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I couldn't agree more, but I seriously doubt they are going to change
anything back for just a few weeks. The good news is that the
new "real" cbot quote system is coming on line very soon.
Chris
--- In realtraders@xxxxxxxxxxxxxxx, MT <mj171@xxxx> wrote:
> Hi List,
>
> eSignal has been stripping volume data (ie tradesize=0 on all trade
> quotes, while it reports size on bid/ask quotes) from all CBOT a/c/e
> traded instruments (e.g. Dow emini YM, bonds etc) since mid-October.
>
> This change invalidates all volume studies, makes tick-volume charts
> useless etc.
>
> eSignal reported it's doing so, because CBOT a/c/e is transmitting
> "wrong" volume data (background: in the a/c/e/ system trade-volume
size
> reported per trade quote does not correspond to an individual
trade, due
> to a/c/e "netting" system). Well, the CBOT a/c/e engine has been
working
> the same way since its first day. eSignal announced it'll wait for
the
> CBOT's "new" system (based on LIFFE's engine, no dates yet) that
will
> report every trade (like Globex does), before it resumes
transmitting
> volume. That will take months...
>
> While I have publicly appraised eSignal for its improvement in many
> aspects over the last 1.5year, I think this particular decision to
> remove volume is absolutely wrong and very alarming about their
decision
> making process on such crucial issues. Professional traders have
enough
> problems to deal with nowadays, without this kind of quote vendors'
> "help".
>
> eSignal should asap start reporting the volume data exactly as it is
> transmitted by the CBOT exchange, as esignal was doing until mid-
Oct.
> And let the trader decide if its "wrong" and whether to use it or
not!
>
> If you're an eSignal subscriber and trade any of those markets (Dow
YM,
> bonds etc) let them know. And if you trade Eurex markets beware,
because
> your volume is "wrong" (using the same definition) too and might
> disappear tomorrow!
>
> Regards,
>
> MT
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