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Jeff -
I saw your post to the Omega list in June about your evaluation of SOL.
I'm considering switching to SOL from cable when TradeStation 5.0
becomes available, so I've been conducting an evaluation of my own. I
am doing this by getting several days' S&P tick data from someone
currently usig SOL and comparing this with the CME's time-&-sales files.
What I'm finding so far is that SOL seems consistently to have very low
time delay with delays under 5 seconds at times when cable data are
delayed by a full minute. On the other hand, I'm disappointed to see
that it appears to be as incomplete as the data I receive via cable -
consistemtly about 10% below the tick counts on the CME's T&S files.
I'm continuing my investigation attempting to determine the reason for
this apparent data loss.
In your June post, you mentioned testing SOL against CQG. What was the
outcome of that test? And did you, by any chance, evaluate data
completeness as well as time delay? If not, COULD you do so?
Thanks.
Carroll Slemaker
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