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sure. thanks

you mean advantage futures? What they have to do with latency? They are just fcm.

what? nobody uses twitter in their energy trading? or is it the edge information you dont want to disclose?

Thank you.. You mentioned earlier that to have direct access you need to convince a clearing firm to let you do that and then get CME credentials for your connection (lease a seat?).. What you just have described seems like a different way - are saying now that alternatively I can find a...

interesting. thanks!

thank you guys

pardon my late start... are you saying that one can get direct access to CME with just 200K account? DOH! :mad: By the way could you please tell how much is to get CME credentials?

What tweeters do you subscribe for energy news numbers, rumors, breaking news? (a conscious set not just everything)..

What twitters do you watch to get basic economic numbers and breaking news?

kernel bypass eh :) btw intel introduced similar hardware to get straight from tcp to the cache.. interesting if that feature was ever utilized by HFTs (with conjunction of kernel bypass)...

Thanks for the sharing. Could you please give an insight on the following.. Suppose one has a simple system (like you explained on the first pages).. lets say arbing 2 instruments traded on the same CME engine group.. And one tries to capture some very simple microstructure inefficiencies...

let me know if you need an experienced luggage handler ;)

Hi Bob you mentioned on the other thread that you have bunch of observations on how to algo trade inefficiencies.. is it related to the equties only? I spent considreable amount of time trying to arb CME spread in futures and options on futures but ultimately didnt make any money because...

then the 0.01% of retail traders who have been making money will go bust too.. not just big traders.. so i'd say bring back the capitalism. P.S. on unrelated note I can tell that 99.9% of liberals arent liberals. they are scared little people. if they dont get enough money in the end of...

thank you... yes I know platts prices this is why asked for help here :)

thanks Water :) am trying the symbol.. Great - I saw those prices at EIA but its actually highlights the question I am trying to resolve.. I do not expect much of variation to be on the Close to Close prices between spot and futures. What I am trying to find out - how far speculations...

What are usual characteristics of futures-cash spread of WTI crude oil ? does anyone have 1 day picture of such spread (spot vs front month contract) ? just to see how volatile it is and what are the absolute variations from mean. is it pennies or less or more? otherwise - what is...

what. nobody is looking at API ? or is it available for those who know special handshake only :D

Is there a free report which is published real-time like same as EIA ?

yeah my fault. I looked at the CME quotes page and it has multiple expiration in the dropdown list..... I just missed that underlying was too changing with the expiration change.... makes sense :)