Re[2]: historical tick data for stock options for TS2000i

["Mark Brown" <markbrown@xxxxxxxxxxxxx>]

Hello  THE,

TD> In stock option trading the majority of the business is electronic from
TD> individuals ..... the auto execution systems fill off of the bid and ask
TD> .... automatically.

I  still  wonder  what  significance  this  data  holds?   for  testing
purposes or any other purpose?

TD> Much of the volume increase in options, in the last year, was
TD> trades of 10 contracts or less.

 exactly my point - most all of the people who do this type of trading
are  not  there  from one month to the next.  look at the enormous turn
over that soes shoppes have.  the average joe who wants to trade for a
living  is  setting there buying and selling small lot orders and when
he  blows  out some other newbie comes in and i doubt that there could
possibly be any trackable, consistently - probabilistic reasoning that
could be derived from any such data..

truly  you would most likely be trying to make sense of totally random
occurrences based upon the actions of people who are changing as fast as
the ticks occur "literally"

i know there are some soes shop operators on the list - so if the shoe
doesn't fit - don't wear it ok..   my humble apologies in advance..

mark




TD>  Actual average size declined last year
TD> with volume up huge.



--
Best regards,
  Mark Brown                        mailto:markbrown@xxxxxxxxxxxxx