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

  #41 (permalink)

Italy (IT)
Trading Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker/Data: Rithmic
Favorite Futures: CL, Brent, GC, TF
LukeGeniol's Avatar
Posts: 1,501 since Apr 2010
Thanks: 408 given, 982 received

Big Mike View Post
I did a test on millisecond data on ES from Friday.


You can see the millisecond in Sierra Chart time and sale too...

Silvester17 View Post
now don't get confused about tick charts and ticks in price

renko and also range charts need a certain amount of "ticks" (as in price) before creating a new bar. it doesn't matter if a trade is reported as 1 trade with 500 contracts or 500 trades with 1 contract. with other words the meaning of a tick here is like a 1/4 point in ES.

My bad you are right tick chart is constructed by the number of trades, while other bars are constructed by the tick as a minimum change in price.

Take your Pips, go out and Live.

Last edited by LukeGeniol; May 6th, 2015 at 03:26 PM.
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