|
PureBytes Links
Trading Reference Links
|
> 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.
DTB (eurex) does since nearly TEN years :-)......
rgds hans
|