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PureBytes Links
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the bad cbot volume is a known issue at the exchange. it is supposed to be
fixed in the next few weeks when cbot switches to its new quote setup, tat
will broadcast every tick with correct volume.
chris
there is doc. of this on th esig website.
----- Original Message -----
From: "MT" <mtzianos@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, November 24, 2003 5:33 PM
Subject: CBOT times and sales
> My time and sales of CBOT markets (by eSignal) seem bogus as far as
> trade volume is concerned. Supposedly the "old" a/c/e problems would be
> solved with the new eCBOT system. Will we have to wait for Eurex-US to
> have it right?...
>
> Could someone trading CBOT markets (ZN, YM etc) confirm they're getting
> correct tradesize volume in their time&sales? Please feel free to email
> me to compare notes.
>
> Thanks, M
>
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