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PureBytes Links
Trading Reference Links
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http://www.cme.com/html.wrap/wrappedpages/historical/globex_time_and_sales/ES04-09.html
They have only the most recently completed day. I am using something
called Edit Pad to get the count by doing a copy and paste. Placing
the mouse cursor at the last row provides the row count in the
information bar below the last row.
See http://www.jgsoft.com for Edit Pad.
The last line shows the row count of 33650. Each row is one tick.
Strangely, both esignal and TS7(8) give readings twice that of the
CME. This has been true ever since I switched from dtn sat to esignal
dsl in Dec 2003. DTN compared with CME then. Perhaps someone could
provide dtn's Friday day session reading from their GS. Just do edit
1 tick and subtract the row # at 0930AM ET from that at 1615PM ET.
What I don't know is if esignal and TS are correct and the CME count
is wrong......? We assume their reading is gospel, but who knows,
maybe they are wrong, seems impossible. Any explanations out there?
BobRA
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CME day sess 70204.gif
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