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Chris
The only effect I can see on tick bars which I would anticipate seeing fewer
bars. Volume bars might be effected on a program by program basis as many
charting programs do not calculate these properly.
Jerry
-----Original Message-----
From: Chris Cheatham [mailto:chris@xxxxxxxxxxxxxxxxxx]
Sent: Saturday, December 17, 2005 8:26 AM
To: Omega List
Subject: CME Tick Aggregation
Anyone know what to expect from the new CME tick aggregation?
Chris
http://www.cme.com/trading/get/sup/glxnews2825.html#M6
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