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Some software does not count duplicate ticks. I use dtn and ensign and
ensign counts dups. I have seen 10 or more ticks at same price go thru. This
could throw off the tick counts.
Gil
----- Original Message -----
From: Larry Wright <lwright@xxxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>
Sent: Thursday, December 16, 1999 8:24 PM
Subject: Tick count survey results
>
> Well, I've waited for reports on tick counts, and only a few came in
> despite repeated requests, so the report will be a bit sketchy.
>
> 12/10/99 tick counts:
>
> SP full(incl nite)
> Quote.com + dynastore 5831
> BMI Cable 5562 - 5784
>
> SP day only
> official T&S count 4327
> BMI Cable 3982
> Tenfore Europe 3147
> Signal Cable 2026
>
> ES
> Quote.com + dynastore 17990
> BMI Cable 16900 - 17900
> Omega FTP data 13225
> Tenfore Europe 11936
> Signal Cable 8204
>
> 12/13/99 tick counts:
>
> ES
> official T&S count 13883
> Signal Cable 9161
>
> Tentative conclusions, based on the above and other data (and I invite
> your comments on these):
>
> Signal Cable has been degrading over the last two months and is now almost
> useless to trade futures. Some days have less than *half* the real ticks.
> The actual number of ticks filtered by Signal varies considerably from day
> to day, so even the *ratio* of Signal/real ticks varies a lot.
>
> It would seem that very few people use eSignal for futures. It was like
> pulling teeth to get even one response :-). With so little data, the
> question of filtering of eSignal ticks is STILL open. If some of you would
> like to volunteer to get eSignal tick counts for a particular day(or 2),
> please let me know and we can then do a better comparison, and perhaps
> settle this question.
>
> Quote.com looks like a very good alternative to BMI for futures.
> (Competition at last! :-).
>
> Some other ideas (and I invite your comments on these as well):
>
> Folks using BMI or Signal Cable might want to check ticks for selected
> high-volume stocks and do a similar comparison. Might be veeerrryyy
> interesting...
>
> Judging from the survey responses, almost everyone uses BMI - it seems
> they get subscribers no matter what they do, or don't. There have been
> complaints on trading lists about BMI, particularly since taken over by
> DBC. In one discussion thread, someone wondered why people would stay with
> BMI. Perhaps it is the least miserable choice of a bad lot, and they can
> get away with "take it or leave it".
>
> Any other comments from you folks?
>
> Larry
>
>
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