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Anyone figure out why the Global Server has twice the CME tick count for the
emini futures when fed by esignal? The dtn sat feed has tick counts
comparable to the CME. Does the double tick count occur only when receiving
the data in realtime, or does it also occur in an historical download with
the active X plugin? Is it because the CME is logging a buy and sell as one
trade one tick, whereas the globex data fed to data vendors reports it as
two trades or two ticks? Am considering the implications of this when using
tickbar charts in TS.
thanks,
bobra
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