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At 05:00 PM 7/19/2004, Bob R wrote:
>Only issue I have now is getting twice the
>ticks of the CME....esignal never responded to my inquiries except with a
>boilerplate nonsensical answer, similar to the CME's, I.e. contact your
>datavendor, with the addition that their historical daily file contains all
>the trades, but it doesn't include volume tick by tick.
I got a call from someone at TradeStation the last time this came up. The person told me that the CME leaves out some ticks for some reason so the CME reported values are much less than the actual number of ticks reported by TradeStation and other vendors.
He was expecting a message from CME explaining this and said he would send it to me when he received it.
Bob Fulks
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