Effect of CME data format changes

May 6th, 2015, 10:23 PM

recent note from AMP forwarded info re canges to CME data feed - is this likely to affect how tick charts update - ie will they get more jumpy / we will see sudden moves as in many renko bars showing up suddenly?

thanks

May 6th, 2015, 10:39 PM

Use the existing thread

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

Update: There wasn't any data feed problem in the end. The different tick charts have to do with the migration to the new MDP 3.0 data protocol, which bundles trades and therefore shows a different tick count and behaviour than it did before. The …

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Effect of CME data format changes

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Effect of CME data format changes