Example: CISCO Daily OHLCVOI Data :
The data is 10000 bytes and takes 10 sec to download at 9600 baud
It is updated at 8pm every trading day.
The reconciled CBOT volumes (minus spreads) for today are present at 8pm.
The reconciled MERC volumes (minus spreads) for today are present at 6am.
W_H0,02/07/00, 259.000, 260.000, 258.250, 258.750, 16378, 74305
W_H0,02/08/00, 259.000, 260.250, 256.500, 259.250, 0, 0
W_K0,02/07/00, 270.500, 270.500, 269.500, 270.750, 4530, 21018
W_K0,02/08/00, 271.000, 271.750, 268.000, 271.000, 0, 0
W_N0,02/07/00, 279.500, 280.500, 278.750, 281.250, 2623, 26338
W_N0,02/08/00, 281.500, 282.000, 278.500, 281.000, 0, 0
W_U0,02/07/00, 292.000, 292.000, 292.000, 291.250, 108, 3887
W_U0,02/08/00, 288.250, 291.500, 288.250, 291.000, 0, 0
W_Z0,02/07/00, 305.500, 306.250, 305.500, 305.000, 381, 7665
W_Z0,02/08/00, 304.000, 306.000, 302.500, 305.000, 0, 0
W_H1,02/07/00, 315.000, 315.000, 315.000, 315.000, 35, 94
W_H1,02/08/00, 313.500, 315.000, 313.500, 315.000, 0, 0
For info: 800-800-7227 Email:<dljones@cisco-futures.com>
The CISCO home page is at http://www.cisco-futures.com/