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I may be mistaken, but according to CBOT site, that "next few weeks"
should have been yesterday (24-Nov-2003):
http://www.cbot.com/cbot/ecbot/page/0,2936,305,00.html
Regards, M
Chris Cheatham wrote:
>
> the bad cbot volume is a known issue at the exchange. it is supposed to be
> fixed in the next few weeks when cbot switches to its new quote setup, tat
> will broadcast every tick with correct volume.
>
> chris
>
> there is doc. of this on th esig website.
> ----- Original Message -----
> From: "MT" <mtzianos@xxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Monday, November 24, 2003 5:33 PM
> Subject: CBOT times and sales
>
> > My time and sales of CBOT markets (by eSignal) seem bogus as far as
> > trade volume is concerned. Supposedly the "old" a/c/e problems would be
> > solved with the new eCBOT system. Will we have to wait for Eurex-US to
> > have it right?...
> >
> > Could someone trading CBOT markets (ZN, YM etc) confirm they're getting
> > correct tradesize volume in their time&sales? Please feel free to email
> > me to compare notes.
> >
> > Thanks, M
> >
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