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using quote.com & DynaStore I received 5859 ticks on July 3rd. I enclose some old tick count comparisons:
Date sent: Wed, 12 Jan 2000 14:42:53 +0100 From: "hans esser" > To: omega-list@xxxxxxxxxx Subject: tick counts comparison on SP h0
On SP h0 ( day session only) I have very low numbers on daily numbers of ticks coming in from DBC via EUTELSAT:
|| for comparison [inserted into || quote.com Hans' e-mail] || dynastore 1/11 2528 || 4481 1/10 2557 || 4080 1/7 2452 || 3820 1/6 2434 || 3938 1/5 2398 I dont think that these numbers can be correct - what do others have ? DAY SESSION ONLY ! From: "Andy" > Subject: Re: tick counts comparison on SP h0 1/11 DSp0H 4017 ticks on BMI cable 1/10 4096 1/07 3545 1/06 3577 1/05 3673 From: "ROBERT ROESKE" > Subject: Re: tick counts comparison on SP h0 DSP0H BMI satellite realtime, in so calif, usa 1/11 4133 ticks 1/10 4168 From: Randy > Subject: Re: tick counts comparison on SP h0 SPH0 for 1/11/00 on DTN shows 4463 ticks. From: tradejacker@xxxxxxxxxxxx Subject: Re: tick counts comparison on SP h0 1/11 4465 1/10 4201 1/07 3832 1/06 4027 1/05 4065 From: "JHP" > Subject: Re: tick counts comparison on SP h0 Ticks from BMI cable on C-SPAN in San Francisco: 1/11 4456 1/10 4184 1/07 3833 1/06 3700 1/05 3927 From: "Carroll Slemaker" > Subject: Re: tick counts comparison on SP h0 >From BMI/cable for DSP0H (RTH only - no Globex): 1/5: 4066 1/6: 4027 1/7: 3819 1/10: 4177 1/11: 4464
From: "Lawrence Chan" > Subject: Re: tick counts comparison on SP h0 the # of ticks from BMI for futures, especially sp, is almost always very close to the time & sales count. they specially made the the sp symbol to have precedence over other symbols such that they get less complains (I was one of those who keep calling).
the problem lies more in the stocks as the bmi feed including the sat version, cable version, etc. usually has 1/4 of the ticks lost in space for the busy stocks ... thus the volume total is wrong, so is the tick count ... and that % lost is consistent with the calculation I posted earlier about the bandwidth capacity bottleneck.
IF BMI is listening - all they have to do is to drop all the news items, all the option data (it is almost useless now as they strip 90% of the option data already) and the feed will be able to handle the current mkt condition. BUT in a few yrs, I can't imagine that they can still keep up...
-Lawrence Chan a user of signal FM then signal cable then BMI sat for yrs ...
Date sent: Thu, 16 Dec 1999 17:24:47 -0800 (PST) From: Larry Wright > To: Omega List > Subject: Tick count survey results
Well, I've waited for reports on tick counts, and only a few came in despite repeated requests, so the report will be a bit sketchy.
12/10/99 tick counts:
SP full(incl nite) Quote.com + dynastore 5831 BMI Cable 5562 - 5784
SP day only official T&S count 4327 BMI Cable 3982 Tenfore Europe 3147 Signal Cable 2026
ES Quote.com + dynastore 17990 BMI Cable 16900 - 17900 Omega FTP data 13225 Tenfore Europe 11936 Signal Cable 8204
12/13/99 tick counts:
ES official T&S count 13883 Signal Cable 9161
Tentative conclusions, based on the above and other data (and I invite your comments on these):
Signal Cable has been degrading over the last two months and is now almost useless to trade futures. Some days have less than *half* the real ticks. The actual number of ticks filtered by Signal varies considerably from day to day, so even the *ratio* of Signal/real ticks varies a lot.
It would seem that very few people use eSignal for futures. It was like pulling teeth to get even one response :-). With so little data, the question of filtering of eSignal ticks is STILL open. If some of you would like to volunteer to get eSignal tick counts for a particular day(or 2), please let me know and we can then do a better comparison, and perhaps settle this question.
Quote.com looks like a very good alternative to BMI for futures. (Competition at last! :-).
Some other ideas (and I invite your comments on these as well):
Folks using BMI or Signal Cable might want to check ticks for selected high-volume stocks and do a similar comparison. Might be veeerrryyy interesting...
Judging from the survey responses, almost everyone uses BMI - it seems they get subscribers no matter what they do, or don't. There have been complaints on trading lists about BMI, particularly since taken over by DBC. In one discussion thread, someone wondered why people would stay with BMI. Perhaps it is the least miserable choice of a bad lot, and they can get away with "take it or leave it".
Any other comments from you folks?
Larry
Date sent: Tue, 4 Jul 2000 17:59:37 +0200 From: "ted stampeen" To: Subject: TICK COUNT
> HI all, > I'm currently using DBC-sat-feed real time, I know they > are slow, but I'm wondering just by how much. > > I'm trading the e-mini, so I was wondering if someone here, using another > feed , wouldn't mind telling me on average how many ticks > they receive for the day session e-mini (sp)and bonds. > > thanks in advance for your time. > > Ted >
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