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----- Message d'origine -----
De : "BobR" <bobrabcd@xxxxxxxxxxxxx>
À : <omega-list@xxxxxxxxxx>; "Robert Pisani" <pisani@xxxxxxxx>
Cc : <realtraders@xxxxxxxxxxxxxxx>
Envoyé : vendredi 27 octobre 2000 19:04
Objet : Re: UMDS and S&P Comstock
> Ah, glad you asked this question because I have a related one for which the
> answer is significant. When using tick bar charts it is important to know
> just what the feed is sending. Some feeds send a tick for each trade.
> Others send a tick only when the price changes during a trade. A chart
> based on say 72 tick per bar could be very misleading if it is only updated
> on a price change tick feed. So, the question is when categorizing feeds,
> which ones send all trades, most trades or only price change trades?
>
> S&P Comstock is said to broadcast every transaction. True or False?
TRUE
> Future Source?
False on european futures ( costly mistakes on trading system results last year when comparing with Comstock).
cant say for the others below
> BMI? no need to answer
> DBC Signal
> eSignal
> DTN
> X fill in
> Y fill in
> Z fill in
> etc.
>
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