ACE is not transmitting all trades for YM

C

chinook

I just learned that ACE doesn't transmit all of the trades for YM. Somebody posted this in Tradestation world. ACE transmits data every 1 second for YM. Maybe this explains why YM chart seems to look like "stops being cascading" in real-time more often than ES/NQ. I think part of this effect might due to lower liquidity of YM.

Chinook
 
as long as we know what is happening, i don't see this as a big problem. we're talking about charts being off maybe 2-3 YM points, which is like 0.25 ES points, any system that sensitive is going to have more serious problems anyway, imo.
 
Quote from chinook:

I just learned that ACE doesn't transmit all of the trades for YM. Somebody posted this in Tradestation world. ACE transmits data every 1 second for YM. Maybe this explains why YM chart seems to look like "stops being cascading" in real-time more often than ES/NQ. I think part of this effect might due to lower liquidity of YM.

Chinook
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I've had this happen many, many times over the last couple years on the 10yr note. It is very difficult to get used to. Very irritating also.

Haven't noticed any difficulties in trading though, as I would get the fill before the price actually showed there, but it would then get there more often than not.

Don't believe it has to due with liquidity, the ZF,ZN and ZB are VERY liquid and has the same problems.

Make 'em pretty, Chris
 
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e-cbot Order Types

The following order types are provided by LIFFE CONNECT® :

- Limit: the customer sets a limit on price or time of execution
- Market: an order to make the trade at the best possible price and as soon as possible
- Market on Open (MOO): an order to make the trade during the opening of the market
- Contingent Multiple Orders (CMO): a sequence of orders such that if the first one is unable, the subsequent ones are killed
- Good Till Cancel (GTC): an order that remains in effect until the broker is instructed to cancel it
- Day Order: an order that must be filled during the day it is made and killed at the end of that day if it is unable
- Fill or Kill / All or None (Complete Volume / CV): a price limit order that must be filled immediately in its entirety or killed
- Fill or Kill (Immediate & Cancel / IC): a price limit order that must be filled immediately or killed
- Minimum Volume (MV): an order that puts a minimum on partial fills (e.g., an order for 1,000 contracts that specifies that at least 600 must be filled or the whole must be canceled)

Note: The Stop order functionality is not provided and is not required functionality for ISVs and member developers. Not all available order types will be designated for all e-cbot® products.
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www.cbot.com/cbot/ecbot/page/0,2936,754,00.html
 
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