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Does anyone understand why the s&p e-mini data is so different on
tradestation 8 as compared to DTN or most other feeds. There are about twice
as many ticks with TS8. I compared DTN with TS8 for about a month and
counted the daily ticks using each. TS8 has between 1.9 and 2.1 times as
many ticks. (DTN seems to have the same amount of ticks as other feeds I
compared it to. Seems only tradestation has this double figure.) This factor
changes a bit everyday. Also, another annoying problem is that the ticks
received will change if you reload the charts, so a signal can disappear or
appear if you use tick charts. Not a problem with time based charts, but I
notice the volume per bar changes after a reload. I called tradestation and
they said a lot of different factors can cause this, which really didn't
help me solve the problem. I compared data with a friend who has a faster
internet connection and linked to the same tradestation server, but we both
got wrong tick counts in real time until we reloaded the data. Anyone have
any opinions on this? Do I scrap trying to use tick charts and go back to
minute based charts? I can't be reloading the data all day long.
Thanks for any input.
Doug
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