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Search: Posts Made By: trendwaves
Forum: Brokers May 22nd, 2015, 09:38 AM
Replies: 86
Views: 46,570
Posted By trendwaves
The answer to that question depends on exactly...

The answer to that question depends on exactly how your data provider chooses to report trades after they switch over to MDP 3.0.

Scenario 1: If your data provider, such as CQG/Continuum...
Forum: Brokers May 17th, 2015, 09:47 AM
Replies: 86
Views: 46,570
Posted By trendwaves
I start here ......

I start here ... http://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Trade+Summary



In my prior comments I used the term "trade report" to represent what MDP 3.0 is calling the...
Forum: Brokers May 15th, 2015, 09:55 AM
Replies: 86
Views: 46,570
Posted By trendwaves
I think we may be mixing terms in this thread....

I think we may be mixing terms in this thread. For me at least the term "bundling" refers to a data provider artificially collecting (or grouping) several trades into a packet and then once a fixed...
Forum: Brokers May 10th, 2015, 12:27 PM
Replies: 86
Views: 46,570
Posted By trendwaves
I wish i could share your optimism. Seeing...

I wish i could share your optimism.

Seeing how different vendors are already looking at different ways to break apart (or not) these data messages for subsequent delivery to the end users concerns...
Forum: Brokers May 5th, 2015, 04:15 PM
Replies: 86
Views: 46,570
Posted By trendwaves
That's gonna hose up a lot of stuff in a hurry...

That's gonna hose up a lot of stuff in a hurry ... lol

But the good news is, maybe we get back our beloved aggregated time and sales they (CME) took away from us back in 2009.

Malthus ......
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