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Because of the improved matching, we are seeing less erroneous data, the semi-frequent "impossible" tick, amongst other related issues.
Which IMHO, is a good thing.
The indicators off the latest build of TS that I'm running are still calculating the same as they always have. NO CHANGE,
and for my intraday Nq e-mini trading I use nothing but ticks charts.
Now that we are getting more precise data, I can drop my tick bars from 133 or 100, down to say 25tick, as I've
already done. I get, much cleaner and concise charts.
This has been my experience anyway.
mike
----- Original Message ----
From: Phil Bailey <baileyp@xxxxxxxxxxx>
To: Omega <omega-list@xxxxxxxxxx>
Sent: Friday, December 30, 2005 1:34:41 PM
Subject: RE: RE: CME Tick Aggregation
It will never change. Its almost like big SP now.
Packet size can always match demand. Variable tics!!
Their best attempt yet, and this one is legal.
Wait til the big boys get back from holidays.
By the time the indicator starts turning, the move is over and start another
2+ hour wait, lol.
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