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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin!
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To: Patrick Slevin who wrote (2146)12/23/1999 8:00:00 AM
From: Matthew L. Jones  Read Replies (1) of 7434
 
Patrick,

I have two different vendors-- Q-Charts and Interquote. Both use different providers (S&P Comstock and PC Quote). I also get bid size and ask size. I just don't get size reflected in "trade" as it goes by on T&S. One can make an educated guess based on the size of the inside market, but that's all it is. By the way, I pay exchange fees on one, Q-Charts gives me free E-mini R/T data (I think CME doesn't charge a fee for the e-mini to promote it's trading). Matt
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