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To: Compadre who wrote (1915)12/1/1999 11:58:00 PM
From: Gersh Avery  Read Replies (1) | Respond to of 11513
 
Jamie ..

You were looking at the wrong day. You should have been looking at 11/30 instead of 12/1 ..

Quote has a low of the bar in question of 1388.25.

Your order in question 11:57 bar had a high of 1402 and a low of 1401.25. Market entry for a buy would be 1401.5



To: Compadre who wrote (1915)12/2/1999 12:05:00 AM
From: Vitas  Read Replies (2) | Respond to of 11513
 
>>>The point is that we are using Quote.com data in this contest.<<<

correct

They do not have t&s for the evening session (at least not at the freebie site), so what are we going to do - use a random number generator?

We go to the original source of the data - where the contracts are traded. Quote.com is a secondary source we use for convenience during the day.

The data at The Chicago Mercantile Exchange - cme.com is
expressed in Central Standard Time (or central daylight or whatever -
they are an hour behind).

For the first trade at 1404.25 at 10:36 EST look to 9:36 CST.

The text data at:

cme.com

is only there for one day.

There is another place at the site with historic zip files.

Vitas



To: Compadre who wrote (1915)12/2/1999 12:26:00 AM
From: Bull RidaH  Read Replies (2) | Respond to of 11513
 
Jamie,

This is data from the CME time and sales site that shows trades above 1404.00 on the emini:

99-12 12/01/99 10:10:07 0140425
99-12 12/01/99 10:10:07 0140425
99-12 12/01/99 10:10:09 0140425
99-12 12/01/99 10:10:11 0140425
99-12 12/01/99 10:10:12 0140425

My personal time and sales data via satellite confirms the same thing. CME's time and sales is correct. (If you can't rely on their data... Whose can ya? <g>)

Part of the problem in reconciling the two is that the cme time and sales is displayed in central time, and the quote.com in eastern time.

Regards,

David



To: Compadre who wrote (1915)12/2/1999 12:34:00 AM
From: Vitas  Read Replies (1) | Respond to of 11513
 
Files are available at:

ftp://ftp.cme.com/pub/gtime/

for the current month

previous months are also there somewhere

after unzipping it is the .iom file

you can open it in Excel using the following as a guideline:

ftp://ftp.cme.com/pub/gtime/_layout.txt

You should be able to solve your problem with the information there.

Vitas




To: Compadre who wrote (1915)12/2/1999 12:56:00 AM
From: Gersh Avery  Read Replies (1) | Respond to of 11513
 
Don't know where you got those numbers from .. but when I look at quote I show the same time and sales for the 1404 and 1404.25.

The one minuet time bars also show highs for the 11:09 and 11:10 bars being 1404.25

who knows ..

OK .. now going to sleep for a couple of hours so that I can write a server program ..

seeya



To: Compadre who wrote (1915)12/3/1999 1:04:00 PM
From: Magnatizer  Read Replies (1) | Respond to of 11513
 
jamie

how did you get the T&S off quote.com... when i go to T&S it gives me indu data.

thanks
david