Barchart new cme change for ticks chart

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Phil Pw
Posts: 16
Joined: 03 Jul 2009

Barchart new cme change for ticks chart

Postby Phil Pw » 08 Oct 2009

Hi everybody,

I don't what to say bad thing about Barchart. It's seem on my side that the october 4 have pass and did have do the change for the CME new ticks counter. I have download and test for today and make the compatative between esignal, zenfire and barchart data. ANd for today. Zenfire and Esignal have more then the 2.5x more ticks then barchart. His there a problem with there datafeed. for me it give me some red flag on there data accuracy.

phil pw

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TJ
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Postby TJ » 08 Oct 2009

as of 10/4 CME has implemented a "Equity futures enhancement"

http://www.cmegroup.com/globex/files/Eq ... ements.pdf


see analysis in October 7th, 2009 issue:
http://blog.MD.com/


if the data supplier aggregates the feed, you will not see the increased tick count.

e.g. IB's tick count "looks" about the same to me between this week and last.

Phil Pw
Posts: 16
Joined: 03 Jul 2009

Postby Phil Pw » 08 Oct 2009

Thx TJ , but I already that. But Barchart have approx 134 000 tick and Zenfire 378000 and esignal 378000. Why barchart aren't have the same amount of tick then esignal and zenfire.

thx

phil pw


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