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


  • To: Carroll Slemaker <cslemaker1@xxxxxxxx>
  • Subject: Re: dupe ticks in DBC#s S&P future
  • From: "Koch Frank" <frank@xxxxxxxx>
  • Date: Wed, 7 Oct 1998 04:15:46 -0400 (EDT)
  • In-reply-to: <199810062116.OAA32494@xxxxxxxxxxxxxx>

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Hi Carroll, if I would give you a FutureSource file, could you do this
also for that data? Or, did you already check the quality for that ?
BR
Frank

Carroll Slemaker wrote:

> 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,
> Carroll
> Oct 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