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Posts Made By:
LukeGeniol
Forum:
Brokers
May 17th, 2015, 05:42 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,778
Posted By
LukeGeniol
I do not know if the new transmission protocol of...
I do not know if the new transmission protocol of the CME is better or worse, but IMHO the raw tick, meant as each single trade, is the better date to have, regardless of the time's granularity. One...
Forum:
Brokers
May 6th, 2015, 03:18 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,778
Posted By
LukeGeniol
You can see the millisecond in Sierra Chart time...
You can see the millisecond in Sierra Chart time and sale too...
My bad you are right tick chart is constructed by the number of trades, while other bars are constructed by the tick as a...
Forum:
Brokers
May 6th, 2015, 11:54 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,778
Posted By
LukeGeniol
This will affect also the backtesting and also...
This will affect also the backtesting and also the indicators based on tick......Now they will have to be rethought.
Forum:
Brokers
May 6th, 2015, 10:47 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,778
Posted By
LukeGeniol
At this point that the data will not more based...
At this point that the data will not more based on tick but on time, and this is the microsecond, I'm curious to see how many trades will be made on the same microsecond....
Forum:
Brokers
May 6th, 2015, 10:30 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,778
Posted By
LukeGeniol
I hope and think that even if they...
I hope and think that even if they bundle/aggregate the consecutive trades at the same price they will keep bid/ask trades separated, in this case the delta calculation will not be affected.
Forum:
Brokers
May 6th, 2015, 04:33 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,778
Posted By
LukeGeniol
Granularity
I don't understand how this change will affect the granularity in term of timestamp, will this speed up the timestamp or decrease it?
Showing results 1 to 6 of 6
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