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PureBytes Links
Trading Reference Links
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The CBOT post the previous days open outcry time and sales tick data on
their web site
http://www.cbot.com/cbot/www/page/0,1398,12+391,00.html
for more than one days tick data they sell it, but prices are not listed
For the a/c/e markets they only give the OHLC and volume information.
Neville
-----Original Message-----
From: Thomas Alexander <alexander_enterprises@xxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>
Date: Sunday, July 29, 2001 21:09
Subject: Massive data differences between DTN and ESignal
>Good evening!
>
>I was comparing ZN U1 (a/c/e 10 year treasury bills) global
>server "number of points," also knows as "rows of tick
>data" with a friend who receives DTN data. I receive
>Esignal. For the last three days of last week he receieved
>approximately 2600 ticks per session whereas I only
>averaged about 1000 ticks per session. This is a hugh
>difference and frankly we were both baffled.
>
>Anyone else collect ZN U1 tick data? How many ticks do you
>have per session? Anyone know how I can confirm the tick
>count with CBOT? Anyone know why there might be such a big
>difference in DTN and ESignal data?
>
>Thanks!
>
>
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