Recent content by Vortex

Hello! We are in the process of launching a commodities fund, trading some of the most liquid commodity futures on CME and ICE. We have chosen 15 instruments in all, but they are the most actively traded instruments in each category: energy, agriculturals and metals. My question is as...

Thank you, I am rounding it off to the nearest; I suppose the tiny cents does not really matter. Thanks for the help as always!

Hello! I have a question for fellow systematic traders here who trade silver. I have a dilemma with the way the exchange report their end-of-day price which is a settlement price which may be 1/10th of a cent, while "normal" trading occurs in 1/2 cent increments. Hence, Open, High and Low...

Hi! I am currently doing testing of our system for gold futures (GC). I have noticed something strange and want to check if what I am seeing is correct: The data I am using is the combined session which I assume is open outcry and electronic trading on CME. The trading times listed clearly...

Thank you very much Just21. :)

No. It is daily OHLC data. You shall never find free tick data on planet Earth.

:D

Thank you very much to both. Much, much appreciated. :D

Thank you very much for the info - so it operates similar to a forward contract if I understand you correctly. Thanks again.

Hello Hoodooman, Sorry - I am not understanding this -- :confused: :D

I have noticed this as well. But also, some weird stuff - in spot FX the AUDUSD is the 5th most liquid pair, but in futures it seems way up there for some reason. USDCHF on the other hand, our 3rd most liquid pair in spot, doesn't even feature much in volume in futures. I have been told that...

Thank you so much. I am learning fast! :D