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Pierre,
When an individual speaks on a list and says "..." we hear it coming from an
individual, and most consider it as an opinion.
When an individual, such as yourself, identifies themselves and speaks in
their capacity as a "Standard & Poor's ComStock Representative", I'm
uncomfortable with an communication of "probably not true". I'd prefer you
take a higher level of responsibility for the communication as researched by
you, not an opinion.
Can you please, in your capacity as a "Standard & Poor's ComStock
Representative", research it with your normal due diligence, and report to
the list what you find, rather than expressing a "probably not true"
opinion.
Not intended in any way as disparagement of you, but only a request to take
more responsibility for our communication, separating your personal opinions
from a representative's researched factual info.
very much appreciated,
Kimberly
> -----Original Message-----
> From: pierre.orphelin [mailto:pierre.orphelin@xxxxxxxxxxxxxx]
> Sent: Friday, October 27, 2000 2:22 PM
> To: Phil Schuch; omega-list@xxxxxxxxxx
> Subject: Re: UMDS and S&P Comstock
>
>
> 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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