|
PureBytes Links
Trading Reference Links
|
***Note: added CME T&S data for comparsion***
Carroll,
Here are my tick sequences (DSP8M and SP8M) for the opening one minute
(08:30 CME time) on 5/1/98:
DSP SP Time CME's SP
1121.50 1122.00 08:30:05 1122.00
1121.00 1121.50 :09 1121.80
1121.50 1121.00 :09 1121.50
1121.80 1121.50 :11 1121.00 X (= cancel)
1121.50 1121.80 :25 1121.50
1121.50 :27 1121.80
:46 1121.50
:56 1121.20 O (= open)
:56 1121.50
It appears that I have the same tick weirdness Jim reported. Never noticed
it before as I've been using 24 hr tick bar charts exclusively for the last
3 years. The problem for now seems to be related to the BMI feed (DSP
symbol only?) and not a TS bug.
-Tony Haas
carroll wrote:
>Jim -
>
>I just checked for May 1, a date for which I happen already to have the
>CME T&S file, and find that I DO have the first tick (1122.00 at
>08:30:05 Chicago time) but am missing the second tick (1121.80, at
>08:30:09).
>
>My service, you will recall, is Signal via cable.
|