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Cannuc, what time at 27th. Biggest I found was only 21 points. Notouch: Sorry my mistake

If you can please do it. I would appreciate it much.

Did you understand that I am talking about allmost 200 tick move within A ONE MINUTE. It happened very fast. I didnt find anything like this while I checked last 18 mo. But I did a program guite fast so I hope there was no bug in it ;)

Really. What date?

ASusilovic is my closest bet ;) --- My subject is a bit missleading. I am talking about the DAX Futures (FDAX). Anyway, Eurex shows only 50% of this plunge. So something is not ok. I think there is trades cancelled...

Ok guys can you show me the date when DAX went over 200 ticks to up or down? This wasnt usual situation. If it's usual then it happens at least few times a year. NEWS are happening all the time. I follow the news ofcourse but I didnt see anything this major in it! I was expecting the...

I see only +3K traded... gonna check last 2 years to see is this how regular ... Didnt find this kind of situation past 18 months... weird...

What was the news?

Can anobody explain how the trades are reported in globex in the following situation? June 8th, 2007, ER2@GLOBEX 9:18:16 there was a +2.5K trade while the market was very thin (both bid and ask depth only about 20-40 contracts, 5 levels combined). Just before the trade price was still...

CME staff said as follows, "The E-quote Time and Sales shows tick-by-tick volume. The service you purchased, E-quote, is real-time (tick-by-tick). Charting is the only serive in "basic package" that is not real-time. Charting is 15 minute intra-day however we do offer real-time charting as an...

You sure? I will ask this directly from CME lets see what they say...

Well the point was that the "side" (=bid or ask) is not shown correctly when comparing with the CME's feed. I talked with the Amibroker's support and they said that the problem comes from the IB because they do not send every tick (which I allready knew but didn't understand that this is the...

Some hassle here but here is my question, Do you agree that allmost every chartting application which uses Interactive Broker's feed and which have the time & sales feature does NOT show the side of trades (bid or ask) right? Currently I am using CME's E-Quotes and I can see this very...

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Just curious u still in the ring or retired?

It is up to the system you are trading which one works better. You should go through your latest 30 days (or more) trades and paper trade them again by the pre defined targets or not. Do not change the way you do the target during this... My system is pure price and volume action based and...

Left the building? Latest timestamp is from february...

Well you have to check this by yourself. Delays here is not the same for there... In my case most of time I receive ticks within a same second. This is enough for me and my style of trading. News peaks are a different story.

I follow the speed of IB all the time. What I do is I made a small application which saves price information to the disk file and timestamps it. My computer's clock is synced with a atomic clock. Then after the trading day I download the tick data from the Globex (I trade Globex only) and...

Opentick.com is NOT free. For example to view ES (S&P mini futures/Globex) you pay $20 monthly. With level II it's $40 But for years of histrocial tick data (Level II included!) $40 looks very cheap. I think you may download the whole database within a month... I am not using this...