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This really puzzles me, why some data vendor can give you more trading ticks
than CME's official data?
Hango
>From: "JHP" <jan4123@xxxxxxxxxxxxx>
>To: "Hango Winspy"
><hwinva@xxxxxxxxxxx>,<jdo1@xxxxxxxxx>,<Omega-List@xxxxxxxxxx>
>Subject: Re: Tick Reliability
>Date: Sat, 27 Jul 2002 10:00:46 -0700
>
>For ES, my BMI cable collected only 95,665 ticks due to problems
>with CSPAN in San Francisco, but how about this:
>my TS6 shows 97,799 ticks which seems to be more than
>reported by CME. Expect next from TRAD: "we give you even more ticks
>than you can get from the exchange".
>
>Jan Philipp
>
>----- Original Message -----
>From: "Hango Winspy" <hwinva@xxxxxxxxxxx>
>To: <jdo1@xxxxxxxxx>; <Omega-List@xxxxxxxxxx>
>Sent: Saturday, July 27, 2002 8:32 AM
>Subject: Re: Tick Reliability
>
>
> > I have TS4 (started on ver 3) with BMI cable data subscription for 7
>plus
> > years. My data collection is almost perfect as follows:
> >
> > My server CME # of ticks Error
> > Date collection records missed Rate
> >
> > 7/22 140,495 140,552 57 .041%
> > 7/23 145,354 145,447 93 .064%
> > 7/24 151,766 151,992 226 .149%
> > 7/25 137,392 137,523 131 .095%
> > 7/26 97,290 97,318 28 .029%
> >
> > Besides Wednesday, I missed only less than one tenth of one percent.
> >
> > Hango
> >
> >
> > >From: "jdfo" <jdo1@xxxxxxxxx>
> > >To: "Omega List" <Omega-List@xxxxxxxxxx>
> > >Subject: Tick Reliability
> > >Date: Sat, 27 Jul 2002 09:00:40 -0400
> > >
> > >I use a cable modem, TradeStation 2000i and e-signal. This past week, I
> > >received the following ticks on the E-mini, Sept contract:
> > >
> > > Mon 7/22 139,304
> > > Tue 7/23 141,241
> > > Wed 7/24 149,970
> > > Thu 7/25 136,459
> > > Fri 7/26 91,308
> > >
> > > I was wondering if anyone would care to compare their results to
> > >determine the reliability of cable modems and e-signal?
> > > I know that retrieving this same data from Omega's
>HistoryBank.com
> > >results in an 40 to 50% error rate; HistoryBank loses almost one-half
>of
> > >the ticks, making this resource totally useless.
> > > Thanks in advance for any replies.
> > >
> > > John O
> > >
> > >
> > >
> > >
> >
> >
> >
> >
> >
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