extreme NYSE tick readings?

edited February 2014 in General Discussion
When using other data providers in recent years, a +1000 or -1000 nyse tick reading was not too uncommon.   in fact, we commonly used these readings as part of a trade entry model.   I use CQG with ninjatrader, and now, almost never see such readings, although those I keep in close contact with , still see such readings using other data providers.  Apparently the tick indicator and some kind of short term sweep a number of times each minute, in order for it to stay current.   Has this sweep cycle changed for CQG...?    and if so, how often is this calculation updated within each 1 min interval....?    thxs


  • Hi

    Your observation of lower NYSE tick readings appear to be a result of lower historical volatility for the last couple of years as seen on the daily DJI chart below. I am using the range of the last 55 days in the historical volatility calculation. If you could have a friend of yours send a graphic of NYSE tick on another vendor - I will have something to compare our results with.


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