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>After processing in this manner, both the time-&-sales file and the
volume-by-tick file give counts which are very close to one another - and my
counts on collected DBC data USED to be within 2% or 3% of these CME counts.
But not now.
>
>Regards,
>
>Carroll Slemaker
What then could you think is the problem? I dont think the satellite thing
had much to do with it, cause we were seeing the problems before and after
that. I do think that the bull market has caused a large increase of stock
ticks to be transmitted that weren't before. And I think that the stocks
broadcast are bogging down the systems used to send data. It could be that
the exchanges equipment itself is suffering data buffer overflow. I have
adapted to my environment by requiring my systems to need less data. I no
longer use every tick that comes in, I have found through modeling that it
helps to back out from it a bit and not look so close. If I were where I
was even two years ago I would be pretty upset and frustrated with most all
data vendors. I believe the continued discount of data feed fee's also to
be a factor. They just dont make enough money anymore to provide excellent
service. We are soon going to be to the point where we may all need a
broker or a floor account to get an accurate quote. MB
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