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Re: Real Volume data from CME (S&P e-mini)


  • To: Mike <omega-list@xxxxxxxxxx
  • Subject: Re: Real Volume data from CME (S&P e-mini)
  • From: "John O. Romero" <jromero@xxxxxxxxx>
  • Date: Fri, 5 Jan 2001 13:25:27 -0800
  • In-reply-to: <200101042149.NAA16290@xxxxxxxxxxxxxx>

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Mike, I have DTN and they do not do it at this time.  I inquired about it and they claimed it is not provided.  I spoke with the CME data vendor  support person and they do send it out.   After a few calls DTN verfied it is being sent and are trying to figure out why they do not send it on down to it's subscribers.  By the way DTN verified it by looking at Reuters. So, to answer your question, BMI, Reuters and someday DTN.  I don't know about the others. John At 03:20 PM 1/5/2001, Mike wrote: Anyone know a quote service that can supply the real VOLUME data from the CME? I recnetly found out that this data is available from one of the 4 APIs they support yet I cant find a quote service that supplies it! The "volume" data I get is really just the number of ticks in the given time frame. Regards