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 (2145)	12/23/1999 11:01:00 AM
From: Dave Markley	Read Replies (2) of 7434

The volume is 42,744. Yep...that's for March contract only. T& S. No don't pay for cme fees. T&S is recording the size at the best B/A but only records the size on trades as 1. But the chart increments the volume as it's ticking.(presumably tick vol)So maybe u are getting the actual volume(as cme subscriber) on trades in T & S but chart only updating tick vol?? Strange indeed!

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