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Big Mike
Forum:
Brokers
September 25th, 2015, 12:09 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
http://screencast.com/t/rFCk4Gksd Mike
http://screencast.com/t/rFCk4Gksd
Mike
Forum:
Brokers
August 12th, 2015, 04:50 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
Just a note on how IQFeed is handling it. ...
Just a note on how IQFeed is handling it.
http://screencast.com/t/30fdw9kg
Mike
Forum:
Brokers
May 14th, 2015, 10:09 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
You guys are wrong. Lots of people in this thread...
You guys are wrong. Lots of people in this thread have no clue how basic/simple things work like a tick, it seems.
This is a good step from CME according to the design.
Sent from my phone
Forum:
Brokers
May 10th, 2015, 06:48 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
Thank you. Mike
Thank you.
Mike
Forum:
Brokers
May 6th, 2015, 12:31 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
Year to date - Day of week ticks vs volume (and...
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.
MariaDB [ticks]> select dayname(`Date`) as...
Forum:
Brokers
May 6th, 2015, 12:08 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
I did a test on millisecond data on ES from...
I did a test on millisecond data on ES from Friday.
MariaDB [ticks]> select count(`TickID`) as `Ticks`,count(distinct `Date`) as `Unique` from `@ES#` where `Date` between '2015-05-01 00:00:00'...
Forum:
Brokers
May 6th, 2015, 11:21 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
Not very many, for sure. Guessing it would be an...
Not very many, for sure. Guessing it would be an extremely tiny percentage.
My understanding is this: The only issue here is bundling a trade. When I submit a market order for a 50 lot on ES, I...
Forum:
Brokers
May 6th, 2015, 09:10 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
Microseconds would be more granular than...
Microseconds would be more granular than milliseconds.
Sent from my phone
Forum:
Brokers
May 6th, 2015, 09:09 AM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
Then the platform would be at fault. A volume bar...
Then the platform would be at fault. A volume bar is equal to the volume you specify, no less, no more. Exceptions would be session end/start where your platform should allow you to start a new bar....
Forum:
Brokers
May 5th, 2015, 11:07 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
Several years ago everyone was upset the CME...
Several years ago everyone was upset the CME unbundled. Now upset they are bundling. People dislike change, no matter the root of it.
Sent from my phone
Forum:
Brokers
May 5th, 2015, 09:01 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
I don't think the issue is a bug personally. ...
I don't think the issue is a bug personally.
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.
But to be...
Forum:
Brokers
May 5th, 2015, 02:34 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
SierraChart when will Barchart/SC make the...
SierraChart when will Barchart/SC make the change, and do you have any additional news on what the underlying change in data should reflect?
Mike
Forum:
Brokers
May 5th, 2015, 02:34 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
DTN IQFeed IQFeed James when will IQFeed make...
DTN IQFeed IQFeed James when will IQFeed make the change, and do you have any additional news on what the underlying change in data should reflect?
Mike
Forum:
Brokers
May 5th, 2015, 12:14 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
CME MDP 3.0 Market Data Handler SDK (C++, Java,...
CME MDP 3.0 Market Data Handler SDK (C++, Java, .NET) : OnixS (http://www.onixs.biz/cme-mdp-3-0-market-data-handler.html)
http://screencast.com/t/RnHGwUSmmhq
http://screencast.com/t/IOeuvgvkP
...
Forum:
Brokers
May 5th, 2015, 12:11 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
http://www.cmegroup.com/globex/developing-to-cme-g...
http://www.cmegroup.com/globex/developing-to-cme-globex/cme-globex-enhancements.html
http://screencast.com/t/Fqsh0N1Qgr
http://screencast.com/t/9EZbhyaT67q
Mike
Forum:
Brokers
May 5th, 2015, 12:04 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
I believe the correct name is MDP, not MDE. ...
I believe the correct name is MDP, not MDE.
http://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+MDP+3.0+Market+Data
Mike
Forum:
Brokers
May 5th, 2015, 12:02 PM
Replies:
86
MDP 3.0, is CME migrating to a new data comm protocol?
Views:
46,517
Posted By
Big Mike
The chart on the right has no x-axis, making it...
The chart on the right has no x-axis, making it close to useless. Can you post a better example?
Mike
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