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Hi,
I am currently using DBC's eSignal. One awkward thing about it is that on
all the future contracts
it supplies only traded prices, not sizes of the trades. One can not
distinquish whether 100
contracts or just 1 went through.
I know for sure that that information is awailable, particularly on the
electronic exchanges like:
E-Mini S&P, FTSE and DAX. For example Quote.com gives trade sizes for E-Mini
S&P.
Can please fellow traders with other data feeds confirm whether their data
wendor supplies the
trade sizes on following future contracts:
30y T-Bonds US
S&P 500 SP
E-Mini S&P 500 ES
DAX AX
Euro Bunds GB
FTSE 100 LX
Regards
Dejan Corovic
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