CME should give data as all trades separate with no bundling at all......this is a move in the right direction imo.
I'm thrown off. Now have to figure out new filter size. But not only that, how exactly will trades be reported. Meaning, will large prints be broken down to show the smaller orders absorbing the large order.
after scouring around i think the new ticks are approx 2.5 x's less than they were last week. So for tick charts multiply whatever you use by 2.5 and for block trade filters divide by 2.5 and everything should look like it did. worked for me today - but it took me 4 shitty days to figure things out. we'll see if it works next week. in my humble opinion its BULLSHIT! but who am i?
The law is not relevant. All but the most religious (the volume of those who wouldn't work on chol hamoed is a trivial and completely insignificant amount - 99+% of jews who work or are actively involved in the markets are people who would work in the middle days) work on the middle days.