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Mark,
If you would have read the message and did a little more thinking than
smart guy stuff , you would realize that Globex as an electronic trade
does report Trade Size - or Volume. For example on one trade which
is a tick, I trade 10 contracts. This would have a reported trade
volume as 10. As I am sure you already know - since you know all.
It is the same as number of share is for equities in a reported
trade. All of the equities do report the trade size.
As usual, thanks for your un-help.
John
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At 01:38 PM 12/13/2000, Mark Brown wrote:
Hello John,
well lets think about this - how many ticks would you expect to see
on
a (here's a hint) "ONE" tick chart?
JOR> If anyone is using DTN Sat connected to UMDS, could you tell me
if you see
JOR> trade volume in your tick files for Globex traded futures.
I was on the
JOR> phone with a friend and we looked at SP Mini ( @ES1H
) and all of the
JOR> tick volume = 1. DTN supports says he sees trade
volume in Chameleon,
--
Best regards,
Mark Brown
mailto:markbrown@xxxxxxxxxxxxx
Y = Offset + Amplitude * sin(Frequency *
X)
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