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We didn't have the empirical tick truth to begin with so this will not make a difference.
Just a variation on a theme of mismatched tick information served up from the CME.
Mike
----- Original Message ----
From: Eric Svendsen <esvendsen@xxxxxxxx>
To: OmegaList <omega-list@xxxxxxxxxx>
Sent: Saturday, December 17, 2005 10:17:50 AM
Subject: Re: CME Tick Aggregation
I think this is a big deal for the tape readers.
It will change TickBar calibrations too.
The number and the size of the trades,
differentiates the type of traders entering the market.
The loss of information is always a bad thing.
Eric
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