Search results

IB ECBOT trailing is not working. do you guys have the same issue. same thing on ZN as well

also ER2 to .05

goodluck

it could be a point for a point move for these 2. current spread 4500 ER2 over ES. all time high is 6600 while low is like -1000. so 3000 even 2000 is not out of a question.

thanks guys. actually that was more of a rebalancing trade due to Katrina. I still have like 5 sitting around hedged with some OCT 627.5 calls. i dont get it the future option bid/ask spread is frigging nuts 4 bucks, while RUT is like 80 cents at most. Also it seems 30pts itm is deepest MM...

that is maybe why some dude botx20@648.4. while ES was already down 2pts at the open. I was 1 of the 20 on the other side of the trade :D

now its -450 vs -550 another note. how about yield curve. is it gonna be flatter than it is now ?

first hour ER2 vs ES -500 usd each. I was tempted to spread them, but my position is already highly levered. but ER2 should've been lower assuming if we see -1% in ES tomorrow.

does IB pay interest on option sales proceeds ?

I certainly got beat by the MM's on ER2 futuresoption today. how can they have a friggin spread of 4 bucks that is an out right robbery.

thaks man.

another question. is future option marked to market like futures it self ?

I couldn't find it anywhere on CME website for future option margin calculation. can any one give me the formula. If I want to a sell 600 dec ER2 call option what is my margin gonna be ? thanks. the margin on cash index is so high.

by buying calendar spread on the roll over datefor es. is it the same thing as rolling over manually ?

how long does ACAT take ? Cash ACAT DELIVERY IN PROGRESS DO NOT TRANSFER SECURITIES DO NOT PAY CREDIT 1.0000 0.00 CAT 07/18/05

does any one have tick by tick data for EURO/USD ? I only need couple days of sample data. doesn't have to be recent. anytime is fine. or please direct me to a site with sample files thanks

you can simply send yourself an EMAIL. when the realtime data triggers your system. it works pretty well for me. of course only during the market hrs.

I would like to know too thanks

but you can take a slight risk to compensate for the speed

is it feasible to collect ER2/ES/EMD/NQ ticks using ACCESS/VB.net/IB ? I am running the program on my lowly 1.5M notebook thanks