Recent content by Brutus

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    Ron Paul AMAZING!

    The futures markets at intrade are currently giving him a 8-9% chance of winning the nomination. http://www.intrade.com/
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    No more FTP tick data from ftp.cme.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
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    Globex Time & Sales from CME

    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...
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    Globex Time & Sales from CME

    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...
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    Coin Flip.

    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.
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    Globex Time & Sales from CME

    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
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    Who's from Chicago?

    Northwest burbs (Arlington Heights) ... Brutus
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    adaptive system for e-minis

    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
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    Globex Time & Sales from CME

    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...
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    Globex Time & Sales from CME

    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
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    Globex Time & Sales from CME

    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...
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    Globex Time & Sales from CME

    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
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    The E-mini Adventures of 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...
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    The E-mini Adventures of Brutus

    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...
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