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  1. M

    What happened to QQQQ ?

    Easier would be to quote $39.00.. However it wasnt question either.. As I said the answer should be something along the line: dear fellow trader. the QQQ tracks not the NDX value but returns. And started to price at about 1/40 of the initial NDX value.. I found this answer as I said...
  2. M

    What happened to QQQQ ?

    The dbphoenix i knew at TL had much more agile perception. The question was how is it quoted. Plane and simple.. And pretty obvious. Re google. Whatever i need for futures and options i can find with one click.. Everything about shares is dagger and cloak.. I did find the answer after...
  3. M

    What happened to QQQQ ?

    Its weird.. Every time i ask a question in stock section i got so fucked up answers. Like whatever is the gold and whoever knows the answer is the king.. Whatever really
  4. M

    What happened to QQQQ ?

    I just learnt that QQQQ became QQQ.. Well its fine with me. Dont trade stocks.. However my understanding was always that QQQQ is tracking NDX (NASDAQ 100).. NDX today is 3900 ish and QQQ $90... I dont get it..
  5. M

    HFT Myths

    Ok.. If you guys dont know what I am talking about then it probably shouldnt've been said out loud... but if anyone interested the NYSE opening auction logic is easily available from the exchange website. as I said I wasnt talking about actuall fills. but if you bid/ask price/size...
  6. M

    HFT Myths

    sorry I didnt mean to trade against picture on the screen :) I can see NYSE OpenBook - the exchange matches orders in extended hours. its not the same as the normal trade but you can get fill for a few thousands size relatively OK (I guess looking at the trade info).. So you could...
  7. M

    HFT Myths

    HFT, do you arb SPY on pre-open?
  8. M

    How do you calculate SP500 ?

    1. I have 500 symbols (supposedly are constituents of the SP500 cash index). 2. I have %% weight of each in the SP500 (questionable quality data though but is close if you weigh them by Market Cap). 3. I calculate Sum(Last x Weight) and I get $120 instead of $180 what am I doing wrong?
  9. M

    German HFT Law

    I wonder if all exchanges will move to some less regulated space in future regardles traded instruments locality.. Why exactly DAX has to be traded in frankfurt FTSE in london and SP500 in chicago.. Given the globalisation and good data links.. Why dont we build one universal exchange in nepal...
  10. M

    SP500 constituents weights

    thank you.. is there a text/excel file with NYSE/NASDAQ symbols and market cap for each?
  11. M

    SP500 constituents weights

    Is there a simple list with symbols, exchange, weights for the SP500 constituents? (preferably downloadable).
  12. M

    who can see overnight orders in stocks market

    that link is brilliant.. thanks a lot!
  13. M

    who can see overnight orders in stocks market

    Ok. so all of you are sure that opening price on NYSE and NASDAQ is formed by the exchanges servers and nobody (except the exchange employees) cant see what is happening until Opening Acution starts.. Not even designated MMs ?? Hmmm.. (I bet someone from MMs firm is reading this and rolling on...
  14. M

    who can see overnight orders in stocks market

    Here is the quote from nyse: At 4:00 a.m. ET, Limit Orders designated for the Opening Session are matched and executed in the Opening Auction. NYSE Arca will accept orders for the Opening Auction beginning at 3:30 a.m. ET, and will continue accepting orders until the Opening Auction is...
  15. M

    Why are some orders appearing out of thin air?

    Could it be a cross order?
  16. M

    who can see overnight orders in stocks market

    Who can see the exact qty and price of orders posted overnight on stock exchanges? (I have little experience in stocks so please be patient :))
  17. M

    HFT Myths

    OR the ones had no proper programming made and had no idea how to deal with the situation :)))))))))))))))))))) типа Эла Бунская которой 18 ле&#1090...
  18. M

    Anybody Trading Futures After 6PM EST Like HSI, Kospi, Etc

    I am an idiot... CQG! Who else :)
  19. M

    Anybody Trading Futures After 6PM EST Like HSI, Kospi, Etc

    are there brokers (except IB) who provides decent execution and clean data on HSI, Kospi, Nikkei?
  20. M

    CME own SP500 cash index?

    Before you jump to a conclusion I want to stress the question is about cash index. I just stumbled upon this page: http://www.cmegroup.com/trading/equity-index/settlement.html Which says: "On typical days, CME Group begins disseminating index values immediately at 8:30 a.m. Central Time...
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