Intra Day Data Questions

[Trader Question]

When you look at intra-day data for Treauries, do you usually look at 24 hour or day symbol?

P.E.

[pldot]

Always the 24 hour data, since the overnight trading can make a big difference. Use tick bars.

[Trader Question]

What size tick bars do you suggest for treasuries?

P.E.

[pldot]

About 2000 usually works pretty well on the CBOT electronic market.