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I have been receiving wrong trade size for CBOT markets (via eSignal,
but I am pretty sure it's NOT eSignal's fault) for MONTHS.
Can someone verify that trade size of e.g. CBOT notes via other feeds is
also wrong? If so, how can a major exchange get away with this kind of
crap, in our date and time, is beyond my comprehension.
Regards, M
PS: I've reported on this same issue 2 weeks ago. Since that time,
mini-Dow (YM) volume seems to have been fixed, but the rest not...
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