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FS doesn't.
Need to be sure that only traded prices are recorded when comparing
# of ticks.
At 11:10 PM 4/11/99 , KCSpread@xxxxxxx wrote:
>
>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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