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I agree 100%. ACE now accounts for close to 50% of total bond volume and,
unlike sampled trade reports from the pit entered by the pit reporter, the
real-time feed on ACE includes all trades along with size. ACE has been my
preferred data (over pit) for several months now. Also, I can watch real
volume bars and volume studies in any time frame. Those who execute trades
in the pit need to be cognizant of the fact that pit trade pivots frequently
overrun ACE trade pivots by a tick.
Earl
----- Original Message -----
From: "Chris Cheatham" <chrischeatham@xxxxxxxxx>
To: "MedianLine" <MedianLine@xxxxxxxxxxxxxxx>; "RealTraders"
<realtraders@xxxxxxxxxxxxxxx>
Sent: Saturday, February 02, 2002 8:52 AM
Subject: [RT] cbot bond/note data
I have been playing around with the idea of beginning to only chart ACE data
for short term bond/note charts. There is plenty of volume now, and it
solves the problem of out-of-order ticks when prices move quickly, i.e. the
pit reporting is not as fast as ACE. Also, prices seem more orderly, less
stop runs, etc. Anyone have any thoughts?
Thanks,
Chris
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