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CBOT Volume
This is one strange one. We reported to the CBOT that
customers were claiming bad volumes on these
contracts. The CBOT market data group told our
engineering group the volume was not accurate on the
feed, and strongly recommended we remove it, which we
did. This affects all market data vendors.
We are reviewing adding it back in since users are
asking for it, but you should use great caution on
using this volume data for trading.
The CBOT claims when they switch systems and datafeed,
some by the 24th and some on January 1st, this will be
fixed.
If I find out more on this, we'll let you all know.
Chuck
@eSignal
--- wireless wireless <wirelessquotes@xxxxxxxxx> wrote:
> MT,
>
> Be glad to look into this. First I have heard of it.
> The data feed for this is changing on the 24th and
> the
> CBT is in a hurry to be sure vendors are ready to
> switch since there is no going back.
>
> Chuck
> @eSignal
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