|
PureBytes Links
Trading Reference Links
|
On Mon, 04 May 1998, Harry wrote:
>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?
On 5/4 (BMI Sat), I had 4162 for DSP8M and 5137 for SP8M,
FWIW.
CME's T&S includes not just actual trades but certain
bids/offers. For example, there's a trade at 80, then
someone offers 70 but no trade occurs. The next trade
actually occurs at 60. In that case the 70 may be reported
as "Asked" in T&S.
Best regards,
Jim
|