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On Mon, May 03, 2004 at 4:59:14AM -0700, Bob R wrote:
> 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 your DTN Sat feed still have the same tick counts for the emini
that it had prior to May 3? I'm using TS 4/Dynastore, and starting
Mon, May 3 my emini ES tick counts increased dramatically; from
roughly 70K to roughly 200K. Did anything change at that time for
you folks using Global Server?
> 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?
Since nothing has changed in TS 4 or Dynastore, the change is because
of something upstream, either at DTN or wherever they're getting the
data from.
> Am considering the implications of this when using tickbar charts
> in TS.
Gotta increase the number of ticks per bar, that's for sure.
In TS 4 at least, it makes it tough to do the longer-term bars,
since there's a limit of 16K ticks per bar.
Jim
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