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Hello BobR,
funny you should ask that, i thought the same so i created a second
symbol for day only emini sp and left out the bid ask, only giving the
last as price input. it looks the same, it is interesting that ticks
aside the cqg gave 477 minutes of trading vs about 430 for the others.
B> Are you using DDE to get at the CQG data? It is possible that the
B> strobing signal is strobing the ES last when it changes and also
B> when the bid or ask change. I had a similar problem when strobing
B> emini data out of Chamelon into MetaServer via DDE.
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Best regards,
Mark mailto:markbrown@xxxxxxxxxxxxx
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