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carroll wrote:
>>> Now, with respect to the data as sent to us by Data Broadcasting (at
least for Signal - this may or may not be true for BMI) <<<
BMI DOES transmit a time stamp with each tick. BMI data is NOT dependent
upon an accurate computer clock for accurate time stamps recorded in the
Omega server data file.
A clarification to your statement that "consecutive trades at the same
price are NOT entered into the system or sent to vendors, only price
changes" is in order. This is true for RTH, but not for Globex trading
hours. During the Globex trading session, each transaction is recorded
whether it is at the same price for consecutive trades or not.
-Tony Haas
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