Recent content by Cyphon_X

Have any of you guys taken a look at the "trade number" field in this data? Looks like some sort of serial number for each trade. At times it increments by 1, other times it skips by random amounts. Do these skipped numbers refer to dropped/filtered trades? TIA

I recently downloaded the time and sales for the S&P E-Mini from the CME FTP site. The explanation of the data format is here: http://www.cme.com/prices/historical_ftp_datafiles/prices_historicalftpdatafiles_timesales.cfm It is my understanding that every trade should have an A or B...