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When doing some volume and adding liquidity often, retail commis (e.g. IB) for 500 SPY will average below a buck. With 2x or 3x ETFs (but never get caught overnight with these shitbags), your cost will come down further, when you add often, you'll trade cheaper than locals. In the SPY/ES...

No! Your volume quotes are wrong. (seem not compounded over exchanges) SPY VOL Thursday: 335M SPY VOL Friday: 263M Pls check Bloomberg

I think there is more to it. SPY volume has increased very constantly, from 2000 - 2009 by a factor of ~30. Equity futures volumes increased by 1.5 - 2.5. The fact you are mentioning reflects very well in Eurodollars, however.

Yeah I know. However, if you look at Bonds or Eurodollar volumes, it's just terrible. IMO they need to change their business model: 1) Get rid of that seat / retail sh*t 2) New fee model that differences between add / take liquidity, like the ECNs !

The point is, futures exch would need to lower their fees to re-gain their incencitive. Making ppl pay 2 Dollars for a few bytes to run through some wires does not look advantageous

When, after a long time, I today looked over volume figures for Globex, the thing formerly known as CBoT and ETFs, I was shocked: Did everybody realize, that alone on the Spiders, todays volume equalled ~850.000 ES contracts ! If you count in all the other short, triple and quadruple...

Sorry, I don't buy much of this writing.

cannot link it. go -> fees -> commissions -> choose forex (tab)

FYI, probably all Opentick accounts are inaccessible as of now; they have shut it down. Interesting is, they seem to keep the servers running and have marked the accounts as "inactive", but still existing. I'm really curious to see whether the "new company" approach is just a way to...

Yes, IBFX is a real ECN. There are some banks making markets, you can also enter your limit order and go in front of them. The commish is about the same as CME globex currency futures (retail), i.e. about $2 per $100k traded.

Hi Pabst. My take: 1) nothing will happen for longer than many expect. probably CPI +/- 0 for 24, maybe more months. 2) after this, accelerating inflation will kick in.

"classical" scalping is de-facto market making in futures, primarily money market or bond type. You enter large size positions for +/- a tick, max 2-3.

Hello, does anyone know here how to get hands on the API / SDK for Zen Fire? If so, can you please give me a pointer or maybe PM me ? Thanks

The quotes I heard are in the 4000 - 6000 range (month) Personally, I would not recommend them, sorry to say that.

So, it's done. When they come back, they will probably charge ~$100/mo. I will not subscribe, for sure. Hist Data Quality was crappy as it could be, really ! (Holes, Spikes, completely out-of-band/wrong data, strange extra data for saturdays/sundays, no splits/dividend adj, etc etc)

- immediately stop both wars (both are lost anyway) - cut military spending by > 60% - cut other govt spending > not going to happen This makes me think, there will be a "military solution" to this debacle instead at some point

lol keep them coming :D

Everybody and his Mom was in the "USO free lunch". I did not do it this time, because I somewhat anticipated what happens now. It's not gonna work again. Maybe one month, getting killed in the next.

BuyLo, the Nikkei is not reflecting the Jap stock market correctly (long term) due to calculation and re-/composition issues. Please review the TOPIX (TPX) instead, however, this index still fell from 2100 to 720. Furthermore, the 1987/1989 peak in Japan is distorted by money supply...

With all these NYSE ex big-cap names trading between $0.50 and $4.00, but the firms actually refusing death (and NYSE changing rules), I'm beginning to wonder if we get a series of rev splits soon, hopefully in order to get these "instruments" back to "tradeable shares". Any word ?