|
PureBytes Links
Trading Reference Links
|
Your sarcasm might have more bite if it were entirely true. In fact,
futures do not report trades identically to equities. If I do three trades
of 10 at the same price, it is reported as 30 contracts at the tick as if
it were one trade, while in equities 3 distinct trades would be reported.
Unhelpfully
DanG
At 02:00 PM 12/13/2000 -0500, you wrote:
>Mark,
>
>If you would have read the message and did a little more thinking than
>smart guy stuff , you would realize that Globex as an electronic trade
>does report Trade Size - or Volume. For example on one trade which is a
>tick, I trade 10 contracts. This would have a reported trade volume as
>10. As I am sure you already know - since you know all. It is the same as
>number of share is for equities in a reported trade. All of the equities
>do report the trade size.
>
>As usual, thanks for your un-help.
>
>John
>
>\
>At 01:38 PM 12/13/2000, Mark Brown wrote:
>>Hello John,
>>
>>well lets think about this - how many ticks would you expect to see on
>>a (here's a hint) "ONE" tick chart?
>>
>>JOR> If anyone is using DTN Sat connected to UMDS, could you tell me if
>>you see
>>JOR> trade volume in your tick files for Globex traded futures. I was on
>>the
>>JOR> phone with a friend and we looked at SP Mini ( @ES1H ) and all of the
>>JOR> tick volume = 1. DTN supports says he sees trade volume in Chameleon,
>>
>>
>>--
>>Best regards,
>> Mark Brown mailto:markbrown@xxxxxxxxxxxxx
>> Y = Offset + Amplitude * sin(Frequency * X)
>
>eGroups
>Sponsor<http://rd.yahoo.com/M=102308.1038796.2731130.908943/D=egroupmail/S=1700001779:N/A=466330/?http://www.yahoo.com>
>
>
>To unsubscribe from this group, send an email to:
>realtraders-unsubscribe@xxxxxxxxxxx
>
-------------------------- eGroups Sponsor -------------------------~-~>
Big News - eGroups is becoming Yahoo! Groups
Click here for more details:
http://click.egroups.com/1/10801/0/_/152424/_/976743726/
---------------------------------------------------------------------_->
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxx
|