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IB sends size with the last on their work station, but I don't know if their
data can be accessed for charting. Their data runs a second or two ahead of
DTN sat feed. If anyone knows how to chart the data stream IB sends out,
PLEASE SHARE. <G>
Michael
----- Original Message -----
From: "John O. Romero" <jromero@xxxxxxxxx>
To: "List RealTradersList" <REALTRADERS@xxxxxxxxxxx>; "List OmegaList"
<omega-list@xxxxxxxxxx>
Sent: Thursday, December 14, 2000 11:00
Subject: [RT] DTN and Volume on Tick data
> To all,
>
> The short answer is YES - CME does send out the individual transaction /
> Trade volume for each tick.
>
>
> long answer -
>
> I spoke with a friend who has BMI Cable (not a reliable vendor but), and
he
> viewed his data and saw the individual transaction volume on each tick in
> his files. We then did a 3 way call to BMI support and they confirmed
they
> do send each transaction / trade volume on each tick / transaction. To
go
> one step further, I called to the CME directly today and made my way to a
> person who supports the data / quote vendors. She stated the same
> thing. They do send Volume (or trade size) on each tick / trade for all
of
> the Globex / electronic symbols / products they provide (Example -
> eMini ES1H). A phone call to DTN to inform them of what I found out and
> they are checking into it. I provided them with the name and phone # of
> the CME Vendor support person and I will follow up with an update when I
hear.
>
> John
>
>
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxx
>
>
>
>
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