[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: SP8M Daily Tick Count



PureBytes Links

Trading Reference Links

adcall wrote:
> 
> Tony Haas wrote:
> >SP8M has been averaging about 7000 ticks per day for the last week
> 
> Carroll Slemaker wrote:
> >Some time back I compared a full
> >day's tick count for the front S&P contract;  I compared my count with
> >that of a friend using BMI and with a count from the official list of
> >ticks from the CME itself.
> 
> I am concerned that my data feed has only been delivering around 3,000
> ticks a day for SP8M and would like to take this up with my data vendor
> (the German company "bis") . Does anyone know where I can see the
> official list of ticks from the CME. I can't find it at www.cme.com or am
> I not looking properly?
> 
> Thanks.
> 
> Michael Soliatis
I have BMI cable and ticks for SPM8 day(today)session were listed at 
4074; with Globex 4900. Where is this 7000 ticks coming from? Can BMI
be off by that much? I doubt it. Can some one explain the disparity?
Harry