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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 (2191)12/23/1999 11:21:00 AM
From: Patrick Slevin  Read Replies (1) | Respond to of 7434
 
Mea Culpa

Message 12368809

I do think the Mini numbers are inflated by Globex because the Mini is always traded on Globex, to the best of my recollection.

Which obviously has not been very good of late.



To: Dave Markley who wrote (2191)12/28/1999 3:26:00 PM
From: Patrick Slevin  Read Replies (2) | Respond to of 7434
 
Gee, I hate to start this again, but

I noticed a bad Tick on the E-Mini just as I was walking out the door so I naturally tried to fix it. Not on QCharts, another program.

So of course, there was volume next to the tick I was editing. Today had low volume but here is some volume from 12/23, roughly mid-day. I don't have the time to analyze what's going on, but these have to be trades, not size.

12/23/1999, 12:08, 1478.500000, 21
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.250000, 1
12/23/1999, 12:08, 1478.500000, 6
12/23/1999, 12:08, 1478.500000, 5
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.750000, 23
12/23/1999, 12:08, 1479.000000, 22
12/23/1999, 12:08, 1479.000000, 1
12/23/1999, 12:08, 1479.000000, 7
12/23/1999, 12:08, 1478.750000, 7
12/23/1999, 12:08, 1478.500000, 10
12/23/1999, 12:08, 1478.750000, 3
12/23/1999, 12:08, 1479.000000, 2
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.500000, 1
12/23/1999, 12:08, 1478.750000, 1
12/23/1999, 12:08, 1478.750000, 4
12/23/1999, 12:09, 1478.500000, 1
12/23/1999, 12:09, 1478.500000, 3
12/23/1999, 12:09, 1478.500000, 2

I have to look at it once again when I get back. Everyone convinced me I was wrong, so now I'm not sure what I'm looking at. It can't be size, however.