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Re: CME Tick Aggregation

To: "OmegaList" <omega-list@xxxxxxxxxx>
Subject: Re: CME Tick Aggregation
From: "Eric Svendsen" <esvendsen@xxxxxxxx>
Date: Sat, 17 Dec 2005 10:17:50 -0800
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I think this is a big deal for the tape readers.

It will change TickBar calibrations too.

The number and the size of the trades,
differentiates the type of traders entering the market.

The loss of information is always a bad thing.

Eric

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Follow-Ups:
- Re: CME Tick Aggregation
  - From: mike ball

References:
- CME Tick Aggregation
  - From: Chris Cheatham

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