Recent content by soks86

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    Could someone please explain these (real) soybean spread quotes?

    Well yes, I've mentioned a few times that these are Settlement and Previous Day's Settlement prices. The .xls file also won't download from the site for some reason... but I'm not too sure I could even utilise it since I am using Open Office, though there is a chance they have enough Excel...
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    Could someone please explain these (real) soybean spread quotes?

    My software platform is my own and right now... it's just console and data. But if you look into my data from the first post the first two spreads are sequential. Nov 2009 912'0 Jan 2010 916'6 Mar 2010 918'6 ZSX9 - ZSF0 - 4'2 ZSX9 - ZSX0 - 1'0 ZSF0 - ZSH0 + 0'2 Here F0 - H0...
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    Could someone please explain these (real) soybean spread quotes?

    Yes, quite very much so. That was pretty much what the traders I spoke with got across to me, but not with such a practical example. Thanks.
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    Clarification of data feed via FIX/API

    The worlds largest futures/options exchange runs purely on FIX for orders and administrative tasks and FIX/FAST for market data. The only think that can make a protocol "slow" is the amount of space it takes up and the amount of time it takes to encode/decode a message from that protocol to some...
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    Could someone please explain these (real) soybean spread quotes?

    I spoke with folks and it's likely just low trading volume before close that leaves a settle (last) that can seem very wrong. This is magnified because in a spread because it's based on two contracts which each have their own bid/ask spread within which the last may be far from center.
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    What's going on with volume at the markets.

    Yeah, turns out it was incorrect data being displayed. Likely some mistake in website or data stream code of sorts on the part of whoever maintains the CMEG's site. CMEG is Chicago Mercantile Exchange Group, consists of 3 exchanges (CME, CBOT, NYMEX). Online it's at www.cmegroup.com. I...
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    What's going on with volume at the markets.

    Umm... so last I checked this wasn't normal but as of 7:15pm the CMEG has cleared nearly 3 million contracts... the trading day just started and this seems pretty abnormal... especially since their OTC clearing has already had 1.3 million trades (3x as much as during the whole previous day)...
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    Could someone please explain these (real) soybean spread quotes?

    From the looks of it all spreads should settle at the same time as their underlying. However I'm basing this on the fact that I do not see any special dates or closing times for spreads.
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    Could someone please explain these (real) soybean spread quotes?

    To be sure they matched I grabbed the Previous Days Settle prices off of the CMEG site. I figured the "Last Price" might change after some final settlements. I'm not sure if they all settle at the same time but I'll look into that right now.
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    Could someone please explain these (real) soybean spread quotes?

    At the bottom of this post you'll find prices for all months of the CMEG Soybean Futures contract for today as well as all spreads and butterfly spreads. Could someone please explain to me how these spread prices are valid? I mean to my understanding a Front-Back spread means Buy Front, sell...
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    Is there a market for DMA Futures software?

    I have some software that does connectivity for market data and order entry to CME Group. Is there a market for these types of tools? They would need an interface to be connected to (an API really) so it would require customers (likely companies) with technological understanding. Is there a...
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    Trading Single Stock Futures and Options

    So I've been looking around for answers to these questions and short of speaking with the exchange I haven't been able to find what I'm looking for. First off, does anyone know if any exchange has Option on Single Stock Futures or does everyone just trade Option on the Underlying stocks...
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