ACE is not transmitting all trades for YM

Discussion in 'Index Futures' started by chinook, Sep 4, 2003.

  1. I just learned that ACE doesn't transmit all of the trades for YM. Somebody posted this in Tradestation world. ACE transmits data every 1 second for YM. Maybe this explains why YM chart seems to look like "stops being cascading" in real-time more often than ES/NQ. I think part of this effect might due to lower liquidity of YM.

  2. damir00

    damir00 Guest

    as long as we know what is happening, i don't see this as a big problem. we're talking about charts being off maybe 2-3 YM points, which is like 0.25 ES points, any system that sensitive is going to have more serious problems anyway, imo.
  3. I've had this happen many, many times over the last couple years on the 10yr note. It is very difficult to get used to. Very irritating also.

    Haven't noticed any difficulties in trading though, as I would get the fill before the price actually showed there, but it would then get there more often than not.

    Don't believe it has to due with liquidity, the ZF,ZN and ZB are VERY liquid and has the same problems.

    Make 'em pretty, Chris
  4. FX-Trader,

    I think we discussed about this in the past but it looks like new platform will also support stop orders (page 904B).

  5. Are you sure ?,2936,754,00.html
  6. cartm


    The CBOT mini-sized Dow set a new daily volume record, trading 68,752 on September 24, 2003. With an impressive 15% growth rate in 2003, the mini-sized Dow is quickly becoming a favorite among traders everywhere. The previous record of 64,839 was set just 3 weeks earlier on September 3.
    #10     Sep 26, 2003