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Re: dupe ticks in DBC#s S&P future


  • To: he96@xxxxxxxxxxxxxx
  • Subject: Re: dupe ticks in DBC#s S&P future
  • From: Carroll Slemaker <cslemaker1@xxxxxxxx>
  • Date: Wed, 7 Oct 1998 02:18:18 -0400 (EDT)
  • In-reply-to: <199810062116.OAA32494@xxxxxxxxxxxxxx>

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Hans -

Attached is a file which will explain this.  The "CME" column is the
CME's time-&-sales file;  the other column is Signal data via cable.

Regards,
CarrollOct 6, 1998  Data very late and very incomplete

CME____________       Sig_Cable___

084504  1016.50
084508  1016.70
084514  1016.80       645  1016.80
084514  1017.00       645  1017.00
084528  1017.30
084532  1017.50
084532  1018.00
084536  1018.30       646  1018.30
084539  1018.50       646  1018.50
084541  1019.00       646  1019.00
084550  1018.50       646  1018.50
084551  1018.00
084554  1018.50       646  1018.50
084557  1019.00       646  1019.00
084559  1018.50       646  1018.50
084601  1018.00       647  1018.00  1 full minute late!
084610  1017.50
084619  1018.00
084619  1018.50       647  1018.50
084630  1018.00
084639  1018.50
084640  1019.00       647  1019.00
084643  1018.00       647  1018.00
084652  1018.40
084654  1018.50       647  1018.50
084706  1018.00
084746  1017.50       651  1017.50
085114  1015.00
085118  1014.50       651  1014.50
085118  1015.00
085123  1015.50       652  1015.50
085138  1015.00       652  1015.00
085138  1014.50       652  1014.50
085142  1014.00       652  1014.00
085153  1014.50       652  1014.50
085153  1015.00       652  1015.00
085210  1014.50       652  1014.50
085226  1014.00       653  1014.00
085250  1014.40
085250  1014.50       653  1014.50
085254  1015.00
085302  1014.50       653  1014.50
085302  1014.00       653  1014.00
085329  1014.50
085339  1014.00       654  1014.00
085350  1014.50       654  1014.50
085352  1014.80       654  1014.80
085401  1014.50       654  1014.50
085404  1014.00       654  1014.00
085415  1014.50       654  1014.50