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I actually am happy about it. Tick volume has been a huge pain for me the
last year or so. I've been after TS for months to institute "only update on
price change" options for charting." Something had to be done. TS recognized
it, and I guess CME did too.
My guess is that tick charts will have fewer ticks, and that volume charts
will be less "perfect," i.e., more instances of overbar vol totals. The
really interesting question is if volume on minute-based charts will remain
correct. I guess "no," as I don't know how some doens't get collected and
spit out after the new bar starts. We'll soon find out.
Best,
Chris
----- Original Message -----
From: "Phil Bailey" <baileyp@xxxxxxxxxxx>
To: "'Chris Cheatham'" <chris@xxxxxxxxxxxxxxxxxx>; "'Omega List'"
<omega-list@xxxxxxxxxx>
Sent: Saturday, December 17, 2005 6:40 PM
Subject: RE: CME Tick Aggregation
> Looks like they are trying to increase profit multiple times.
> They now can 'delay' quotes until the bucket (as in 'bucket shop') is
> filled.
> Tic charts may have just become obsolete.
>
> On FOMC day, Esignal gave random quotes from 1:15pm to 2:00pm. Then their
> affiliate
> they own, Futures Source, went random and Esignal corrected until close.
> If George Bush can do whatever he wants, I guess big money everywhere will
> start doing
> the same while he's still in power. Its all in the name of invisible
> terrorists.
> What a scam, the real terrorists are raping America's economy.
>
>
>
> > -----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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