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Isn't this more of an UMDS problem than a TL problem. UMDS version 2 has
been on the market for several years and if I'm not mistaken, before the
advent of the E-Mini etc. Perhaps the version 3 due out January 1 will
address this issue. If TLData needs any tweeking, I don't see why it would
be such a big obstacle to add another data series to each futures symbol.
Mark C.
-----Original Message-----
From: Mark Brown [mailto:markbrown@xxxxxxxxxxxxx]
Sent: December 13, 2000 3:04 PM
To: omega-list@xxxxxxxxxx
Subject: Re[4]: DTN and trade volume
Hello Bill,
why would anyone think that magically the tick readings will
automatically become trade volume when the globex session starts? many
people are not aware that actual trade volume is generally accepted as
being actually tick counts when futures is concerned.
agreed with the advent of the globex session they transmit actual
trade volume a welcomed thing indeed. but to expect that any server
which stores tick by tick to now become volume? wouldn't it make more
sense to look where volume is stored?
ticks are ticks and volume is volume neither should be confused for
the other? and these people want to trade!
why the reference to brickey? because he is obviously using tradelab
and having this problem, not ts and as i last heard tl has a list
where the poobah hangs out. guess he doesn't work weekends?
--
Best regards,
Mark Brown mailto:markbrown@xxxxxxxxxxxxx
Y = Offset + Amplitude * sin(Frequency * X)
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