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pnannis has contributed to 5 posts out of 21251 total posts
(0.02%) in 3,715 days (0.00 posts per day).
20 Most recent posts:
Rithmic just made announcement that they will continue to distribute tick data as before and that the MDP 3.0 does contain the info needed to do this. Any progress on the iqfeed side?
Damn right !
ok, this is just crazy. btw CQG only rolled CME, not the other 3 exchanges yet, but judging from the number of calls we are getting this is going to be a nightmare. Better avoid MDP 3.0 as long as possible. Edited by pnannis on May 5, 2015 at 10:06 AM
Basically every customer using tick charts are screwed with their new scheme .. unless it can be turned off? Is it built in by default in MDP 3.0, i.e. without any options on the user end. The bundling seems to happen only on the CME exchange and not on CBOT, NYMEX or COMEX. Is it configured by exchange?
CQG switched over to MDP 3.0 over the weekend and know their feed aggregates the ticks, notably on the ES contract. The only answer I can get is that this is by design in MDP 3.0 .. can you shed any light on this since you are migrating to this feed as well.
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