Tick chart will change in October 2015?

B

bmw335isedan

I got an email from AMP futures yesterday, so I guess this only applies to tick chart?



CME Globex Legacy Market Data to MDP 3.0 Market Data Conversion


Here is the link to full details: CME Market Data Conversion

Per the CME, All Data Feeds will need to make this conversion by October 2015 – All Legacy FIX/FAST Channels will be decommissioned.

Example: Here is how the change results in a different presentation of the ticks –
If we had trades like this for ESM5…

211175 vol 5
211175 vol 2
211175 vol 1
211175 vol 12
(total, 20 @)

Now we get a trade summary like this
211175 vol 20

Same volume, less detail.

This will affect your Tick Charts – please be aware and adjust your trading strategies accordingly.

http://www.cmegroup.com/confluence/...Market+Data+to+MDP+3.0+Market+Data+Conversion
 
well its not going to be a tick chart anymore

by the way, volume charts, if they are available, imho better than the tick charts
 
cut the number of ticks in half then decrease it slowly until you recognize its shape. Exmp: 2000t = 905t.
 
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