Recent content by BKuerbs

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    Is IB down at this moment?

    Call the Swiss help-desk: +41-41-726-9500
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    IB TWS - Creating limit orders with pre-defined offset from last price

    Try this: Configure a hotkey like "left-click on ask price to buy" to create a basket order. Do this from booktrader and do not enter any offsets. Then go to configure -> order defaults -> "FUT". If it is not already there, add an entry for ES, YM, NQ whatever future you want to trade. Then...
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    I trade ES and EUR data for BUND data

    What kind of data do you want? Tick data, 1-minute data? If you want to develop systems, I think it is best to use the data from the data provider which you will use in real trading. Here is another site: www.tickdaten.de. Regards Bernd Kuerbs
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    Need platform/backtesting solution for a system that uses 2 points of emini tick data

    Have a look at NeoTicker from TickQuest company, sponsor of this forum. Yes, can be done. Sorry, don't know what that means Will depend upon your broker, check which ones are supported by NeoTicker. They supply some data for their customers, but I do not think for such a long period...
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    Bund Future 03/28/2008

    WTF was that? Regards
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    ES DOM data 03/06/08

    Same here. Take a look at the stand-alone Market-Depth window and you will see that the same price-level on the bid-side is listed several times. Regards
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    IB Eurex Data with QuoteTracker

    Which ones? For the Dax-future you will need Eurex Level II at 12€ per month. TWS will display 3 DOMs only simultaneously. You may subscribe to more and view them, but not simultaneously. Regards
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    ISM numbers at 8:55am?

    Looks like the info has been leaked: that is what DJ Newswire gives as reason. *DJ ISM Releases Non-Mfg Report Early Due To Possible Breach Of Information Regards
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    Auto Trading Bites The Dust?

    Eurex says that about 30% of their volume is traded by programs, in some benchmark products the rate is up to 50%. I guess the interest rate futures belong to them. I have no figures for the US interest rate futures, they should be somewhere on the sites of the eCBoT. Regards Bernd...
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    Auto Trading Bites The Dust?

    According to the Eurex Monthly Statistics December 2007 the volume for Fixed Income Futures in total dropped 11% (YoY). Schatz: -14% Bobl: -4% Bund: -13% Buxl: +21% Regards Bernd Kuerbs
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    url detection

    Maybe tcpview is what you are looking for: download here from Microsoft's websites. regards
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    Bund Future Range

    Today: 205 ticks. I cannot remember a day with a wider range, anybody else? Many Thanks Bernd Kuerbs
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    ES low 1358 ?????

    Puzzled myself: a 70 point move in the morning?
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