Recent content by dcriese

Actually, there is a centralized mechanism for getting this vaccine. I am a Pediatrician, and I believe the only way to get the vaccine is through the CDC. They are in charge of allocating and distributing it. web page...

So as of 10/4 CME has implemented a "Equity futures enhancement". http://www.cmegroup.com/globex/files/EquityFuturesEnhancements.pdf From their paper is this: "CBOT Equity futures will now send milliseconds in iLink timestamps, as options and FX futures do today. FIX/FAST timestamps will...

I use DTN IQ as my data feed for Market Delta. from their website: "quotes come directly from the exchanges...completely unfiltered, allowing you to see every trade and every quote that occurs in real time."

Starting yesterday there has been a dramatic drop in the average trade lot size on the emini S&P. one of the things I track is trades >= 500 lots. there were almost none yesterday, which extremely unusual (unknown in my trading experience.) market delta chart of normal day...

Thanks for noticing that.

For those of you who might be interested in hearing Mark Cook, I thought I would pass along this invitation that I received in my email. If you have never heard him speak, he is always entertaining and quite different from other speakers: The Bay Area Money Makers (BAMM) invites you to join...

VWAP bands in MarketDelta

picture of VWAP and SD bands in Genesis Trade Navigator

trying again to post a graphic of the equation

The discussion on the use of VWAP and SD bands on http://www.traderslaboratory.com/forums/f6/trading-with-market-statistics-iv-standard-2101.html has the formula for computing these bands (see attached graphic). There are plenty of charting programs that can plot these bands for you pretty...

Here's a page that describes all the Breadthalizer statistics. http://www.linnsoft.com/QFeed/bStats.htm they do have an advance-decline statistic that includes all US stocks, as well as separate ones for NYSE, Amex, Dow and Nasdaq,

look at Button Trader's interface for IB. It's much easier than using IB's own platform, especially for multiple accounts. I love it. www.buttontrader.com

from online help: Indices begin with special characters as follows: $ designates a Market Index. Common market indices are: $COMPQ for the NASDAQ Composite index, $DJIA for Dow Jones Industrial Average, $OEX for S&P 100 Index, $SPX for S&P 500 Index, $VIX for CBOE Option Volatility Index...