download" button themselves.
14. Stock charts now display volume data.
15. Stock output files have both a volume and total volume field with the same volume data.  This is done for compatibility sake.
16. Browser download now works correctly for all NT systems.  Also going to the help system on NT systems now works.
17. Emailing of a chart has been remove.  (It never worked.)
18. Daily Exchange Advance/Decline report provided after distribution if you have stocks turned on.
19. Adding nothing new to your portfolio results in a message to that effect.
20. An option is added to execute a DOS command after distributing.
21. CSI format files which start in a leap year prior to the leap day are now correctly created.
22. Downloads now flush both API's.  The API should not be used during download/distribution.
23. Easy Add now defaults to CSI, CSIM, and CSV/w Cent.  Overwrites any changes to this setting you may have made. "unfair.ini/[Settings] EZDefaultFormats"
24. Exchange Advance/Decline synthetic time series are provided for stock users.
25. Charts with Individual w/o Total Volume or Open Interest now scale correctly.
26. Several fixes with the file drivers.
27. Better error messages when Metastock locks data/directory files.
28. Improved handling of portfolio deletions and directory additions.
29. UI bug fixed in Data Manager.
30. Date range, Degenerate Forward/Backward, and roll by expiration are added to API2 retrieve functions as appropriate.  (Also fixes a bug when generating forward.)
31. Several stock indexes are provided in the sample portfolio as their individual components.  Turning on the daily updating option in the portfolio manager will keep the files current, but when the lists change, the user will have to make the changes themselves as portfile.adm is either unreplaced or completely replaced.)
32. Holiday list is expanded to cover next few years.
33. A bug in the API RetrieveNearestFutures function (IFG) is fixed and performance is improved.
34. Delphi and Borland C++ Builder API examples have been added including handling of the Straight format.
35. The building of new CSIM files which roll into a subdirectory to avoid Master file size limits now works correctly.  Presumably the same bug affected CSI files.
36. Daily Distribution performance has been improved for large portfolios.
37. Disallows spaces, forward and back slashes from path names.
38. Single key search on the commodity list in the data manager works correctly.
39. Copying to clipboad tables from charts works correctly.
40. More often asks the user if a user setting should cause a rebuilding of their files.  Warns if no choice.
41. Faster computed contract updates and corrections to files.
42. Ascii stock files in points are correctly in points instead of decimal.
43. The "Enable 999 CSI files per directory" option previously did not default to its current value which can cause confusion.  However, it still doesn't work.
44. The Stochastic study handles flag series better.
45. The scaling of UA charts is a bit rounder.
46. By default the Vantage Point portfolio is not built.  Please check the packages you have purchased.  This was done to improve initial build performance.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Data requests are not interrupted by CDB updating, but errors can result if they are done together.
3. API BuildContracts can miss a new contract immediately after downloading.
4. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
5. Crosshair tracking still has problems with holiday containing series.
6. Weekly and Monthly data should not be used as it is often in error.
7. Numerical and Second character Factsheet ordering does not work correctly.
8. Total Volume, Total Open Interest corrections are handled by a complete rebuild of all files related to a given commodity.
9. There are no stocks in the factsheet as they stand.
10. Direct Internet leaks memory. (Old problem.)
11. Charts built in previous versions may not work.
12. Format selection in Portfolio Manager is mishandled.
13. CSI, CSIM, and MS Format files do not adjust for settlement-out-of-range conditions, and ASCII appending does not adjust for settlement-out-of-range according to the user settings.
14. Stock split correction was left out.

1. Nothing, stock split executable was prior version.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Data requests are not interrupted by CDB updating, but errors can result if they are done together.
3. API BuildContracts can miss a new contract immediately after downloading.
4. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
5. Crosshair tracking still has problems with holiday containing series.
6. Weekly and Monthly data should not be used as it is often in error.
7. Numerical and Second character Factsheet ordering does not work correctly.
8. Total Volume, Total Open Interest corrections are handled by a complete rebuild of all files related to a given commodity.
9. There are no stocks in the factsheet as they stand.
10. Direct Internet leaks memory. (Old problem.)
11. Charts built in previous versions may not work.
12. New stock splits are not downloaded correctly.  Fixed in 1.74.1.  Use History Refresh as a temporary remedy.
13. CSI, CSIM, and MS Format files do not adjust for settlement-out-of-range conditions, and ASCII appending does not adjust for settlement-out-of-range according to the user settings.

1. Changing portfolios in the Portfolio Manager and pressing the build button now always builds the whole portfolio.
2. Stock splits, dividends, and capital gains work correctly.  However an adjusted series may still go negative since the effects of divestiture can not be fully corrected for.
3. Stock database updating and correcting is working.
4. Updating performance is improved by factsheet caching.
5. CSI format file recognition for stocks is fixed.
6. Additions to the portfolio are immediately available for building.
7. Stock and Commodity corrections are fully functional.
8. Perpetual and Alternate Back Adjusted series are corrected.
9. Back Adjusting of user edited data is better handled.
10. An error in the perpetual calculation for early history fixed.
11. Stock factsheet reading is cached for quicker database distributing. 
12. Writing long CSI files for the first time is sped-up.
13. Proportional Stock Dividend/Capital Gain adjustment is available, but time consuming since DB must be read twice.
14. Additional fixes for the standard back adjuster.
15. Appending for computed contracts is working again.  (Problem with computed contract, not with appending.) 
16. Include History phase of building Individual History Group initial build respects the months chosen.
17. CSI file driver has been significantly sped up on first builds and CSIM first builds should run a little faster.
18. Factsheet allows sorting by all data fields.
19. Metastock format is once again an option, but the driver does not output Metastock 6.52 compatible files and does not work past 2000.
20. Individual Futures Groups built immediately after inactive commodities no longer end-up short.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Data requests are not interrupted by CDB updating, but errors can result if they are done together.
3. API BuildContracts can miss a new contract immediately after downloading.
4. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
5. Crosshair tracking still has problems with holiday containing series.
6. Weekly and Monthly data should not be used as it is often in error.
7. Numerical and Second character Factsheet ordering does not work correctly.
8. Total Volume, Total Open Interest corrections are handled by a complete rebuild of all files related to a given commodity.
9. There are no stocks in the factsheet as they stand.
10. Direct Internet leaks memory. (Old problem.)
11. Charts built in previous versions may not work.
12. A build immediately after changing portfolios in the portfolio manager may result in building a file not visible in the list or it may result in building the whole portfolio.  Fixed in 1.74.0.
13. Stock Splits and Adjustments do not work correctly.  Fixed in 1.74.0.
14. Stock database updating sometimes missing points.  Fixed in 1.74.0.
15. Correcting multiple stocks simultaneously does not work.  Fixed in 1.74.0.
16. CSI format stock files are not recognized when rebuilt so additional copies are made.  Fixed in 1.74.0.
17. CSI or CSIM format file added to the portfolio manager is not immediately available to be built.  When asked to build now, say no and then press the build button. 
18. Cash correction did not always flag file rebuilding to get Total Volume and Total Open Interest corrected.  Fixed in 1.74.0.
19. Single data point corrections were sometimes skipped.  Fixed in 1.74.0.
20. Perpetual and Alternate Back Adjusted contracts are negative.  Fixed in 1.74.0.
21. User edits may be misapplied when back adjusting or perpetual contract building.  Fixed in 1.74.0.
22. An error in the perpetual calculation for early history exists.  Fixed in 1.74.0.
23. A combination of the above errors caused file appending of perpetual contracts and back adjusted contract to not work.  It would rebuild them daily instead.  Fixed in 1.74.0.
24. Writing long CSI files for the first time can be very slow.  Fixed in 1.74.0.
25. Additional fixes for the standard back adjuster is needed.
26. New stock splits are reversed.

1. Uses same code to write ASCII, CSI, and Metastock files as to append.  In order to mix the 16 bit and 32 bit code, a separate 32 bit application is called to write the format.  This makes it difficult to multitask while your portfolio is building.
2. Updated to new CSI format.
3. CSI-M format is provided as a replacement to the Metastock format.
4. The new Metastock format may be provided.
5. Uninstall no longer gets stuck.
6. Nth Nearest Future chart build cancel no longer causes GPF.
7. Saving a user edit which has not been applied now cases the edit to be applied.
8. A future user edit record is not picked-up when the data is requeried.
9. User edits which add data records, now clear the Data Manager.
10. User edits are now correctly removed when the corresponding data is downloaded.
11. MS Excel, MS Access, dBase, Lotus, Quatro formats are no longer supported.  Recommend ASCII format instead.
12. Sequential Individual Futures Groups with History with delayed building no longer get shorter and shorter history with each group.
13. This version reduces the odds of the portfolio manager trying to read the portfolio while the daily updater is still writing the results of the appending.
14. Improved database read performance for current contracts.  Requires new .cdb/.sdb files in compatible and new UA version.
15. Individual Futures Group allows for roll date specification.  Notice that if the roll date is after the expiration, the roll date is used.
16. When using CSI format files, saturday trading is dropped.
17. All Metastock format files are rebuilt as CSIM format files see link for details which match for pre-2000 data points.  Additionally the CSI format files are as per the current specification .
18. Stock factsheet extension occurs correctly.
19. Printing a data table no longer shows a delivery month for holiday records.
20. A memory leak concerning building more charts than allowed is fixed.
21. 700 Output Market limit raised to 16000.

1. Charting is known to have occasional, large memory leaks, occasionally the chart scaling loses track of the window dimensions.
2. Data requests are not interrupted by CDB updating, but errors can result if they are done together.
3. API BuildContracts can miss a new contract immediately after downloading.
4. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
5. Crosshair tracking still has problems with holiday containing series.
6. Weekly and Monthly data should not be used as it is often in error.
7. Numerical and Second character Factsheet ordering does not work correctly.
8. Total Volume, Total Open Interest corrections are handled by a complete rebuild of all files related to a given commodity.
9. There are no stocks in the factsheet as they stand.
10. Direct Internet leaks memory. (Old problem.)
11. Charts built in previous versions may not work.
12. Fairly high probability that sometimes delivery code 199808 will be written as August 199808 and such similar bugs.  Please report so we can fix them.
13. Standard Back Adjust (Generate Backward) does not work when rolling relative to end of month.  Please generate forward or install this adjust.exe.(No longer available.) Appending to CSI Format seems to have a problem Individual Futures Group for csinum 157 (JTI). 
14. Uninstall.exe can get stuck on some systems and requires End-Task to stop it.  Download this uninstall.exe (No longer available) in your UA directory and execute it to uninstall, or delete the files with explorer.
15. The DailyUpd.exe gets incorrect information about the drive space available on NT systems.  The check is removed in this DailyUpd.exe (No longer available) which should be saved in the UA directory.
16. Canceling a Nth Nearest Future chart build can result in a GPF.  Fixed in 1.73.2.
17. User edits which add a day are visible when the data is requeried.
18. Stock factsheet extensions do not happen correctly.  Version 1.73.2 is necessary to fix this problem, but there is an work-around.  If you replace your "c:\ua\archives\sdbfacts.adm" with this one (No longer available) updated 19990212.  Then no extension is needed for the immediate future.

1. No longer repeatedly points out that the chart limit has been exceeded.
2. Now correctly invalidates all data files when a file creation setting is changed.
3. The user edit facility no longer skips invalidating the history on files if the portfolio manager has not been previously used
4. Alert Calendar is automatically refreshed. (January 98 is removed, and January 99 is added.)
5. Simplified error handling for portfolio files locked by another application.
6. Includes updated Quicktrieve for Windows file appending drivers which includes a fix for the CSI updating problem in 1.72.1.
7. Additional documents with a chart format can be added in the portfolio manager even if the document includes the chart format and the chart limit (10) has been reached.
8. Pressing the Build button in the Portfolio Manager with nothing selected no longer causes GPF.
9. Once again makes use of Output Format setting for "Text" files.
10. Protrader files correctly extensioned .DMX.
11. The default Roll-Based-Solely-On-Expiration is now properly saved and restored.
12. The commercial restriction for the copying of the snapshot is such that normal uses may copy their portfolio snapshot to the clipboard.  Now portfolio-only snapshots may be saved while global coverage snapshots may not.
13. Vantage Point® portfolio is offered as an alternative during installation.  Portfolios for other Third Party software vendors are welcome.  Please email to support@csidata.com for details.
14. History Refresh Utility is clearer since it lists the "To:" directory as the UA directory instead of adding the "archives\".
15. Default file formats for the Easy Data Manager correctly use own settings field.
16. The file starting\general.html in the Online Manual has a corrected URL.
17. Metastock and CSI format files for computed contracts show the correct delivery month codes even using differing codes for each Gann month.
18. Perpetual (non-OI Weighted) calculation is correct.
19. Promotional versions sort by exchange correctly in the factsheet editor. 
20. Install changes installing portfolio to match installation directory choice.
21. Commodity #591 (Euro conversion rates) is available starting in this version.
22. Uninstaller sends to recycle bin. (This feature can cause application errors.  Please see Known Problem #15.)
23. Nth Nearest future no longer only builds 1st when generating forward.  (Still always only first when backwards.)
24. Improved labeling for Standard Back Adjuster roll only by expiration.  The roll typing symbol is X instead: C__12X1N would be a corn 1st nearest future rolling the 12 day before expiration, non-detrended.
25. User edits of Stock charts handled correctly.
26. Improved handling of non-appendable formats.
27. Nth Nearest Futures Roll only by expiration request are correctly handled.
28. The Portfolio Manager opens automatically after the distribution phase when downloading through long distance as well.
29. Deleted Qmaster entries are no longer considered empty.
30. History Refresh correctly downloads stock adjustments(splits.)
31. When rolling by date, the roll timing options is not available.
32. For Standard Back Adjuster, roll relative to expiration of blank is no longer converted to a zero, just treated as a zero
33. The D component of the back adjusted symbol has been changed to conform to the user manual: Close-to-Close is now listed as a 0 and Open-to-Open as a 1.
34. Building several Individual Futures Groups in a row now results in correct start dates.

1. Charting is known to have occational, large memory leaks, occationally the chart scaling loses track of the window dimensions.
2. Data requests are not interrupted by CDB updating, but errors can result if they are done together.
3. API BuildContracts can miss a new contract immediately after downloading.
4. Backward generated Back-Adjusted and/or Nth Nearest Futures total volume and total open interest values do not include switching months ordinarily.
5. Crosshair tracking still has problems with holiday containing series.
6. Weekly and Monthly data should not be used as it is often in error.
7. Numerical and Second character Factsheet ordering does not work correctly.
8. Total Volume, Total Open Interest corrections are handled by a complete rebuild of all files related to a given commodity.
9. There are no stocks in the factsheet as they stand.
10. Direct Internet leaks memory. (Old problem.)
11. When building a chart history, UA may repeatedly points out that the chart limit has been exceeded.
12. There seems to be a problem with the first appending to a CSI format file.  Fixed in 1.73.1.
13. Cannot add a chart format document in the portfolio manager if the built chart limit is reached.
14. Pressing the Build button in the Portfolio Manager without anything chosen causes a GPF.
15. Exported filenames are always derived from the symbol regardless of settings.  (fixed in 1.73.1.)
16. Charts built in previous versions may not work.
17. Protrader files given extension BMP
18. The default Roll-Based-Solely-On-Expiration is not restored correctly.  All rolling options for the standard back adjuster are disabled unexpectedly.  Clear the Roll-By-Expiration edit box to clear this.
19. The commerical restriction for the copying of the snapshot to the clipboard was done backwards: portfolio-only was commerical only, and global coverage was for all users.
20. The file starting\general.html in the Online Manual contains a URL referring to Pcweb.  The file was moved to www.csidata.com. 
21. The perpetual calculation for non-OI Weighted produces an 1st Nearest Future result.
22. The Nth Nearest Future is always 1st Nearest Future.
23. Labeling for Standard Back Adjuster roll by expiration incorrectly shows a roll by parameter.
24. User edits of stock charts can causes lock-up.
25. Portfolio entries containing non-appendable formats other than the chart format are not updated automatically.
26. Nth Nearest Future Generate Backward, Roll By Expiration Only was sometimes generated forward.
27. The Individual Futures Group build-from-scratch can sometimes have an incorrect startdate.

1. Stocks are included, but your account must be have stocks turned on before you will received them.  There are 20,000 active stocks (of 40,000 factsheet recrods) so just searching the factsheet for a symbol takes about 4.5 seconds on a P2 233mHz.  Download and distributed takes about 5 minutes with a modest portfolio.
2. Otherwise identical to 1.72.1

Warning! This version involves a new Database Maintenance step in the download.  Upgrading to this version requires the user do a download and allow the distributor to run to completion rather than cancel during the corrections.  Otherwise the database will be locked. 
 

1. Same as 1.73.0

1. Nth Nearest Generate Backward on date works correctly.
2. A security hole in the snapshot outputing allowed non-commerical users to copy a full snapshot to the clipboard.  A portfolio snapshot is still allowed to the clipboard and a full is still available for viewing.
3. Charting should not "fade-out" the way it sometimes use to.
4. Charts in the portfolio can now have studies.
5. Handling of holidays in several format is improved. 
6. Outputing in the spreadsheet forms could previously generate a floating point error.
7. The Factsheet editing is much improved in reliablity.
8. An Easy Data Manager is provided simplifies data file creation by allowing multiselection of commodities/stocks and generic computed contract parameters (customizable by 3rd party vendor).
9. Detrending of cash is done by quarter as per user manual.  Additionally the roll by second contract option is no longer ignored when creating a document.
10. Cancelling during the history component of a IFG w/history no longer causes all-contract-warning messages to appear subsequently.
11. Printing now uses the default font when the Arial font is not present.
12. Due to performance and memory limitations, UA will now only build 10 charts.  It stops building after 10.

1. Charting is known to have occational, large memory leaks.
2. Data requests are not interrupted by CDB updating, but errors can result if they are done together.
3. API BuildContracts can miss a new contract immediately after downloading.
4. Standard back adjusted total volume and total open interest values do not include switching months ordinarily.
5. Crosshair tracking still has problems with holiday containing series.
6. Weekly and Monthly data should not be used as it is often in error.
7. Numerical and Second character Factsheet ordering does not work correctly.
8. Total Volume, Total Open Interest corrections are handled by a complete rebuild of all files related to a given commodity.
9. Nth Nearest Generate Backward on date does not work correctly. (Reverse chronological.)
10. Holidays are not handled correctly in several formats.

1. File appending is supported for Ascii, CSI, and Metastock formats.
2. The message broadcast function in daily download is included again.
3. Several fields in the qmaster file were not being set correctly in previous versions. This has been fixed. 
4. The back adjust feature to roll relative to expiration is easier to use.
5. When a file of request with 5 years of data, for example, that is 5 years from the current end of the commodity data series. As time goes on, the files grow.
6. Corrections are no longer listed in the update.adm file shown after distribution.
7. Individual Futures Group w/ History no longer skips current calendar delivery month.
8. HTTP headers are now correctly stripped.
9. Individual Futures Group rolls on actual end of data series rather than last trading day.
10. Individual Futures Group handles Combined/Day-Only situations better.
11. Slight performance improvement in the Individual Futures Group should be expected, but Back Adjusted and Nearest Future contract should build a little slower.
12. Some additional improvements in rounding .25 to .2 instead of .3 while still rounding .29 to .3.
13. Browser downloading is simplified for users with Windows 95, Windows 98, and Windows NT 4.0.
14. Cash contracts have DmDy values of 54xx or 61xx so be sure to look for 54 and 61 before converting the dy value.
15. User edits in decimal now work correctly.
16. When not decimalizing, Ascii files now contain no punctuation. (no '^' nor '.')
17. Transmittal line limit of 119 was eliminated.
18. Building a commodity in the portfolio manager now builds all documents for the commodity within the portfolio.
19. Metastock format .dat files now have correct count fields. (The record count use to include the header record itself.)
20. Long Distance downloads now implements the "Display prompt between download and distribution" option setting correctly.
21. In the 1.71 series regular and IFG contracts could be detrended without the user's selection.
22. Broadcast messaging is renabled.
23. A divide by zero problem with the data manager and #242 and #360 was fixed.
24. Seasonal should work for negative price series.
25. Studies handle negative conversion factors correctly.
26. User edits now work for positive conversion factors and the adding and clearing of holiday records.
27. Factsheet entry size limits have been removed

1. Charting is known to have occasional, large memory leaks.
2. Data requests are not interrupted by CDB updating, but errors can result if they are done together.
3. API BuildContracts can miss a new contract immediately after downloading.
4. Standard back adjusted total volume and total open interest values do not include switching months ordinarily.
5. Crosshair tracking still has problems with holiday containing series.
6. Individual Futures Group w/ History can get confused about which file has which delivery month.
7. Weekly and Monthly data should not be used as it is often in error.
8. Individual Futures Group w/ History can skip current calendar delivery month.
9. Two character symbol sort in the fact sheet does not work correctly.
10. Making user edits to the data with decimalization turned-on doesn't work for negative conversion factors.
11. Warning, the cash series on an index futures market often has different conversion factor and minimum tick. UA has no capability to treat these series as different. So Adjustments, Tick Rounding, and Decimalization may behave differently than expected.
12. Numerical and Second character Factsheet ordering does not work correctly.
13. Cash contracts have DmDy values of 0054 instead of 54??.
14. Regular and IFG contracts could be detrended without the user's selection.

1. Filenames generated with the two character symbol only reserve two characters for the symbol.
2. Seasonal handles negative price series correctly.
3. Studies handle negative conversion factors correctly.
4. Standard Back Adjuster Proportionally adjusted does convert the results back to the correct conversion factor.
5. The Data manager Nth nearest futures roll parameters code was put back.
6. The Number of months to ignore market field in the symbols for Nth Nearest Futures and Back Adjusted contracts has been changed to use a zero value when using non-date rolling criteria. The Nth Nearest Future Contract previously did not include which future (N) in the symbol contrary to the documentation; this is fixed in 1.71.
7. The OI Weighted Perpetual symbol also uses a zero for the number of months forward to view the market field.
8. The OI Weighting algorithm for the Perpetual contract has changed to duplicate Quicktrieve History orders.
9. The OI Weighted check box in the Data Manager when choosing a perpetual contract previous, for many versions, was not referenced. This has been corrected, but OI Weighted Pepetuals must be readded to your portfolio.
10. The "Prompt to save charts at exit" options is again functional.
11. The "c:\ua\charts" directory is now automatically created when saving all charts on exit.
12. Corrections and day removals for X markets has been corrected.
13. Decimalized Ascii files with negative numbers now have a negative sign.

1. Charting is known to have occational, large memory leaks.
2. Seasonal does not behave well for negative price series.
3. Data requests are not interrupted by CDB updating, but errors can result if they are done together.
4. API BuildContracts can miss a new contract immediately after downloading.
5. Standard back adjusted total volume and total open interest values do not include switching months ordinarily.
6. Crosshair tracking still has problems with holiday containing series.
7. Stochastic study has problems with negative conversion factors.
8. Individual Futures Group w/ History can get confused about which file has which delivery month.
9. Weekly and Monthly data should not be used as it is often in error.
10. Individual Futures Group w/ History can skip current calendar delivery month.
11. Standard Back Adjuster Proportionally adjusted does not convert the results back to the correct conversion factor.
12. Numerical and Second character Factsheet ordering does not work correctly.
13. Decimalized Ascii files with negative numbers are missing their negative sign.
14. Cash contracts have DmDy values of 0054 instead of 54??.
15. Regular and IFG contracts could be detrended without the user's selection.

1. The problem with the Standard back adjuster causing gaps when rolling on date has been fixed.
2. Nth Nearest Futures contract now looks to rule[1] to determine rolling criteria as it should.
3. New users are no longer asked to confirm that user id and user number entered.
4. Detrended data series have a lower case contract type or a lower case d to reflect that. This was, previously in the 1.71 series, reversed for Perpetual and Continuous Adjusted contracts.
5. The API fuction BuildContractList now correctly computed the LastDate available for a commodity.

CSI format files now have CSI number fields padded with zeros instead of spaces. The defining document did not specify. Warning, this can cause duplicate file creation so make sure that you delete your qmaster and data files before recreating with this version.