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PureBytes Links
Trading Reference Links
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To all,
The short answer is YES - CME does send out the individual transaction /
Trade volume for each tick.
long answer -
I spoke with a friend who has BMI Cable (not a reliable vendor but), and he
viewed his data and saw the individual transaction volume on each tick in
his files. We then did a 3 way call to BMI support and they confirmed they
do send each transaction / trade volume on each tick / transaction. To go
one step further, I called to the CME directly today and made my way to a
person who supports the data / quote vendors. She stated the same
thing. They do send Volume (or trade size) on each tick / trade for all of
the Globex / electronic symbols / products they provide (Example -
eMini ES1H). A phone call to DTN to inform them of what I found out and
they are checking into it. I provided them with the name and phone # of
the CME Vendor support person and I will follow up with an update when I hear.
John
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