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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 (3364)1/30/2000 12:43:00 PM
From: Patrick Slevin  Read Replies (1) | Respond to of 7434
 
I think PC Quote and S&P Comstock have an arrangement between the two of them as well so that explains part of it.

Since PC Quote also does not deliver trade volume then this data may be stripped out before it even gets to QCharts.

In retrospect it just goes to show, be reluctant to trust the guy at the firm because quite possibly either he does not know or he isn't about to tell.

#reply-12365464



To: Dave Markley who wrote (3364)1/30/2000 4:04:00 PM
From: Matthew L. Jones  Respond to of 7434
 
Dave,

I do development testing for Interquote as well as tech support for QCharts (Quote.com). Both of these companies use S&P Comstock (at least currently) for their quote data provider. Neither has volume information on e-mini futures contracts. I would suspect that this is a S&P Comstock issue. The other providers we have used (Bridge and PC Quote) are much less reliable overall and have caused us to use S&P Comstock for the primary data source. I will look into why we don't have the e-mini volume. I have been told by two different futures brokerages (Zap and PFG Best) that Globex volume is not available off the floor (although I thought the whole idea of Globex was to compete with the CME floor). Nevertheless, as this issue continues to come up, it apparently of sufficient interest to warrant further exploration.

Matt