Recent content by Brutus

The futures markets at intrade are currently giving him a 8-9% chance of winning the nomination. http://www.intrade.com/

You can get data but its more work now and it doesn't include volume information. http://www.cme.com/html.wrap/wrappedpages/historical/globex_time_and_sales/ES07-12.html?h=1 Brutus

Looks like the CME is going to start charging for this data... <quote> Beginning November 1st, 2007 CME Group Time and Sales historical data will only be available in a read-only report format from this site. If you require downloadable Time and Sales data, please visit...

Hey thanks for bitching to the CME about the missing NQ data. I didn't notice the first issue until a week or so later and it was too late. I did notice it the second time and was about to complain myself but then saw it was fixed a day later. It seems like the whole process at the CME needs...

Since the market has a fat tailed distribution of returns I'm wondering if there would be a slight edge if you used a payoff of 10/1 or higher to try and grab an occasional large return? The win % should be 9/91 but maybe it would be better because of the fat tails.

It's for the E-minis only and does inlcude volume information on a per trade basis during the normal trading day. I think the big contracts are in the files but only in afterhours globex (non-pit) trading. Brutus

Northwest burbs (Arlington Heights) ... Brutus

prophet, You can download tick by tick data from the CME for free. It doesn't have the current bid and ask at the time of the trade however. Brutus

Blue, Thanks to CaroKann I now have all data from August 2002 until today. I don't have the months of June and July for 2002 but I do have data from Sept 2001 to the end of May 2002. If you want the data that I have I can put it on a FTP site for you to download. Side Note ... If...

CaroKann, Thanks for the files. I uploaded the files you requested with the exception of 11/28/02. A data file doesn't exist for that day since it was Thanksgiving and the CME was closed. Brutus

I have all of the files you are missing. Actually I have every file since August of 2002 with the exception of those 3 already listed. Every weeked I would download the 5 files for the week but for some reason that week they deleted the files early and I only got 2 files. Now I download...

Does anybody download the Globex time and sales data files for use in custom backtest apps? I missed 3 files and was wondering if anybody has them: gx030224.zip gx030225.zip gx030226.zip Thanks, Brutus

Thanks all for the comments. I already have "Trading in the Zone" by Douglas and I think it's an excellent book. I also liked "The Intuitive Trader" by Koppel even more. I should re-read them sometime. I'm looking into some type of opening range breakout system right now. It was...

While I haven't maintained this journal for a while I have been still actively trading the NQ and ES futures over the months. I started my index futures endeavor in July of 2002, trading exclusively the NQ. Then in the beginning of September I started trading the ES only. Over the nearly...