If you were using a 2000 tick chart, what are you using now that CME bundles trades

IMO, the only thing that matters is volume (which is why tick charts which coalesce large trades into the same unit as smaller trades lose information). What matters is size - you need to be aware of size, when it's present and when it isn't, for that's what actually moves the markets around with any conviction. Time is important for session changes/context and that's about it.
 
Hi,

Can anyone confirm the following news ?

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Update December 2015 – MDP 3.0 was a ‘storm in a teacup’



The new CME data feed (MDP 3.0) turned out to be a ‘storm in a teacup’.

The early mover, CQG/Continuum, switched back from bundled to un-bundled data after, what I assume was, trader outcry. All the data providers seem to have adopted un-bundled data and there appears to be almost no difference between pre- and post-MDP 3.0 data. The average trade size is virtually identical and Better Pro Am continues to identify Professional and Amateur activity.

So no changes are required to tick chart settings.


http://emini-watch.com/cme-changes-tick-data-again-mdp-3-0/6728/
 
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