CME changed its method for recording tick counts.

May 9th, 2015, 11:58 PM

I am a tick trader, or learning to be one, I should say. On Monday something changed with the ticks. CME changed the method they use to record ticks, and it has dramatically changed the movement on my tick chart. I am seeking more information about this. Does anyone know of a good thread to read that is discussing this topic?

May 10th, 2015, 04:48 AM

shots fired

Does anyone know of a good thread to read that is discussing this topic?

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 …

CME changed its method for recording tick counts.

Discussion in Emini and Emicro Index

CME changed its method for recording tick counts.