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Re: [RT] Tick Data Discrepancies



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And would you believe 37,288 QQQ ticks on the DTN new 
satellite receiver?
 
BobR
<BLOCKQUOTE 
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
  ----- Original Message ----- 
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
  jdfo 
  To: <A 
  href="mailto:realtraders@xxxxxxxxxxx"; 
  title=realtraders@xxxxxxxxxxx>realtraders 
  Cc: <A 
  href="mailto:omega-list@xxxxxxxxxx"; 
  title=omega-list@xxxxxxxxxx>omega-list@xxxxxxxxxx 
  Sent: Wednesday, January 03, 2001 7:19 
  AM
  Subject: [RT] Tick Data 
  Discrepancies
  
    The amount of tick data received in a 
  trading day (and thus the accuracy of any trading model) varies to such 
  extremes, depending on the source and method of receipt, its a wonder anyone 
  gets correct signals.
  For example, in yesterday's trading of the NASDAQ 
  100 Index, (QQQ), I received from e-signal, 10,895 points of data using a 
  standard modem.  My home computer downloading from Omega's HistoryBank 
  recorded 10,300 points of data. An associate using a cable modem and receiving 
  data from BMI recorded 9,800 points, while a trading concern we work with 
  using a T1 line recorded 30,000 points of data on QQQ using e-signal. Quite a 
  difference. 
    FWIW.
   
  JohnTo 
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