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Search: Posts Made By: Begbie00
Forum: Commodities December 22nd, 2018, 05:54 PM
Replies: 5
Views: 619
Posted By Begbie00
Re: spreads and swaps - wouldn't those appear as...

Re: spreads and swaps - wouldn't those appear as individual trades in two different calendar months (in effect counting the spread quantity once in each calendar month)?

Regardless, I guess the...
Forum: Commodities December 22nd, 2018, 01:40 PM
Replies: 5
Views: 619
Posted By Begbie00
Is a ~25% discrepancy between CME T&S vs. EOD reasonable?

In their Time & Sales FAQ, CME notes that there may be differences between their Time & Sales data and their EOD Data volumes "due to the inclusion/exclusion of quantities from certain venues/trade...
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Would you sell your system, and for how much?

 

 
 


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