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You have to work out the numbers based on the vehicle you trade. I trade futures and it is better unbundled. I suspect unbundled is better for most types of investments.

Yes, I'd be interested.

Often in these situations people take the first price (close) N periods back.

It is working with QT just not historical backfill (IB server problem). Realtime data charting is working with QT.

www.quotetracker.com

Quotetracker for one (www.quotetracker.com). But because of the server down there is no historic backfill.

Their server is down. They said it will be back up sometime soon.

Maybe you're right. I use IB TWS which is electronic, so I am looking at electronic only. Electronic shows much lower volume on ICE across the board.

What does CAIA stand for? I am a CFA (Chartered Financial Analyst).

Yes, you are probably right. I guess I am just a natural cynic and when I see markets behave suspicious on me I question them. Thanks.

So you're the one trading against me! :D

I'm thinking down, near the lows today. But like you said, very volatile market--anything can happen.

But... 1) This happens almost every time I enter a buy/sell. 2) How can they move the bid/ask so much? They see my order and as a group immediately move the bid/ask down (up)? I assume there are other players involved who still have their bids just below my limit order (which was executed...

Good reply Jango! I especially like "those little 2-3 point flutters". They seem to happen all the time (jumps I call them, you call them flutters). I like the whole post...

Typically it is an immediate reaction but within a minute or two (if my strategy was right) the market moves in my direction. This appears to be an immediate programming (market maker) phenomenon or something. Trying to figure out how they do it. Are (or how are) they manipulating the market.

:) LOL I'm checking the walls right now!

Say the bid/ask is 65.10/65.11. I enter a limit order to buy @ 65.11 (right then) and it gets filled. IMMEDIATELY the bid/ask drops by 2¢-5¢ almost every time. The opposite is true for sell orders. That's what I'm trying to figure out. How are they doing that?

Yes? That's worse? How do those guys do that? Seems like a HUGE advantage to somebody (market makers?)...

I've notice that as soon as I enter my limit order to buy, the price IMMEDIATELY drops by 2¢-5¢; and when I sell the price IMMEDIATELY rises by 2¢-5¢. I understand there are traders, bots etc. out to get me but I don't understand how they can move the market against me so quick...

Stick with CL, brent has very little volume compared to CL.