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In a message dated 98-05-05 16:16:06 EDT, dennis@xxxxxxxxxx writes:
> You can't directly compare CME tick counts with DBC/Signal. If a future
> ticks 25,50,50,75 the CME will call that 4 ticks. The CME will filter
> the 'redundant' 50 tick and send 25,50,75 to the data feed. TS will
> report 3 ticks. The NYFE, on the other hand, will send all 4 ticks to
> the data feed.
>
Are we sure that the cme is the one doing the filtering. Signal is doing
that, but I don't believe BMI is.
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