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Similar for BMI by cable:
54.3% of CME ticks plotted by TradeStation for 9/08 SP8U Day Session:
Number Ticks SP8U reported in CME download file (Day session only):
4975
Number Ticks SP8U plotted by TradeStation on 1 Tick chart,
counted for times of Day session: 2695
% reported by TradeStation: 54.3%
Tick Count ELA is attached. Apply to one Tick chart and specify day.
-----Original Message-----
From: Carroll Slemaker <cslemaker1@xxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Date: Thursday, September 10, 1998 2:38 PM
Subject: S&P Tick Counts
|I'm surprised I haven't seen any complaints on this subject posted
|recently.
|
|Richard Garvis (BMI via satellite) just reported these counts to me:
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|Sep 1...........2939
|Sep 2...........2828
|Sep 3...........3122
|Sep 4...........2883
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|Sep 8...........2709
|Sep 9...........2901
|
|MY numbers (Signal via cable) were somewhat worse:
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|Sep 1 2627
|Sep 2 2548
|Sep 3 2837
|Sep 4 2684
|Sep 8 2510
|Sep 9 2750
|
|But, and here's the shocker, here are counts from the CME's "Vol by
|Tick" files:
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|9/1 5404
|9/2 4852
|9/3 5236
|9/4 4896
|9/8 4766
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|Is anyone else seeing such shockingly low tick counts as Richard and
I,
|or what???
|
|Carroll Slemaker
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Attachment Converted: "c:\eudora\attach\Tickcount.ela"
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