Trading the SPOOs with Patrick Slevin! Message Board

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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin!

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To: Patrick Slevin who wrote (2083)	12/22/1999 3:08:00 PM
From: Dave Markley	Read Replies (3) of 7434

Patrick, when u leave filter off on T & S notice that the trades are all reading 1. Vol at B/A is prob. accurate but appears they filter out actual trade vol for the great unwashed. For yesterday. Put up 15 min ES & count the volume for each bar which is 13,548.(not including Globex but that would be miniscule compared to daily) Put up daily chart & vol reads 44,439 which matches to CME #'s for yesterday. cme.com. So appears that when Q gets the "Daily" update (after mkt close) from Comstock it has current daily estimated volume. The actual volume is obviously there in the feed somewhere...we are just not getting it intraday! Index breadth indicators. Don't know if any data service provides the #'s already summarized? Maybe this could be collected in TS or excell & run as custom study?? But I think it would be very useful to watch specific breadth & chart indicators for SP500 rather than NYSE which only correlates in a general way. Squawk is a audio app (just like real player) and runs without hooking anything up, assuming u have sound card & speakers. Have u tried Trade Tones free app for Q.? It's kinda neat.

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