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Howard,
Agreed. I'm familar with the 'organized chaos' on
the floor...lol
I DO rely on official posted prices...my only minor concern
was that...believe it or not...1-3 tick margin of error for my methodology on
spoos (which trades approximately 9-14 times per month)--that margin of error
ocassionally messes with my entry stop/limit order by up to 2 ticks if the
T&S that I use to calculate numbers if off for the particular time periods I
mentioned--per my contingency orders at 9:41am EST.
Not a HUGE deal...but I'm a 'math' head...and it just irks me
a bit from time to time.
Again...thanks for the information...I have to 'live' with the
errant tick entry via T&S...but I don't have to like it!
steven
<BLOCKQUOTE
style="PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid">
-----Original Message-----From:
"Howard Hopkins" <<A
href="mailto:hehohop@xxxxxxxxxxx";>hehohop@xxxxxxxxxxx>To:
<<A
href="mailto:realtraders@xxxxxxxxxxx";>realtraders@xxxxxxxxxxx>Date:
Thursday, November 23, 2000 12:24 PMSubject: Re: [RT] Time and
Sales...Steven,Someone on the forum may have
better info than myself but when I was at the CME in July my broker showed
the me inner workings of the pit.As far as time and sales goes there
is a desk next to the pit that looks over the pit. ONE guy records
trades and disseminates the time sales data. So what I'm saying is
that the CME data would be the first distributed and the official prices
posted. In regards to accuracy, one guy cannot possibly see the
actual sequence of all trades occurring between several hundred
participants.Hope this helps,Howard>From:
"Steven Schroeder" <<A
href="mailto:sgs33@xxxxxxxx";>sgs33@xxxxxxxx>>Reply-To: <A
href="mailto:realtraders@xxxxxxxxxxx";>realtraders@xxxxxxxxxxx>To:
<<A
href="mailto:realtraders@xxxxxxxxxxx";>realtraders@xxxxxxxxxxx>>Subject:
Re: [RT] Time and Sales...>Date: Thu, 23 Nov 2000 11:32:25
-0500>>Howard,>>Double checking CME's sp00z time
and sales highest high and lowest low from >15:50-16:15 each day//and
the official settle price//and CME's sp00z time >and sales highest high
and lowest low from 9:30-9:40 EST each day//and >official
open.>>I have time and sales from two data sources as
well...just wondered if >their was a source as reliable and QUICKER
than CME as I don't care to >pester my broker when I put in contingency
orders every day at 9:41am
>EST...>>steven> -----Original
Message-----> From: "Howard Hopkins" <<A
href="mailto:hehohop@xxxxxxxxxxx";>hehohop@xxxxxxxxxxx>>
To: <<A
href="mailto:realtraders@xxxxxxxxxxx";>realtraders@xxxxxxxxxxx>>
Date: Thursday, November 23, 2000 11:27 AM> Subject: Re:
[RT] Time and Sales...>>>
Steven,>> What is you're reason for checking?
A disputed fill price?>>
Howard>>> >From: "Steven Schroeder" <<A
href="mailto:sgs33@xxxxxxxx";>sgs33@xxxxxxxx>>
>Reply-To: <A
href="mailto:realtraders@xxxxxxxxxxx";>realtraders@xxxxxxxxxxx>
>To: <<A
href="mailto:realtraders@xxxxxxxxxxx";>realtraders@xxxxxxxxxxx>>
>Subject: [RT] Time and Sales...> >Date: Mon, 20 Nov
2000 16:47:20 -0500> >>
>Realtrader's...> >> >Anyone
know any other sites rather than CME's T&S site that
are> >reliable...for big spoos...doing some double
checking...or is that> >redundant?>
>> >steven>>
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