Re: [RT] TS8 tick volume today

["Pete Holt" <peteholt@xxxxxxx>]

Jan,

It would appear that your data feed changed the front month for the continuous contract from the December contract to the March contract today.  Usually that would occur tomorrow or on the Friday before expiration day. Each data feed constructs the continuous contract differently in order to drive us crazy and create the maximum amount of confusion.

Pete

 

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----- Original Message -----

From: JHP

To: RealTraders

Sent: Wednesday, December 08, 2004 5:14 PM

Subject: [RT] TS8 tick volume today

How do you explain the following:
Today, for
- @EC contin. contract, 18,440 ticks from 7:20 to 14:00 CT
- ECH05 - the same
- ECZ04 - 32,200 ticks

Jan Philipp

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