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Re: CME Tick Aggregation



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well, vol and tick bars still show no change from before the cme change (other than the typical holiday slowdown), so i guess it's true about dtn/iqfeed using the cme itc feed...

T

If below is true and you use tick rather than volume or minute{s} surely the
answer is to switch to dtn iq?

Date: Mon, 19 Dec 2005 11:39:55 -0600
From: support@xxxxxxxxx
Subject: DTN Forums:
New message titled: CME Globex Data Aggregation
by DTN_Jay_Froscheiser on 12/19/05 at 11:39 AM.

Message: We did a little research to determine the impact of the
changes CME has published. It looks like the changes announced by CME
only effect their RLC feed. The ITC feed, which DTN currently uses is
not effected by the change. You shouldn't see any changes to the feed from DTN.

and

Message: From the official notifications we received from the
exchange, this change will not impact our feeds at all. CME has 2
(maybe more) types of feeds, RLC and ITC. We take the ITC feed, while
many others take the RLC feed. The RLC feed was the only one
mentioned in the notice from the exchange, so we don't anticipate any
changes on our side.