|
PureBytes Links
Trading Reference Links
|
The answer is very simple. ESignal had some missing ticks. My data feed is
BMI cable and I had high 857 as well. I had at least 5 price ticks with
price 857 around 5:23 AM.
>From: fgz@xxxxxxxxxxxxx
>To: <omega-list@xxxxxxxxxx>
>Subject: Speaking of Data...
>Date: Sun, 29 Sep 2002 13:09:29 -0400
>
>
>Why does my real-time ESignal tick data sometimes show a different daily
>High or Low than what the CME publishes here?
>http://www.cme.com/httpwrapper.cfm?wrap=/wrappedpages/end_of_day/daily_settl
>ement_prices/es.html
>
>This discrepancy shows up about once or twice a week, maybe more. For
>example, I have a daily high of 853.25 for Friday's ESZ2,
>while the CME shows 857.00???
>
>Thanks,
>
>PhilG
|