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Correct :)

Not that difficult: Let's say there are 4 contracts outstanding at any point in time (there are of course many more, but let's keep it simple). EDH4, EDM4, EDU4 and EDZ4 We just established that on 1-1-2004, EDH4 = ED1, EDM4 = ED2, EDU4 = ED3 and EDZ4 = ED4 Fast forward to 1-4-2004, EDM4 is...

I'm going to have one last try at this - It's really not that difficult :) On 1-1-2004, the first contract to expire is EDH4 (for simplicity sake, let's assume there are only 4 expirations in H,M,U and Z). This is ED1. The second contract to expire is EDM4, which is ED2, the 3rd to expire is...

No, ED2 always refers to the second contract. So in the above example, when EDM04 is the current front month (ED1), than EDU04 is ED2. When EDM04 expires, EDU04 becomes ED1 and EDZ04 becomes ED2. Folowing the next expiration, EDZ04 will become ED1 and EDH05 will be ED2. At any point in time...

ED1 is a notification for the front month contract. So assuming a simple scenario where there are only 4 expiration months H (march), M (june), U (september) and Z (december), as long as H is the first contract to expire (depends on the underlying, but lets assume around mid march) this contract...

This is no longer possible - I know there has been a lot of use / abuse in the past, but only a few weeks ago, Gibraltar and Spain actually signed an international tax agreement which clearly states that a (special) Gibraltar tax status alone is not sufficient to avoid being seen as a Spanish...

Doesnt the position window show he's 200 shares long? Assuming this is not a sim account, i'd get on the phone to your broker.

I suggest you read up on Theta. Here is a start: http://www.theoptionsguide.com/theta.aspx Note however that Robert made a valid point on liquidity as well

And I assume you are using some kind of 'master' file to store symbol specific information like file name / location, general symbol data like exchange and other 'contract specs' in case of futures data for example?

From their website (https://www.degiro.co.uk/products-and-markets.html), it would appear you are correct - at least for Italian markets...

www.degiro.it They advertise with €0.50 + 0.058% (No affiliation)

When I was a prop trader, I benefited from extremely low commissions and virtually unlimited buying power. Both can be important factors, especially when holding large size overnight. Note: I traded firm capital (no money down). This type of deals appear increasingly rare these days.

From their website (http://t3trading.com/risk-disclosure/) Proprietary trading may involve the use of leverage, which involves borrowing funds and/or securities in order to take positions in securities where the aggregate value of those positions exceeds the capital of the proprietary account...

There are many factors that can cause the difference between consensus and actual. Note that actual data is subject to subsequent revision(s). It's pretty easy to graph the difference between the survey and actual release over time to get a better idea of the margin of error. Note however that...

It's pretty self explanatory: - Actual: The current headline number - Previous: The revised headline number for the previous month (also see text below) - Consensus: self explanatory - TEForecast: Hoover over the title to get the explanation

I suggested including a chart of the underlying futures contract, potentially as overlay on the COT chart. I just highlighted that in order to do this you would most likely need a license (for the futures data).

Are you allowed to include a graph of the underlying? (Check your data license!)

I only used Norgate briefly as a backup to CSI around the period you mentioned. As I haven't used them for at least 10 years (probably more), it wouldn't be right to comment on Norgate's current offering / service.

As mentioned by an earlier poster: CSIdata is considered one of the best / cleanest sources of historical data.

I assume his / your commissions per share are higher than ECN rebates. If you are charged per trade and trade large size, you're effective commission per share can be less than the ECN rebate (depending on size and commission charged), resulting in 'negative ECN fee' (i.e. ECN rebate) Edit -...