Recent content by CanOz

All good over at ASF....bit slow on the intra-day chatter though.

What a stellar thread, good to see you surviving S0mmi...Allot of your writings echo of a mate of mine that worked in STIRS in Oz for a long time. He's trading mostly term structures and the odd energy spread now, from Europe. He said nearly all of his friends are out of the business now...

I use the Dom to execute my trades, so I'm fine with the speed. Although during the recent declines it was thin... I find It moves slower than the HSI, generally thicker too. So with Sierra you construct the continuous manually or does Sierra do it all for you....? How much data can you get...

I'm using Esignal data for this, the HHI and the HSI. However I cannot get it with level II or continuous contracts. So, I'm also curious as to what data vendor offers this contract? I'm thinking of dropping the contract soon as my composite profile is not complete without more historical...