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Sampling could be deadly for scalpers however....
and sidetick omission logic makes much more sense...
> -----Original Message-----
> From: Liam [mailto:liam@xxxxxxxxxxxxxxxxx]
> Sent: Saturday, February 19, 2005 1:32 PM
> To: mar.ko@xxxxxxxxxxx
> Subject: Re: IB datafeed to TS2k-missing ticks : WHICH ONES ??
>
>
> I have been led to believe (an easy 1st challenge for beginning burro
> wranglers)that it is a sampling process intentional designed to reduce
> bandwidth overhead. It does appear to allow reasonably current pricing
> in fast markets.
>
> L
>
> Mark Simms wrote:
> > 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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