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In a message dated 9/2/99 3:13:43 AM Pacific Daylight Time,
Dejan.Corovic@xxxxxxxxxxxxxx writes:
<< 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. >>
To the best of my knowledge the futures exchanges do not report trade sizes
to the data vendors so there is no way for the vendors to report trade size
to you. This may have changed with some of the electronic trading.
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