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Hello Jimmy,
Traderware was the only program I know of the would build a bar from
any number of seconds chosen. Plus it would do multi data charts
using a mix of second, tick, minute etc. type bars and or ticks.
This can only be accomplished when you run your own ticker plant time
stamp every tick. Even then it is a lie when they stamp the tick time
because it is about impossible to send the data and receive the data
in the same instance.
However say if you were doing business with a clearing member and that
member had an office in the exchange building. Then you would be able
to have data within very few nanoseconds of it's creation. To
rebroadcast data from the exchange building would be the idea setup.
I am only aware of but a few who understand this and/or are taking
advantage of this best case scenario.
To expand the system further what a guy needs is to install a sonnet
ring between the major exchanges and then process the data and
broadcast via some other method than multi cast and preferably on
fiber rather than copper.
Otherwise don't play another man's game, use a larger time frame and
get away from the noise. Else ye be chopped up and eaten.
--
Best regards,
Mark Brown
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