Registered: Feb 2006
10-27-12 04:23 PM
Quote from Random.Capital:
Are you connected directly to the exchange's feed? If not, the answer to your question is: "In many many ways".
I am eager to know some of them.
I looked at the T&S format on the CME site. The record is specified here:
So it's basically a sequence of CSV values. You want to tell me that some people make mistakes while passing it on to their customers? Or saving it somewhere? Making a lot of money in the process?
I might have found a new job for me.
The only thing that I can imagine is the hardware failure, which should be so rare to be easily considered statistically irrelevant.