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

To: Patrick Slevin who wrote (2247)	12/28/1999 9:19:00 PM
From: SE	Read Replies (2) \| Respond to of 7434

Pat, Here is QC filtered out for trades only on the same time frame. Sure looks to me like you are getting trades......and I would assume the numbers are trades, but as you note, awfully thin on the FOMC day then. The data is not an exact match to trades, but it is very close. Actually, the more I think aobut it, the mini being all Globex the data should be an exact match. There should not even be a one second difference, should there? Maybe this isn't what I thought at first blush.....but it is close. Well, heck, who knows. One thing I do know, the volume on the emini chart adds up to the number of trades off of time and sales for the same time period....so the emini volume on the chart is not representative of trade volume, but only of number of trades. 12/28/99 10:33:34 1477.25 1 Trade 12/28/99 10:33:35 1477.25 1 Trade 12/28/99 10:33:37 1477 1 Trade 12/28/99 10:33:37 1477 1 Trade 12/28/99 10:33:37 1477 1 Trade 12/28/99 10:33:38 1477 1 Trade 12/28/99 10:33:40 1477 1 Trade 12/28/99 10:33:40 1477 1 Trade 12/28/99 10:33:47 1477 1 Trade 12/28/99 10:33:47 1477 1 Trade 12/28/99 10:33:51 1477.25 1 Trade 12/28/99 10:33:52 1477.25 1 Trade 12/28/99 10:33:53 1477.25 1 Trade 12/28/99 10:33:53 1477.25 1 Trade 12/28/99 10:33:53 1477.25 1 Trade 12/28/99 10:33:54 1477.25 1 Trade 12/28/99 10:33:56 1477.25 1 Trade 12/28/99 10:34:02 1477.5 1 Trade 12/28/99 10:34:03 1477.25 1 Trade 12/28/99 10:34:11 1477 1 Trade 12/28/99 10:34:11 1477 1 Trade 12/28/99 10:34:12 1477.25 1 Trade 12/28/99 10:34:13 1477.25 1 Trade 12/28/99 10:34:16 1477 1 Trade 12/28/99 10:34:17 1477.25 1 Trade 12/28/99 10:34:18 1477 1 Trade 12/28/99 10:34:19 1477 1 Trade 12/28/99 10:34:20 1476.75 1 Trade 12/28/99 10:34:20 1476.75 1 Trade 12/28/99 10:34:22 1476.75 1 Trade 12/28/99 10:34:22 1476.75 1 Trade 12/28/99 10:34:23 1476.75 1 Trade 12/28/99 10:34:23 1476.75 1 Trade 12/28/99 10:34:24 1476.75 1 Trade 12/28/99 10:34:26 1476.75 1 Trade 12/28/99 10:34:28 1476.75 1 Trade 12/28/99 10:34:28 1477 1 Trade 12/28/99 10:34:29 1476.75 1 Trade 12/28/99 10:34:33 1476.5 1 Trade 12/28/99 10:34:33 1476.75 1 Trade 12/28/99 10:34:33 1476.5 1 Trade 12/28/99 10:34:33 1476.75 1 Trade 12/28/99 10:34:34 1476.75 1 Trade 12/28/99 10:34:34 1476.75 1 Trade 12/28/99 10:34:34 1476.75 1 Trade 12/28/99 10:34:36 1476.75 1 Trade 12/28/99 10:34:36 1476.5 1 Trade 12/28/99 10:34:36 1476.5 1 Trade 12/28/99 10:34:39 1476.5 1 Trade 12/28/99 10:34:39 1476.5 1 Trade 12/28/99 10:34:39 1476.75 1 Trade 12/28/99 10:34:42 1476.5 1 Trade 12/28/99 10:34:42 1476.5 1 Trade 12/28/99 10:34:44 1476.5 1 Trade 12/28/99 10:34:48 1476.5 1 Trade 12/28/99 10:34:48 1476.5 1 Trade 12/28/99 10:34:48 1476.5 1 Trade 12/28/99 10:34:48 1476.5 1 Trade 12/28/99 10:34:48 1476.5 1 Trade 12/28/99 10:34:50 1476.5 1 Trade 12/28/99 10:34:50 1476.5 1 Trade 12/28/99 10:34:52 1476.25 1 Trade 12/28/99 10:34:53 1476.5 1 Trade 12/28/99 10:34:53 1476.5 1 Trade 12/28/99 10:34:53 1476.5 1 Trade 12/28/99 10:34:55 1476.5 1 Trade 12/28/99 10:34:55 1476.25 1 Trade 12/28/99 10:34:55 1476.25 1 Trade 12/28/99 10:34:55 1476.25 1 Trade 12/28/99 10:34:55 1476.25 1 Trade 12/28/99 10:34:56 1476.25 1 Trade 12/28/99 10:34:56 1476.25 1 Trade 12/28/99 10:34:56 1476.25 1 Trade 12/28/99 10:34:56 1476.25 1 Trade 12/28/99 10:34:57 1476.25 1 Trade 12/28/99 10:34:58 1476 1 Trade 12/28/99 10:34:58 1476 1 Trade 12/28/99 10:34:59 1476 1 Trade 12/28/99 10:34:59 1476 1 Trade 12/28/99 10:35:01 1476.25 1 Trade 12/28/99 10:35:01 1476.25 1 Trade 12/28/99 10:35:02 1476.25 1 Trade 12/28/99 10:35:02 1476.25 1 Trade 12/28/99 10:35:04 1476.25 1 Trade 12/28/99 10:35:09 1476.5 1 Trade 12/28/99 10:35:13 1476.5 1 Trade 12/28/99 10:35:16 1476.5 1 Trade 12/28/99 10:35:16 1476.5 1 Trade 12/28/99 10:35:17 1476.5 1 Trade 12/28/99 10:35:17 1476.75 1 Trade 12/28/99 10:35:18 1476.75 1 Trade 12/28/99 10:35:22 1476.75 1 Trade 12/28/99 10:35:23 1476.75 1 Trade 12/28/99 10:35:31 1476.75 1 Trade 12/28/99 10:35:33 1476.75 1 Trade 12/28/99 10:35:34 1476.75 1 Trade 12/28/99 10:35:34 1476.75 1 Trade 12/28/99 10:35:37 1476.75 1 Trade 12/28/99 10:35:38 1476.5 1 Trade 12/28/99 10:35:40 1476.75 1 Trade 12/28/99 10:35:43 1476.75 1 Trade 12/28/99 10:35:46 1477 1 Trade 12/28/99 10:35:49 1476.75 1 Trade 12/28/99 10:35:49 1476.75 1 Trade 12/28/99 10:35:50 1477 1 Trade 12/28/99 10:35:50 1476.75 1 Trade 12/28/99 10:35:51 1477 1 Trade 12/28/99 10:35:52 1477 1 Trade 12/28/99 10:35:52 1476.75 1 Trade 12/28/99 10:35:52 1476.75 1 Trade 12/28/99 10:35:58 1476.75 1 Trade 12/28/99 10:36:07 1476.75 1 Trade 12/28/99 10:36:12 1476.75 1 Trade 12/28/99 10:36:13 1477 1 Trade 12/28/99 10:36:14 1476.75 1 Trade 12/28/99 10:36:17 1476.75 1 Trade 12/28/99 10:36:17 1476.75 1 Trade 12/28/99 10:36:21 1477 1 Trade 12/28/99 10:36:21 1476.75 1 Trade 12/28/99 10:36:29 1477 1 Trade 12/28/99 10:36:34 1477 1 Trade 12/28/99 10:36:41 1477 1 Trade 12/28/99 10:36:45 1477 1 Trade 12/28/99 10:36:46 1477 1 Trade 12/28/99 10:36:49 1477 1 Trade 12/28/99 10:36:52 1477 1 Trade 12/28/99 10:37:01 1477 1 Trade 12/28/99 10:37:02 1477.25 1 Trade 12/28/99 10:37:03 1477 1 Trade 12/28/99 10:37:05 1477 1 Trade 12/28/99 10:37:07 1477 1 Trade 12/28/99 10:37:07 1477 1 Trade 12/28/99 10:37:08 1477 1 Trade 12/28/99 10:37:09 1477 1 Trade 12/28/99 10:37:11 1477.25 1 Trade 12/28/99 10:37:12 1477 1 Trade 12/28/99 10:37:12 1477.25 1 Trade 12/28/99 10:37:16 1477.25 1 Trade 12/28/99 10:37:27 1477.25 1 Trade 12/28/99 10:37:28 1477 1 Trade 12/28/99 10:37:35 1477 1 Trade 12/28/99 10:37:37 1477.25 1 Trade 12/28/99 10:37:39 1477.5 1 Trade 12/28/99 10:37:43 1477.25 1 Trade 12/28/99 10:37:43 1477 1 Trade 12/28/99 10:37:44 1477 1 Trade 12/28/99 10:37:45 1477.25 1 Trade 12/28/99 10:38:02 1477.25 1 Trade