Reuters still has not resolved this issue and friday’s data will also be without these 4 factors. Please read the following…
Reuters data was missing four factors:
Relative Price Change 4W, 13W, 26W, and 52 W.
Instead of waiting for Reuters to post updated data, we have loaded the data for 8/17/2007 with those 4 fields as NA.
Please take care if your systems use these factors. We will keep you posted if we have updated data.
We’ve calculated the relative change manually, so they are ok for this weekend update/rebalance. We’ll keep monitoring this until reuters fixes this.
Marco -
I have a port that I trade using the Reuters relative change values. I haven’t heard anything for some time regarding this issue and wondering if the problem has been cleared up.
Steve
We haven’t seen more probs but they might re-appear. We have checks to catch Reuters problems. For example we count the number of NA’s and if they are substantially higher during an update we search for problems. If nothing get posted in the forums then all should be ok. In other words, no news is good news.