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PureBytes Links
Trading Reference Links
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In my experience, TS sometimes combines ticks with the same time and value,
adding the volumes together. I presume this happens when the server is
trying to keep up. So, some of the missing ticks may not be the fault of
the provider.
Kevin.
-----Original Message-----
From: Barry Burgess <BarryJBurgess@xxxxxxxxxxxxxx>
To: alan myers <a.myers@xxxxxxxxxxxx>; Omega List <Omega-list@xxxxxxxxxx>
Date: Tuesday, 13 October, 1998 10:22
Subject: Re European Data
>There is a more scintific way of determining missing tics
>Both LIFFE and DTB supply tic data
>LIFFE is on their website.
>Compare the data with the data broadcast by the data provider in TS
>Use Excel to compare the data - you will be surprised. I was a believer
>until I checked.
>Many tics are missing
>
>
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