DTN and Volume on Tick data

["John O. Romero" <jromero@xxxxxxxxx>]

To all,

The short answer is YES - CME does send out the individual transaction / 
Trade volume for each tick.


long answer -

I spoke with a friend who has BMI Cable (not a reliable vendor but), and he 
viewed his data and saw the individual transaction volume on each tick in 
his files.  We then did a 3 way call to BMI support and they confirmed they 
do send each transaction / trade volume on each tick / transaction.   To go 
one step further, I called to the CME directly today and made my way to a 
person who supports the data / quote vendors.  She stated the same 
thing.  They do send Volume (or trade size) on each tick / trade for all of 
the Globex / electronic symbols / products they provide  (Example - 
eMini  ES1H).  A phone call to DTN to inform them of what I found out and 
they are checking into it.  I provided them with the name and phone # of 
the CME Vendor support person and I will follow up with an update when I hear.

John