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OK, I've looked at Mark's .txt files for dtn and cqg and the additional
Upticks and Downticks are more than dtn, but not so much more that it would
be caused by including bid/ask ticks. A few other dtn users say they are
getting counts within a few hundred of what the cme gets, so the cqg counts
remain a mystery.
bobr
----- Original Message -----
From: "Mark Brown" <markbrown@xxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, August 09, 2002 11:03 AM
Subject: Re[4]: Tick Counting Nut's Dream
> Hello BobR,
>
> funny you should ask that, i thought the same so i created a second
> symbol for day only emini sp and left out the bid ask, only giving the
> last as price input. it looks the same, it is interesting that ticks
> aside the cqg gave 477 minutes of trading vs about 430 for the others.
>
> B> Are you using DDE to get at the CQG data? It is possible that the
> B> strobing signal is strobing the ES last when it changes and also
> B> when the bid or ask change. I had a similar problem when strobing
> B> emini data out of Chamelon into MetaServer via DDE.
>
>
>
> --
> Best regards,
> Mark mailto:markbrown@xxxxxxxxxxxxx
>
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