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I use BMI too and dont think much of how they do business. That said , I just try
to figure out how to get around theur stupidity. The easiest way is to use the
"Stock Split" feature and treat it as a 10 for 1 stock split. That way all your
data is still useful.
Vandal
"J. Rodney Grisham" wrote:
> tagteam@xxxxxxxxxxxxx wrote:
>
> > Someone posted a message inquiring as to why he received a warning from TS4
> > that TYX had changed from 1/100 to 1/1000. As I recall, he stated that his
> > datafeed was BMI. The blurb below was taken from the CBOE web site. It's
> > pretty clear =except= why TYX has now become a single digit and 1/1000ths
> > while FVX and TNX are being transmitted as two-digits and 1/100ths. Very
> > strange................
> >
> > "Interest Rate Options
> > Underlying:
> > .....FVX, TNX and TYX are based on 10 times the yield-to-maturity on the
> > most recently auctioned 5-year Treasury note, 10-year Treasury note and
> > 30-year Treasury bond, respectively....."
>
> That somebody was me. I had verified the same information at CBOE
> as you. Are we the only two people who collect TYX on BMI for TS?
> Hard to believe. Anyway, it seems like it is time to try to shake
> BMI's cage and see what gives there. I could not find any information
> on the BMI www site about TYX. I did find a page for "changes" at
> BMI, but there was nothing about a change, intentional or otherwise,
> to the TYX data stream. Nevertheless, ticks were in the 60 range,
> and now they are about 6, daily data included. At least ticks and
> daily data are consistent at the new level (for 2 days now).
>
> Rod
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