Recent content by LlewS

Most software based platforms will not use "http" and thus not require page refreshes and other slow downs associated with a web interface. Also, in some cases, a web interface is not necessarily a direct connection to the market i.e. exchanges and ECNs. Most brokers actually do provide a...

execution speed

Dell still sells many machines with Windows XP as an option. Click on the "Small & Medium Business" option from their home page.

yes, that's right, should have said measure from previous settlement price which may or may not be the last traded price. :(

try http://www.cme.com/trading/prd/equity/pricelimits.html for CME products. measure the points from the previous settlement price - look for the close of the last RTH (regular trading hours ) session.

you were absolutely right on. thanks for the input.

ok, so it looks like we are there. price on ESH8 is 1455.75, and there is a hugh bunch (1400, at last count) of orders on the buy side at 1455.50. There are no limit buy orders at 1455.25. this is not exactly what i expected. i thought that we might expect to see orders piling up on the sell...

not sure what the rules are with regard to limit buys below the breaker. it definitely won't be executed until the pit opens though. i'm not sure if it is your broker or Globex who is rejecting your order. you could always call Globex 312-456-2391 and find out. please let me know what they say!

right now, 1743.75 will trigger automatic limits. globex won't allow sell orders to go thru at prices lower than that. currently NQ is hard limited at plus or minus 105 for the night market this quarter. these limits are removed when the pit opens.

i think the number is 11453 for no sales below that until limit is lifted at 8:30am = 12103 - 650 = friday's close - (this quarter's limit for YM)

Right! So what you're saying, is that it is quite possible to get locked down at the 1355.25 price all night long, and then get your "protective stop" gapped over when the pit opens? Then, the "protective stop" could be filled at a terrible price and you could wind up owing your broker a...

The ESH8, (S&P emini contract) has a +-70 point circuit breaker during electronic trading hours, i.e. before 8:30 CT. It came within 1 point of that lower limit with a low of 1356.25 today. It may well run back down to that before the night is over. Anybody, know how to trade this situation...

I am trying to find out EXACTLY what happens when trading limits on Globex are hit. I looked at www.cme.com/trading/prd/equity/pricelimits.html and called Globex (312) 456-2391. Still have questions, though. During ETH (electronic trading hours) trading in the ESH8 contract is currently...

I've had a lot of troubles using Ninja Trader for automated order entry at C2. Has anyone else had troubles getting this to work? Simple question: Has anyone ever seen an order entered in C2 for which there is no log entry in Ninja? Also, I was thinking about signing up for TS, but after...