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I have also noticed the problem with incorrect Daily Volume for several SPX index options
I
looked at. I'm going to start up the BMI MarketCenter and make sure that MarketCenter is
reporting
the same incorrect Daily Volumes that T/S is.
CBOE quotes are from:
http://cboe.pcquote.com/cgi-bin/cboeget.exe?ticker=.SPTAE
Here is a comparisons of Daily Volume for SPTAE:
CBOE Web Site: 269 (Oct 30)
T/S: 38
Here is a comparison of Daily Volume for SPTAO:
CBOE Web Site: 545 (Oct 30)
T/S: 0
--- Chris Baker
-----Original Message-----
From: Ron Augustine <RonAug@xxxxxxxxxxxxx>
To: omega-list@xxxxxxxxxxxxxx <omega-list@xxxxxxxxxxxxxx>
Date: Friday, October 30, 1998 12:28 PM
Subject: BMI Volume Data/ Options
>
>BMI's new feed format is not currently broadcasting Volume for Equity
>Options and Index Options. When I queried them on the problem, they
>responded with the following:
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