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Some charting programs actually do calculate volume bars properly without tossing away contracts from a tick when a bar is complete. So hopefully those will be unaffected.
Jerry
-------------- Original message ----------------------
From: "Chris Cheatham" <chris@xxxxxxxxxxxxxxxxxx>
> I actually am happy about it. Tick volume has been a huge pain for me the
> last year or so. I've been after TS for months to institute "only update on
> price change" options for charting." Something had to be done. TS recognized
> it, and I guess CME did too.
>
> My guess is that tick charts will have fewer ticks, and that volume charts
> will be less "perfect," i.e., more instances of overbar vol totals. The
> really interesting question is if volume on minute-based charts will remain
> correct. I guess "no," as I don't know how some doens't get collected and
> spit out after the new bar starts. We'll soon find out.
>
> Best,
> Chris
>
>
>
> ----- Original Message -----
> From: "Phil Bailey" <baileyp@xxxxxxxxxxx>
> To: "'Chris Cheatham'" <chris@xxxxxxxxxxxxxxxxxx>; "'Omega List'"
> <omega-list@xxxxxxxxxx>
> Sent: Saturday, December 17, 2005 6:40 PM
> Subject: RE: CME Tick Aggregation
>
>
> > Looks like they are trying to increase profit multiple times.
> > They now can 'delay' quotes until the bucket (as in 'bucket shop') is
> > filled.
> > Tic charts may have just become obsolete.
> >
> > On FOMC day, Esignal gave random quotes from 1:15pm to 2:00pm. Then their
> > affiliate
> > they own, Futures Source, went random and Esignal corrected until close.
> > If George Bush can do whatever he wants, I guess big money everywhere will
> > start doing
> > the same while he's still in power. Its all in the name of invisible
> > terrorists.
> > What a scam, the real terrorists are raping America's economy.
> >
> >
> >
> > > -----Original Message-----
> > > From: Chris Cheatham [mailto:chris@xxxxxxxxxxxxxxxxxx]
> > > Sent: Saturday, December 17, 2005 8:26 AM
> > > To: Omega List
> > > Subject: CME Tick Aggregation
> > >
> > > Anyone know what to expect from the new CME tick aggregation?
> > >
> > > Chris
> > >
> > > http://www.cme.com/trading/get/sup/glxnews2825.html#M6
> > >
> >
>
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