What kind of volume on Time and sales does the CBOE report on its electronic futures? I was looking at the YMM and on Tradestation, they are showing very odd size for the prints. It looks like they are adding the previous size to the current trade until the price changes, so you get 1,3,7,10,12,15, then a change in price and 1 again. Fibonacci? I think not. Anyone know what the scoop is. PS ES seems to report normally.
lol, no one knows , huh. Maybe its just a tradestation thing. It's been reported and the guy in data integrity didn't seem to be familiar with the problem , so once again, 10,000 eyes, and I'm the only one complaining.