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I discovered this from the quote.com people:
The CME Transmits the E-mini/Nasdaq volume, but an outfit by the name of
COMSTOCK does not !!!
Apparently quote.com and other data vendors rely on COMSTOCK....for some
reason.
> -----Original Message-----
> From: John O. Romero [mailto:jromero@xxxxxxxxx]
> Sent: Thursday, December 14, 2000 12:00 PM
> To: List RealTradersList; List OmegaList
> Subject: DTN and Volume on Tick data
>
>
> 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
>
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