Hey,
What does Tradestation consider to be 1 tick for an ES futures tick chart. CME sends out 1 LAST message for every passive order that is filled, so if I bought 1000 in one click it could send out 250 LAST messages. How many ticks is this transaction?
Thanks
-Jeff
What does Tradestation consider to be 1 tick for an ES futures tick chart. CME sends out 1 LAST message for every passive order that is filled, so if I bought 1000 in one click it could send out 250 LAST messages. How many ticks is this transaction?
Thanks
-Jeff