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This is probably not true with the Xpress Comstock datafeed.
Depends also on the software that you use to decode the datafeed packets
Sincerely,
-Pierre Orphelin
Neurofuzzy Logic tools for TradeStation
Free evaluation versions and competitive upgrades available
web: http://www.sirtrade.com
----- Message d'origine -----
De : "Phil Schuch" <pschuch@xxxxxxxxxxx>
À : "pierre.orphelin" <pierre.orphelin@xxxxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
Envoyé : vendredi 27 octobre 2000 22:16
Objet : AW: UMDS and S&P Comstock
> datafeeds:
>
> SP Comstock does not deliver each transaction like other data feeds also
> don't do. We have done research on that topic:
>
> - We have compared 3years of tick data on 3major future markets with price
> data from the trading system of the exchanges.
>
> - The research is done on about 5GB of tick data.
>
> -> SP Comstock delivers about 70% of all transaction in average.
>
> Other data feeds like FutureSource have the same problem. The result is
> worst than SP Comstock.
>
> Should anybody be interested in the detailed analysis please respond
> privately.
>
> Regds
>
> Phil Schuch
>
>
>
>
>
>
>
> Von: pierre.orphelin [mailto:pierre.orphelin@xxxxxxxxxxxxxx]
> Gesendet: Friday, October 27, 2000 8:55 PM
> An: BobR; omega-list@xxxxxxxxxx; Robert Pisani
> Cc: realtraders@xxxxxxxxxxxxxxx
> Betreff: Re: UMDS and S&P Comstock
>
>
>
> ----- 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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