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If you weren't going skiing, would you be inclined to push the AMZN position much further?

Nah at the time i had all orders default to limit at bid or offer, but since it was out of hours (before they went 23hr) and there were no quotes i think it took the closing price - which was miles away from the theo value (cos the futures were trading well away from prior close) and where i...

thanks for the tip, that could be handy. I don't know if i have the kahoonas to fire off orders into a market i can't see though. I remember a couple of years ago i was screwing around with an obscure CME commodity fop out of hours when there was no quote, just to check out the margin/risk...

Well that's what i meant by more competitive (i don't really know the right way to put it). So in another more competitive product that is exactly what i do and i know that i will get picked off sooner or later. But the last time i did that with sugar options the order just rested there until...

Mr Grund or Londonkid i would really appreciate some advice. I was with a semi-reputable arcade for about 6 months but then bailed early last year when it was obvious the volume wasn't coming back. I've had about 2/3yrs of experience in other market roles before that but now i can't seem to...

Nah very little to do with basic exchange volumes as we know it. More to do with much jucier margins on the trade clearing / back end side of things [this is how ICE has basically become a big player - not through dog dirt coffee volumes] - all triggered off by regulatory overhaul, hence why...

single european equities marketplace here we come :(

Bump. Can anyone tell me whether the spreads got any more competitive on the nybot soft options now the floor has closed? I am too cheap to pay 75 bucks just for the feed (used to be $1!). Last time i traded them was over a year ago and it was painful - pretty much had to pay the full...

Haha i have to qualify my original statement by saying that i have only used TWS since 2008. But i'm pretty dependent on a lot of the functionality like spread trader and spread orders in option trader, and different order types. I have to say if it were a simple execution platform it wouldn't...

No actually hang on a second, as usual i was dead right. If you go to that link, and go to the top result it will take you to Eurex's statistics page, go to 'monthly statistics' link on the left hand side and you can get a monthly breakdown of volume by product since Nov 1998. Which is much...

:D

sure http://lmgtfy.com/?q=eurex+historical+volume+data try the top result

TWS peaked in 2009 I think IBIS content is good, but it was better as a standalone. If you have TWS and a full IB account there's no need for more windows to tell you the same things.

It is theoretically possible to be assigned, but in reality it will never happen because there is little incentive/cost saving for the couterparty to exercise it. Its a futures option, but iirc in the states futures options are still subject to stock type settlement, cme tried to change that...

Main point to consider here is the fact that fills on SPX are still terrible when traded electronically. Someone will correct me, but technically the quotes you see for SPX options aren't necessarily firm so if you send a market order it might not be filled. On spreads i have waited up to 3...

Does anyone have any experience of using this? I've signed up for a trial, pretty impressed with the scope of the database so far, put less credence on the vol extremes list. Would be interested in how you process the data, plus i think you only find errors and missing data with time...

I clicked on the forum because i thought some deranged exchange mafia had launched futures on dog shit. Maybe to facilitate liquidity in the dog shit-pig-shit-urea complex.

sorry for bumping But does anyone know of a 3rd party vendor which can show time and sales for all options on a given underlying. In fact "time & sales" as we know it is overkill, i just want the largest trades, it doesn't even have to be real time delayed would do. I understand many...

Not really interested in stock data - that MUST be in the public domain. But for the derivatives exchanges, do they have any right to say who can publish their historical prices? They publish them on their website, broadcast them to ISVs and they get published in financial media, both dead...

good point bone. I wonder what's the marginal cost of listing an extra electronic contract? Must be next to nothing, that's why so many of these exchanges have totally redundant products that don't trade at all. rates / Fixed income would be the obvious choice esp after nyse liffe tried...