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R. Cummings wrote:
> Carroll maybe the same reason the floor brokers are saying "Not Held"
> because the S&P trading at even and halves. This would account for
> the low ticks yet high volume that still remains.
Thanks for your remarks, Robert. Closer inspection reveals that the
vol-by-tick file contains numerous duplications which are not being
filtered out by my program. I suspect that once I correctly filter that
file, it will agree very closely with the T&S file.
Mea really big culpa!! Sorry I've wasted bandwidth on this non-issue.
Carroll
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