PureBytes Links
Trading Reference Links
|
My ES0U tick counts Tue-Mon, 8:30am to 3:15pm (except Fri & Mon early
closings). I have DTN satellite, PacificCommware serial port card, TS2000i,
Win 2000, dual PIII500 processors, 7200 rpm UDMA hard drive. I note that my
counts are very similar to Richard's. I had some heavy rain periods early
last week that blocked the satellite for short periods (a drawback of
satellite feed well worth considering).
6/27 6/28 6/29 6/30 7/3
19,001 19087 25,591 17,942 5,812
----- Original Message -----
From: "Richard Josslin" <TaoOfDow@xxxxxxxxxxxxxx>
To: "BobR" <bobrabcd@xxxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Tuesday, July 04, 2000 8:36 PM
Subject: My ES0U Tick Counts for Last 5 Days
> 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.
> > >
> > >
>
>
|