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There is an option in CQG charting/server to collect all ticks or only those
that change. There may be some interaction here with the bid/ask that do or
don't change and the Last and how the data is exported to .txt. Those who
are using tick bar charts on cqg need to be aware of this otherwise they end
up with fewer bars if all the identically priced ticks are not stored. Time
bar charts will also have different tick counts per bar depending on this
setting.
----- Original Message -----
From: "Mark Brown" <markbrown@xxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, August 09, 2002 10:17 AM
Subject: Re[2]: Tick Counting Nut's Dream
> Hello BobR,
>
> http://www.markbrown.com/ticknuts/
>
> here listed are more files and pic's - these were of last nite's
> session.
>
> B> Another reason the cqg data looks suspicious is that the dtn counts
> B> compares within a few hundred ticks of what the CME reports each
> B> night. Would be best to also compare cqg with the cme.
>
> B> bobr
>
>
>
>
> --
> Best regards,
> Mark mailto:markbrown@xxxxxxxxxxxxx
>
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