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Data revision notification

Geschrieben von: Manfred Hübner | 12. September 2017
Posted in Database News

Due to a computational error (related to future rolling), we have updated the data for the following SNTO series (sentix Overconfidence Index):

- SNTOBFOI
- SNTOTYOI

This revision led to a change of historical data. Please notice that the SNTO data relies on an algorithm instead of survey data. The algorithm is based on continuous contracts that may require a new calculation on future expiration days.

As an alternative to the SNTO data based on futures, we have added the following new data, based on total return calculations:

- SNTOU4OI (US Bonds, 7-10y)
- SNTOD4OI (German bunds, 7-10y)
- SNTOG4OI (UK Bonds, 7-10y)
- SNTOJ4OI (Japanese bonds, 7-10y)

The new data is currently only available from our website.

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