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fellsmere florida USA
Posts: 2 since Jul 2014
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Thanks Received: 8
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As the title says the tick charts for NT7 with Continuum and Rithmic data have completely changed since last week. I trade the 512 tick chart on the ES and over the last two days the amount of bars has went from typically over 400 bars a day to around 150 bars a day yet the overall volume for each bar has more than doubled. So basically it appears that contracts traded is roughly normal but the volume is stuffed into less than half the amount of usual bars. So for the 512 tick which has an average of around 1500 contracts per bar, now the same 512 tick bar has closer to 4000 contracts. Its affecting all tick charts regardless of size.There is an open thread in the NT forum. I had a link to it but it wont let me post links because of low post count. The thread is called "what happened to the tick data"
NT support has been of no assistance and either they dont know whats going on or dont want to say. It appears that its got something to do with the data providers since support says that Rithmic data is unaffected. One poster says that its got something to do with the CME switch over to a new way of sending the data to the data providers. This is a link to the CME site which talks about the change over.
The price action is completely different and it doesnt even feel like the same market. I moved down to a 175 tick chart to get the same rough average of volume per bar as i was getting before but its still not close to the same. Does anyone have any idea what is going on? Maybe someone knows something and is willing to share.
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