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MDP 3.0, is CME migrating to a new data comm protocol?

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I don't understand why someone would prefer a tick chart over a volume chart. And the volume chart is not changed in this scenario.

Year to date - Day of week ticks vs volume (and average trade size per 'tick'). This is why I think everyone should just be using a volume chart.

 
Code
MariaDB [ticks]> select dayname(`Date`) as `Day`,count(`TickID`) as `Ticks`,sum(`LastSize`) as `Volume`, avg(`LastSize`) as `Avg Size` from `@ES#` where `Date` > '2015-01-01' group by dayname(`Date`) order by dayofweek(`Date`);
+-----------+---------+----------+----------+
| Day       | Ticks   | Volume   | Avg Size |
+-----------+---------+----------+----------+
| Sunday    |  254940 |   562530 |   2.2065 |
| Monday    | 6597981 | 19930080 |   3.0206 |
| Tuesday   | 8317437 | 25580179 |   3.0755 |
| Wednesday | 8601387 | 26411379 |   3.0706 |
| Thursday  | 7923696 | 24058165 |   3.0362 |
| Friday    | 8078934 | 24749009 |   3.0634 |
+-----------+---------+----------+----------+
6 rows in set (0.00 sec)
And here is by hour, basically showing it's 3 contracts during cash, 2 after hours.

 
Code
MariaDB [ticks]> select hour(`Date`) as `Hour`,count(`TickID`) as `Ticks`,sum(`LastSize`) as `Volume`, avg(`LastSize`) as `Avg Size` from `@ES#` where `Date` > '2015-01-01' group by hour(`Date`) order by hour(`Date`);
+------+---------+----------+----------+
| Hour | Ticks   | Volume   | Avg Size |
+------+---------+----------+----------+
|    0 |  111340 |   226530 |   2.0346 |
|    1 |  124062 |   259898 |   2.0949 |
|    2 |  269543 |   621971 |   2.3075 |
|    3 |  723267 |  1696901 |   2.3462 |
|    4 |  639796 |  1550635 |   2.4236 |
|    5 |  511400 |  1233989 |   2.4130 |
|    6 |  524084 |  1311047 |   2.5016 |
|    7 |  691526 |  1816778 |   2.6272 |
|    8 | 1358361 |  3550095 |   2.6135 |
|    9 | 6449196 | 18166526 |   2.8169 |
|   10 | 6689408 | 19446288 |   2.9070 |
|   11 | 4694523 | 14390248 |   3.0653 |
|   12 | 3227247 |  9790631 |   3.0337 |
|   13 | 3008669 |  8956046 |   2.9767 |
|   14 | 3543164 | 10690341 |   3.0172 |
|   15 | 5004344 | 18414997 |   3.6798 |
|   16 | 1143050 |  6748071 |   5.9036 |
|   17 |   49259 |   176906 |   3.5913 |
|   18 |  208143 |   539635 |   2.5926 |
|   19 |  162642 |   358279 |   2.2029 |
|   20 |  228663 |   484316 |   2.1180 |
|   21 |  165081 |   355348 |   2.1526 |
|   22 |  138199 |   283878 |   2.0541 |
|   23 |  109408 |   221988 |   2.0290 |
+------+---------+----------+----------+
24 rows in set (47.70 sec)
Mike

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Last edited by Big Mike; May 6th, 2015 at 01:42 PM.
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