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ES0U Tick Counts 9:30 AM to 4:15 PM Eastern (1:15 PM Monday): QFeed + DynaStore
+ TS4
Day Tues Weds Thurs Fri Mon
Up 9529 9345 12513 9084 3136
Down 9573 9808 12994 8847 2677
Total 19102 19153 25507 17931 5813
BobR wrote:
> Try the tick count comparison again when the total ticks are in the 15k or
> above range. The percent loss increases as the total ticks increases. On
> days with only 5K the loss percent will be low. But on days with 10k total
> counts the loss will rise to maybe 5 or 10%, then with 15K it might be 15 to
> 20% and with 20K it might be 20 to 25%, etc. Since the big contract has
> fewer ticks the loss might be manageable, but for the emini the percent loss
> will affect timing on tick bar charts by delaying the signals.
>
> BR
>
> ----- Original Message -----
> From: <multitrak@xxxxxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Tuesday, July 04, 2000 5:21 PM
> Subject: Re: TICK COUNT
>
> > Not really......5837 ticks for the same time period as RJ reported, but
> > with BMI sat. I've found BMI to be ok for index futures in terms of tick
> > count and delay.
> >
> > MT
> >
> > At 03:39 PM 7/4/00 -0700, Bob Scott wrote:
> > >It appears that the DynaStore/TS4 combo is as good as it gets.
> >
> >
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