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You were indicating a higher "time in queue", not liquidity. ES is highly liquid...ie 1,000 contract orders are handled easily. However, your tiny 1 contract order has to sit in line with thousands of other limit orders; thus the long wait. What you need to measure: average size of bid+ask...

Well, this might explain why he had trouble. He's indicating more size = less liquidity. Anyone see the fallacy here ?

Exactly. And has he determined statistically from the price action exactly what the difference is between ES and Forex markets ? There's all kinds of measures like volatility and entropy, etc. If he doesn't measure and track this stuff, he's asking for more trouble down the line.

If they are so "excellent", it would be trivial to rewrite it. Plus, this is the first time I've ever heard of a new release being held-up due to the sample code.

Please ask them : why no support for dot-net 4.0 ?

Well...now some expert (Marion Bartels ?) on Bloomberg indicates a 1.5 percent rate in the ten year is imminent. WOWZER !!! It's all about Europe. That would put TBT UNDER 17 !!! Is this getting crazy or what ?

Bump. Wow, this is dead-end technology, no ??

How can you short VW ? There's no volume...in VLKAF.

About 5 days to cover on CSTR....PE of 30. Hmmmm......still not a "stellar" short.

That was Chanos original premise. What happened however, is the short ratio increased dramatically too quickly...thus initiating the squeeze.

Today's action in CSTR was quite a "tell" - down 4% on a positive day overall. Looks like the classic "short squeeze" is over. Jim Chanos soon to reap the rewards of hanging in there....and not getting "jiggled out" of his position.

Exactly....and now I wonder, given the speed of intraday trading, how many of the successful traders are using gray-box systems....i.e. they are given the signals, but enter the trades manually ?

How is this better than trading the futures ? Options tend to be less liquid and wider spreads, no ?

Welcome to the N B A market: Nothing But Apple A great and safe pairs trade: Sell QQQQs, Buy AAPL

Anyone think he's as good as Joe Kernan of CNBC fame ?

Definitely doable. However, you are aware that locally, there is no stoplimit. If last print is 15.50 and you are sell stop 15, if it goes quickly to 13, that's your fill price. Expect a lot of "slippage" like this. Whereas with Server or Exchange stops, you might be filled earlier like at 14...

I've got the OEC Excel docs....you are aware they do support STOP orders ?: Here's an example of a stop limit: =TEST1|send!’Buy_10_ESU7_StopLimit_1550_1600’_ This likely goes to the OEC Servers. The other technique is to track the price locally and place a market order when your...

I take it you are talking Interactive Broker's platform then ?

That's called a "local" or "workstation" stop. Other stops are "server-side" (broker) or Exchange stop. As you are aware, BUY stops are always above the market, otherwise they convert to a market order...and vice-versa for SELL stops. So it's important that the software detects this condition...

Yep - out-of-the-box. Both Tradestation and Multicharts support Easy Language....which was just renamed in MC to avoid copyright infringement. I'm excellent at Excel/VBA, but I don't want to waste time creating a trading platform....that's a daunting task in any language. I once considered it...