Fascinating

Quote from FroggerMan:
... Fascinating...
More...
Not a thread title I ever expected to see in "Data Sets and Feeds"! LOL

But yes, is interesting... thanks for sharing ...

I guess "number of messages" loosely relates to trading dimensions like "liquidity", "presence of HFT players", etc ... No?

No surprise that ES (Channel 7) is high. For the rest, I guess you'd need to know how many different contracts were represented by each channel (e.g. Channel 11 is 6E, 6B, etc ... whereas Channel 7 is just ES) to assess what they mean ...
 
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