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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.
More than 1 year ago, I heard from DBC that THEY filter out SAME
ticks - obviously to decrease Uplink load - they are sloooooow enough
<g>
On customer request they have changed that for LIFFE and e.g. German
Bunds so THERE they do transmit SAME ticks.....aswell they do on
E-mini's and on WP (there Globex SP)
.....so even if the CME does transmit same ticks - DBC (and others ?)
dont !
rgds hans
~~~~~
You wont achieve anything by being afraid.......
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