Recent content by bidmasterx

I don't think that's a good idea, as the deflationary pressures would cause the value of gold in terms of Yen to decrease.

I noticed the one month Yen deposit rate quoted -0.06% bid / 0.01%...so if I understand correctly, you deposit a certain amount of Yen, and after a month you receive LESS than the amount you originally invested! I checked with the data vendor and the quote is correct. Anyone know why or how...

I have been downloading the globex t/s since April 02, 2003. If anybody has data prior to that and would be willing to share the files I would truly appreciate that. If anybody needs the data that I have I can share with them also.

I have been downloading the Globex time/sales data from the CME website since April 2003 and I need data going back as far as possible for backtesting purposes. I was wondering if someone else downloads this free data and would be willing to share. Thanks.

I just spoke with IB, they offer the 1000 QQQ future to their institutional accounts only with $1 commission. They told me you need around $1.5 million US to open an institutional account by the way. :eek:

The best time to switch contracts is probably when the volume of the next contract is higher than the volume of the current contract. The price of the two contracts are different because of the difference in time until expiry. The M contracts expire soon, so to avoid arbitrage their price...

I think axeman is absolutely correct. The way I determine if I get a fill when testing a system is to see if there is a print that is at least 1 tick through my order price. I'm wondering why spreadem uses 2 ticks, I don't use market orders on GLOBEX so I'm no expert but isn't that being too...

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sorry...

I have been trying to figure out how I could write a little program to log into TWS for me when I'm not beside the computer. After a few days of searching around on the internet I figured out how to send keystrokes to IB, and wrote a very simple vb application to do this. I use this program to...

The cost of carry for stock indicies has four variables that determine the futures price. They are spot price, risk-free rate, dividend rate, and time to maturity. The spot price and expected dividends for both contracts are the same, so there are really only two variables to consider (Rf and...