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

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To: Patrick Slevin who wrote (2132)12/23/1999 12:15:00 AM
From: Dave Markley  Read Replies (2) of 7434
 
RE Emini vol. No double counting like naz. From the CME site they have yesterday's (12/21) volume for SPH0 at 68,463 and the Q "Daily" Bar has it as 63,049. CME site for settlement prices of all contracts: cme.com

I'm pretty sure all we are getting is tick vol (same as SPOO) for Emini. Seem to recall reading last yr on CME site that if u sign up for direct access to a Globex terminal, which private traders can do, then u can see the actual volume #'s.

Would be interesting to contact CME & ask them why they are not making data available to their vendors. But i guess we already know answer to that one! I Hate oligopolies. Eventually etrading will complete the democratization process wresting final control of the information and pit trading from the myopic monopolist.
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