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David,
I did some checking after receiving your post showing the different ticks
recorded by myself and others. This was prompted by the lack of ticks I had
in relation to the others. After checking with the CME's Time and Sales and
Tick records I think the difference is that FS does not record bid & ask into
the data file. I wanted to ask you (or anyone else) if you knew if BMI or
Bloomberg records B&A into the data file?
Kelly
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