Search results

Just to clarify on an earlier point, there are market makers in futures markets. They do not, however, have institutionally-sanctioned powers or knowledge above and beyond that of a retail trader, as specialists have/had in equities. They are simply there to make sure there is always a bid and...

I'm unclear on how you are not losing money if the market is in an uptrend. Also, hurricane problems and other supply-side adverse events can produce backwardation in the crude market.

It would be much cheaper to get your backfill from opentick (free) or DTN/IQ (less than esignal).

I think this issue is application dependent, rather than feed dependent. I don't believe that quotetracker or esignal do it correctly. I've seen many cases in the book where someone cleans off the inside bid with one block quantity (market is then offered at the former bid price), but the T&S...

Additionally, DTN/IQ has a special monthly rate for QuoteTracker users (www.iqfeed.net). It's a great real-time data feed.

QuoteTracker

Thank you for the follow-up. I haven't noticed any disconnects this week. Regards,

On the full-size contract, 2-3 ticks would be the norm, with the occasional 1 tick or 4 ticks. The worst I've ever had in a non-news market was 8 ticks, but I shouldn't have been on that side of the trade to begin with. In the minutes before weekly inventories are released (wed @ 10:30 ET...

Two different IB reps told me that it's not a TWS issue and that the problem lies in their servers. http://www.elitetrader.com/vb/showthread.php?s=&postid=1433783#post1433783 The pink-outs don't result in frozen quotes or a loss of market data. The book just keeps flying along, but you...

Hi. I'm not aware that the server problem has been fixed yet. The TWS fix in 871 is a separate issue. I'm pretty much decided on Mirus Futures with an RCG account.

I know for a fact that my pink outs are not a router or ISP issue, and IB has acknowledged both on this forum and on a TS chat that there was 1) a mass disconnect issue that was caused by their servers (which they fixed a couple of weeks ago) and 2) a sporadic disconnect issue caused by their...

In my experience DTN/IQ is one of the fastest and most reliable data providers out there. I would respectfully suggest that you give their feed another try with a different product, such as QuoteTracker or Sierra. It's entirely possible that the problems you experienced are all due to Ensign...

I get a lot of value out of reading the book, but I don't think it's something one could define in an algorithm. It's in the subtleties, and serves as a filter rather than a trigger. I agree that if you're playing a longer timeframe then the book is largely irrelevant. For short-term trading...

Who are you trading with now?

CBOT already shows 10 deep

http://www.elitetrader.com/vb/showthread.php?s=&threadid=92277

It sounds like you're having the same "pink-out" problem that I've been having. IB has stated that it's a server problem on their end, but I can't believe it hasn't been fixed after three or four weeks. http://www.elitetrader.com/vb/showthread.php?s=&threadid=92089

Sweet Futures, which is Rosenthal Collins Group's retail division, quoted me XTrader for $650/mo. and $0.50 per side, plus exchange and NFA fees. I believe that works out to $3.32/RT on the CME minis.

One more thought... You need to be very clear on what exactly you're trying to analyze with your model -- garbage in, garbage out. You should Van K. Tharp's book, Trade Your Way to Financial Freedom. He talks a lot about system design.

What type of analysis do you want to do? I'm a statistical programmer, and I have modeled potential trading systems using SAS. There are other packages that can do it just as well. Do you already have data in hand?