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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 -----
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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