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You cannot submit an order below 25k to IDEALPRO, you have to use IDEAL. And here the spread is simply wider, that is that is meant by these 1 - 3 ticks wider.

Great idea. Just sipping some coffee.

11:58? Bund stopped updating at 11:40. Two hours to get going again? What took them so long?

PSI means what? Pandemic Severity Index? :D Googling for PSI seems a bit futile.

The ECB has bought 45 - 50 Billions in Greek Bonds. Where do these show up in your statistic?

Hasn't the default already started? Banks started to agree to receive only 80% or so for their bonds? Currently that may not amount to much of the whole Greek debt - especially since the banks unloaded their bonds to the ECB or whomever. But the dam is broken.

:D

I don't use a news feed. I tried that once, but it is way too much distraction from trading. Even when I tried to use filters. I look up the release date/time of economic reports though.

Whom are you talking to? Yes, I'm at home.

Any news I missed at 15:00 CET which made the Bund drop 60 ticks? Thank you.

Increase in block trades is most likely due to the rollover next week. Last trading day for the U11 contract is Thursday, 8th September.

@Full tilt You owe me a new keyboard now. Spit my morning coffee over it reading your post. Sorry for your loss, but thanks for the laugh. I have only read some rumors about this flash-crash. Some of them showing that the "experts" have no idea what they are talking about. Have a nice...

IB distributes a snapshot of the Eurex Member data feed. That means it is fast, but not accurate in the sense that you may miss Highs/Lows of a move. The historical IB feed should be accurate. I think there is an option in IB to give you accurate date for 5s (or larger) time frames...

Yesterday I was in a hurry and fucked it up. It's the wrong time. Time stamps are GMT. Why did you not complain? Little coward? Hopefully this the right data now.

.....

This is the file. Just figured out that I can simply upload it.

PM me an email-address. The file is text, 12kb.

Trading looks normal today. Though the order book still tends to look a little bit thin. But any political news will shake the markets again. Thanks for the tip. In the morning I need some coffee and I have just run out of it :(

Sometimes sipping coffee/tea is a very sound strategy, especially on mornings like today's ;-). It's rare to see such a thin order book.

There are several differently priced packages and since I'm using a separate data feed I cannot really answer your question. As per their website the answer is Yes: http://www.sierrachart.com/index.php?l=doc/data.php. But check whether the symbols you are interested in are included in this...