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Does anyone know the LOGIC behind the "missing ticks"...I've asked them: no
response.
I've asked others: no one knows for sure.
Logically, I would have thought that "side-ticks" would be dropped....
and that the missing volumes would be "stuffed" into the last tick before
an uptick or downtick.
> -----Original Message-----
> From: Abhijit Dey [mailto:omegalist@xxxxxxxxxx]
> Sent: Saturday, February 19, 2005 12:06 AM
> To: omega-list@xxxxxxxxxx
> Subject: Re: IB datafeed to TS2k
>
>
> Good to see a lot of people warming up to the IB feed - I have always
> found IB feed to be excellent. Just one caveat - remember you miss ticks
> - and I mean it. It's specifically evident on swing high / swing lows...
> say for example you are watching ER2 making a bottom, with 2 bars having
> a low of 629.00. Don't move your stop to 628.90 - the next bar may not
> ever report a tick at 628.90, but you would probably get filled.
>
> It might be unacceptable to some, and I understand. I guess I have just
> become used to it's quirks, and it works for me fine.
>
> Abhijit
>
>
> Phil Bailey wrote:
>
> >But the IB data feed is very clean direct exchange data gated every .2
> >seconds (approx) which gives clean signals that don't
> >bog your modem/charts down on data dumps (market turns). I wish Esignal's
> >data was gated like IB's as they can really dump ES emini data on you
> >when the market turns no matter what your Hardware/software capabilities
> >are.
> >
> >
>
>
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