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This is about ER2 vol, but not about the move. What it is about is the
"apparent" very low vol I'm seeing here since the switch to Sep contract.
2nd item is about the missing ticks that should be accumulating in
GlobalServer, but are not.
I'd guess the two issues are the same one or related.
Possible that some Registry setting (Win2K) has changed which is telling
MetaServerRT to filter more than half the trades.
Tools are:
TWS feeding the API for Bracket Trader and MetaServerRT converts the IB
data to suit GlobalServer.
I see 3 times as many trades taking place (watching them in
BracketTrader)as get stored in GlobalServer and which appear on a tick
chart in TS2ki.
The first 4 days this week show no more than 4K data points in
GlobalServer along with numerous gaps for 2-4 sec ... even in the first
minute of the open ... where no data is stored. Yet, normal trade rates
are showing in TWS and BracketTrader.
Thoughts and ideas warmly received.
Liam
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