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Please correct me if I have the wrong impression - are you trying to quite literally 'scalp' ten different names in the same trading day ?

It would be helpful to know what specific market or space you are interested in. Price action in ES is quite different than CL is quite different than ZN. There's a possibility that you could buy a bid and sell an offer in ZN - but next to no chance of it in CL.

For those of you following at home, CME regulations state that Tag 50 ID's are anonymous to counter parties and other market participants. In other words, US Regulated Futures Exchanges do not make any counter party information available on trade confirmations or market data messages.

Well, I am surprised but if it increases liquidity and volume in the US 2 Year Note future that is good for me personally.

Warm weather has taken the bid out of heating oil, too. Natural Gas heating and power generation off as well due to the mild temperatures.

Another day with equity indices up moderately and WTI off slightly. Warm weather taking the bid out of heating oil.

If you find any 'free' real time data - I personally wouldn't recommend that you day trade on it. You miss one trade or get picked off one time - your entire justification for 'free' just got blown up. Just my own 2 cents, YMMV.

Just don't be shocked when the free or 'gratis' real time data you're getting doesn't align so fluently with actual live exchange time and sales. Speaking for futures, that data ain't free from the exchange.

Despite some bullish technicals, a modestly firmer stock market, and the continuing saga from Venezuela - WTI is off today. So at least for today, the abundant North American supply narrative and warmer US temperatures has overpowered the demand side of the equation.

It's entirely relevant to your original post. Large spec accounts don't execute orders the way you have pictured in your mind that they do; what you perceive to be a spec order from a bank desk is much more likely to be a customer fill or a hedge, and most importantly large spec order...

Please tell me where you know for a fact that Algos have access to others identifier tags ?

No If by your post you mean to imply that somehow Algos “know” or uncover the identity of those counterparty identifier tags? No. In fact, Algos are required by the CME to be approved before use and they have their own identifier tags.

I know quite a few traders who collect things. Antique Silver, stamps, coins, guitars, vintage vinyl records, watches, books and manuscripts, memorabilia... you name it. They are totally engrossed in it, and they buy and sell and build up their collections. I mention it because you don't golf...

Futures exchanges have tried everything conceivable. Weather, Insurance Risk, Carbon Credits... it's a long and storied list.

I've always been amazed at the people who will commit vast effort and hundreds of hours to data analysis - but they insist on using cheap or preferably free data. Boggles the mind. For those of you following at home who don't have Tier 1 charting platforms: there's a very good reason why...

There are, quite literally, at least a thousand good traders in Chicago who manage. One of the best Bund scalpers I ever met wore cargo shorts in the winter. Every day. Bought a brand new Porsche 911 Turbo and sold it back with about 600 miles on the odometer - swore it was trying to kill him.

Pay for the data from a known and trusted provider, like CME or CQG or Bloomberg. Free data is naturally suspect.

As for the Sour Crude - refiners will typically blend it with light sweet crude in order to allow for their catalytic cracking units to be able to digest it. There's also a price advantage in being able to do that. Refining straight Sour Crude dramatically decreases refinery throughput and...

The holy grail is that there is no holy grail.