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Search: Posts Made By: Jigsaw Trading

Forum: Brokers

May 15th, 2015, 10:00 AM

Replies: 86

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

Views: 47,286

Posted By Jigsaw Trading

understood... "It is my understanding MDP...

understood...

"It is my understanding MDP 3.0 is generating a single trade report for each individual aggressor trade that executes" - it's this specifically that I am interested in.

I haven't...

Forum: Brokers

May 15th, 2015, 08:15 AM

Replies: 86

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

Views: 47,286

Posted By Jigsaw Trading

Do you have any links to show that they are...

Do you have any links to show that they are bundling by individual aggressor trades?

I couldn't see that when I looked - but then I am an occasional airhead.

Forum: Brokers

May 5th, 2015, 11:20 PM

Replies: 86

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

Views: 47,286

Posted By Jigsaw Trading

In 2009, people were upset because they could no...

In 2009, people were upset because they could no longer see the size of the aggressor on trades.

Now - if they have brought this back to 2009, that's a good move. But if they are bundling ticks by...

Forum: Brokers

May 5th, 2015, 10:42 PM

Replies: 86

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

Views: 47,286

Posted By Jigsaw Trading

Well this is interesting. I think the key is...

Well this is interesting.

I think the key is in HOW they bundle the ticks, there appears to be scant information on that but borrowing from the IQFeed site:

OK - so bundle by same time and...

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