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It may be a definition problem but it doesn't compute. If the time and
sales are examined matched volumes don't compute. A big order of say 250
max to sell may be filled in partials with a lot of buys, otherwise a
250sell tick and 250buy tick would be near each other's time stamp. Even
with orders like 5 or 10 contracts duplicate ticks with equal volume and
same time stamp or adjacent time stamp are not seen. What I am saying is if
both buys and sells are counted, then the total ticks would be much more
than 2X, maybe 3X or even 4X and that isn't being seen. There is still
something fishy with esignal tick volume in my mind. It isn't the way TS is
counting it, it's the data on the feed.
----- Original Message -----
From: "Mark Simms" <mar.ko@xxxxxxxxxxx>
To: <Omega-list@xxxxxxxxxx>
Sent: Monday, January 19, 2004 5:27 PM
Subject: RE: Re[2]: esignal and activeX for TS
> I think this is a DEFINITION problem.....see the following discourse of
> about 3 months ago with a trader having a handle of "9m9":
>
> TS counts the buy and sell SEPARATELY....
> CME counts the buy and sell as ONE.
> Note that CME is about HALF of TS count ...
> the "adjusted" tick counts then would have been 109308 vs. 109185.
>
> To me, that's EXCELLENT.....TS7 only dropped a few transactions....not bad
> at all.
>
> > -----Original Message-----
> > From: ROBERT ROESKE [mailto:bobrabcd@xxxxxxx]
> > Sent: Monday, January 19, 2004 7:32 PM
> > To: Omega-list@xxxxxxxxxx
> > Subject: Re: Re[2]: esignal and activeX for TS
> >
> >
> > The esignal counterfeit tick problem appears to be isolated to
> > the eminis as
> > tick count comparisons with stock such as IBM are in agreement.
> >
> > bobr
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > ----- Original Message -----
> > From: "Jimmy Snowden" <jhsnowden@xxxxxxx>
> > To: <Omega-list@xxxxxxxxxx>; "ROBERT ROESKE" <bobrabcd@xxxxxxx>
> > Sent: Monday, January 19, 2004 4:12 PM
> > Subject: Re[2]: esignal and activeX for TS
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > > ROBERT,
> > >
> > > Got me. I just checked ES #F for the 16th 24 hour and it is 88648 and
> > > I didn't download it. Just real time. Day only for the 15th shows
> > > over 110,000. Active aren't we at Esignal.
> > >
> > > Best regards,
> > > Jimmy Snowden
> > > mailto:jhsnowden@xxxxxxx
> > >
> > >
> > > Monday, January 19, 2004, 5:53:12 PM, you wrote:
> > >
> > > RR> Yes, that is the download plugin. The 82686 count is
> > definitely wrong
> > > by a
> > > RR> factor of two. Even the cme has half that amount in the
> > globex time
> > > and
> > > RR> sales. I compared charts of the downloaded data with that
> > obtained in
> > > rt
> > > RR> with dtn sat and with esignal on some other software, and the
> > > downloaded
> > > RR> data with the plugin creates charts that are different due to the
> > > extra
> > > RR> ticks.
> > >
> > > RR> bobr
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > RR> ----- Original Message -----
> > > RR> From: "Jimmy Snowden" <jhsnowden@xxxxxxx>
> > > RR> To: <Omega-list@xxxxxxxxxx>; "ROBERT ROESKE" <bobrabcd@xxxxxxx>
> > > RR> Sent: Monday, January 19, 2004 3:47 PM
> > > RR> Subject: Re: esignal and activeX for TS
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > > >> ROBERT,
> > > >>
> > > >> When you say activeX plugin is that the download plugin? I didn't
> > > >> download any data for Friday but my symbol ES #F=2 is 24
> > hour data and
> > > >> it has 82686 ticks. The Global Server will save all ticks
> > even if you
> > > >> have it set to only collect the day session. Don't know
> > what you have
> > > >> it set to but if you add the other sessions I think you will find
> > > >> the
> > > >> other hours are saved even though you didn't show those sessions.
> > > >> Maybe that is why you see so many ticks. Cool Huh?
> > > >>
> > > >> Best regards,
> > > >> Jimmy Snowden
> > > >> mailto:jhsnowden@xxxxxxx
> > > >>
> > > >>
> > > >> Monday, January 19, 2004, 5:28:09 PM, you wrote:
> > > >>
> > > >> RR> Jimmy, I am trying out this activeX plugin for TS on esginal
> > > >> with
> > > >> TS2k.
> > > >> RR> This is the first day I tried it and unfortunately for
> > Friday it is
> > > >> giving
> > > >> RR> me 83044 Trade Record One Ticks for the ES #F=2, I.e.
> > > >> daysession
> > > >> only.
> > > >> This
> > > >> RR> is twice the ticks the cme has and twice what dtn sat has.
> > > >> What
> > > >> gives? I
> > > >> RR> thought this was the cureall for TS2k and esignal.
> > > >>
> > > >> RR> bobr
> > > >>
> > > >>
> > > >>
> > > >>
> > > >> Outgoing mail scanned by Norton
> > > >>
> > > >>
> > > >>
> > >
> > >
> > >
> > >
> > > Outgoing mail scanned by Norton
> > >
> > >
> > >
> >
>
>
>
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