[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: S&P Tick Counts



PureBytes Links

Trading Reference Links

On Mon, 14 Sep 1998, MB wrote:
>....PCQuote is pretty reliable and fast, they recommend that you have at least a
>200 Pent. with 128 megs ram just to collect data for a setup like we have.
>Otherwise you can expect data buffer overflow.  Which is exactly what many
>of you guys are experiencing when you compare ticks sent each day.....

With BMI and Signal there's no "data cleansing" like there
is with CQG and, ostensibly, PCQuote. Consequently, our data
contains all of the busted trades and none of the
insertions. This may account for the discrepancies. 

Consider insertions. What happens, for example,  if BMI
transmits 300, 250, 300, 350, etc. =But= between 250 and
300, a trade was done at 200. A local reports the trade and
waits for it to print. It doesn't so he tells a member of
the pit committee. Ultimately, the trade at 200 is inserted.
BMI/Signal subscribers would never see that one, right?

Best regards,
Jim