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PureBytes Links
Trading Reference Links
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Strictly CONVENTION.
It's goes all the way back to the definition of a TICK:
UPTICK, DOWNTICK, SIDETICK.
At each tick, there is a BUY <<and>> a SELL.
One convention would say 33,650 TICKS for the day; another 67,300.
No big deal. Who's "right" ? NEITHER !
Should it be CONSISTENT and STANDARDIZED ?
<<< OF COURSE. >>>
STILL: the....
Wild, wild West...in Electronic trading.
> -----Original Message-----
> From: Bob R [mailto:bobrabcd@xxxxxxx]
> Sent: Monday, July 05, 2004 10:37 AM
> To: omega-list
> Subject: Tick count comparisons
>
>
> This is the CME link for ES tick history.
>
> http://www.cme.com/html.wrap/wrappedpages/historical/globex_time_a
> nd_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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