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Carroll,
It isn't unreliable. It is a true reporting of what traders are actually
receiving. I want to see how divergent "real time" traders' data is, and
also see what combinations are superior. It is already pretty scary seeing
the difference in tick counts of people thinking they are getting all of the
action reported to them in their software!
Neil
| -----Original Message-----
| From: Carroll Slemaker [mailto:cslemaker1@xxxxxxxx]
| Sent: Thursday, September 09, 1999 1:48 PM
| To: Neil Harrington; code-list@xxxxxxxxxxxxx; omega-list@xxxxxxxxxx
| Subject: Re: Tick Counts
|
|
| Neil -
|
| Unless you compare ONLY against the same feed, your results will be
| unreliable. Feed can be the most significant variable affecting tick
| counts.
|
| Carroll Slemaker
|
| ----- Original Message -----
| From: Neil Harrington <njh@xxxxxxxxx>
| To: <code-list@xxxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
| Sent: Wednesday, September 08, 1999 11:15 PM
| Subject: Tick Counts
|
|
| > I would like to compare some real time tick counts from
| various data feeds
| > with TS4 and PS2Ki.
| >
| > I would appreciate anyone sending me tick counts for Tuesday
| and Wednesday
| > of this week for the September S&P 500 contract day session. Please
| specify
| > the date, the tick count, whether you are using TS4 or
| PS2Ki, the data
| > vendor, and the feed method (satellite, internet, cable).
| >
| > Neil
| >
|
|
|