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Well, you learn something every day. Looks like the CME does broadcast
same-price ticks. I just hadn't looked at futures with less action than
the S&P. Comparison with time and sales would seem to be a good test.
I received this privately:
> I dont think that is the case.
> Time consideration is what you is missing in there.
> Take a look at the Eurodollar ticks.
> You will see the same price ticks everywhere.
> Now try to filter those out and you will loose
> 50-90% of the data.
> I think the correct data must contain same price
> ticks. Howerever for SP its almost impossible to
> report every transaction considering the speed,
> time and liquidity. Therefor almost all data is
> not the real one.
--
Dennis
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