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On Friday, August 9, 2002, 9:41:19 AM, Mark Brown wrote:
MB> for every tick counting nut out there ts2ki/metaserver/cqg.
To the eye, at least, it seems cqg is reporting about the same tick
density in the middle of the night as there are during normal trading
hours. This would mean more overnight ticks than RTH ticks. Does the
exchange T&S agree with this large number of overnight ticks?
ztrader
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