Can anyone tell me what an average and high tick count per day is on the es eminis, and what is the average number of ticks for the life of a contract? Also if anyone's got it, what is the average number of bid/ask messages to trade ratio. E.g. The SFE Spi averages about 15k ticks per day and has around twice as many bid/ask messages as trades.
I don't have the es instrument but want to get an idea of the amount of data involved to performance test a plugin. Thanks, Jules.
