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Could this be the problem? Under GlobalServer, click Tools - Options -
Data (tab) - uncheck "Store redundant real-time Bids/Asks"?
Best Regards,
Mike
Jimmy wrote:
This has come up before and I have never heard anyone say absolutely
what it is but I have always thought that what Mark is saying is
probably correct. If they are generally double what else can it be?
It makes no sense. A trade always has two sides no matter if it is
you and I on either side or in the case of stocks you and a market
maker. But why would that one trade be two ticks. Why post two
trades when only one happened. You can't have a trade without two
sides and only one price. Got me.
Jimmy
Monday, July 5, 2004, 9:57:48 PM, you wrote:
MS> Strictly CONVENTION.
MS> It's goes all the way back to the definition of a TICK:
MS> UPTICK, DOWNTICK, SIDETICK.
MS> At each tick, there is a BUY <<and>> a SELL.
MS> One convention would say 33,650 TICKS for the day; another 67,300.
MS> No big deal. Who's "right" ? NEITHER !
MS> Should it be CONSISTENT and STANDARDIZED ?
MS> <<< OF COURSE. >>>
MS> STILL: the....
MS> 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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