|
PureBytes Links
Trading Reference Links
|
Here are the results on the S&P tick-count survey.
First, I would expect that everyone using the same data vendor and
delivery mode would get the same number of ticks. The fact that your
data show a wide deviation indicates that some of you may be missing
data possibly because of a combination of: huge portfolios, slow I/O
ports, very CPU-intensive indicators/systems, and slow CPUs. Following
are the counts for May 6:
CME . . . . . 4911
Highest . . . 4895 Pierre Orphelin, Comstock satellite, France
Lowest .. . . 4621 BMI satellite, Chicago
BMI satellite was by far the most prevalent vendor & mode reported, with
7 reports for May 6. The highest BMI-sat count was 4892 (4 reports) and
one report each of 4835, 4785, and 4621.
There were only two BMI cable reports: 4890, & 4731
One Signal cable report (mine): 4836
"DBC" satellite, Hans Esser: 4765
Summary - May 6:
CME . . . . 4911
Comstock sat 4895
BMI sat . . 4892 (4 repts), 4835, 4785, 4621
BMI cable. . 4890, 4731
Sig cable. . 4836
"DBC" sat. . 4765
Summary - May 7:
CME . . . . 4441
BMI sat . . 4433, 4428, 4368, 4366, 4341
BMI cable. . 4432, 4427, 4272
Sig cable. . 4375
The complete lowdown on the two CME files will be forthcoming as soon as
I get a report back from my contact at the CME.
Carroll Slemaker
PS - Is there anyone else out there on Signal cable???
|