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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?


To: Dave Markley who wrote (2142)12/23/1999 5:45:00 AM
From: Matthew L. Jones  Respond to of 7434
 
I went back and reread the posts. I think I understand you guys...

my time and sales prints out size on bids and asks, but on sales every one prints a one lot, making tracking each individual sale impossible. If I traded a 4 lot between 9:45 and 9:50 CST, on a stock T&S, I could print out all sales and immediately see where mine went across the tape. If, however, every sales shows a one lot, I have no record. Kind of hard to make a cut and dried case against the CME or a member firm without T&S evidence, isn't it?

Matt



To: Dave Markley who wrote (2142)12/23/1999 7:29:00 AM
From: Patrick Slevin  Read Replies (1) | Respond to of 7434
 
At the bottom of this page, presuming I am reading it correctly, the SnP Volume is 43,012.

cme.com

"Curiouser, and curiouser"

Then here,

cme.com

The volume is 42,744

They do not break out the Mini from Globex, however. I don't think they can, easily. So the numbers you have from there probably include all 24 hours of trading. That number, from the above link, is 31,670.

I'm still baffled that most of you are getting single ticks while Hal and I get larger numbers. Do you pay for CME Access or are your SnP quotes delayed?