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I ran the question about why some don't provide bid and ask past my
broker(s). They said that heavily traded contracts don't post the bid ask
because it is changing so fast, thanks to the liquidity, that there is no
need for it. As for trade size I don't know but the same could apply.
Brent
----- Original Message -----
From: Dejan Corovic <Dejan.Corovic@xxxxxxxxxxxxxx>
To: Forum Omega-List <omega-list@xxxxxxxxxx>
Sent: Thursday, September 02, 1999 4:13 AM
Subject: Data Feeds agian, or who provides trade sizes ...
> 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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