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Yes. They have their CME real-time data server at Cermak::):p:D http://www.datacenterknowledge.com/special-report-the-worlds-largest-data-centers/worlds-largest-data-center-350-e-cermak/ https://www.sierrachart.com/SupportBoard.php?ThreadID=7489#P32745

I am not sure about that. Need to do some testing first. IB's data feed can be full of surprise.:D But according to Sierra Chart documentation, customers need to enable Record True Real-Time Data in Intraday Charts http://www.sierrachart.com/index.php?l=doc/IB.php#TrueRealTimeData to get...

Globex FIX FAST feed provides tick by tick real-time data containing relevant info for every trade. Associated with each tick or each trade is a tag called "Aggressor Side". The most accurate way to calculate bid/ask volume is to examine this field. High-quality tick by tick data feeds like...

I am referring to tick by tick FUTURES data from IQFeed. I am talking about the BID and ASK volume of futures from CME group such as ES, CL, etc, not the TOTAL volume.

Besides missing the high and low by few ticks, when price is moving fast, other limitations include: a) Pacing violations. b) Only receive market depth for up to 3 symbols from Interactive Brokers at a time. c) Bid Volume and Ask Volume are not very accurate. d) No tick by tick real-time or...

Joking aside, the lesson I learned is that: Never put all your eggs in one basket. If I need to develop an automated trading system, I'll use Ninja Trader, Sierra Chart, etc. Hopefully, I can then switch broker with minimal effort. Just my two cents. Merry Christmas to all.

Extremely high margin requirement plus auto-liquidation can be a deadly combination. In IB defense, I think their SPAN margin requirement before October 2007 was insanely low in most cases. Then, they swung from some one extreme to the other. Well, look on the bright side: If some gurus tell...

Hi, Before October 2007, Interactive Brokers had very low margin requirement for futures, options on futures, spreads between futures, spreads between options on futures, inter-commodity spreads, intra-commodity spreads, etc. After that, they set up their own rules to calculate the margin...

Hi, I asked a similar question before. Unfortunately, I have not been able to find the perfect solution: http://www.elitetrader.com/et/index.php?threads/how-to-define-a-strong-trend.252172/ Someone told me the following: Trend is your friend, until it ends. Divergence is your best friend...

Are you referring to Volume Profile ? Attached is the volume profile of ES for the entire Globex session on Friday, November 14, 2014. The price highlighted in pink was the VPOC. The red line indicated the location of the VWAP. http://www.sierrachart.com/image.php?l=1416135229983.png

Thanks.

Hi, DMI and ADX are not perfect. Unfortunately, I have not been able to find anything better. I have looked at Vortex Indicator, Choppiness Index, Kaufman's Efficiency Ratio (which is very similar to the Chande Momentum Oscillator), etc. Just my two cents.

Thanks. I came across Weis' video few days ago, It seems to complement Linda Raschke's video: For the time being, Weis volume waves are just beautiful triangles to me. I'll spend some time during the weekend examining Wyckoff and Weis method.

Hi, There are at least three approaches of volume analysis: a) Time-based volume --- cumulative volume within a fixed period of time b) Volume profile --- volume by price c) Volume by wave --- David Weis method Has anyone applied c) to trading successfully ? Any comments or suggestions...

What are the new fees for data ? Thanks.

Between October 2007 and March 2008, Interactive Brokers did increase the overnight margin of shorting ES and ER2 options by a factor of 3 to 10 depending on strike price and expiration. You may be surprised by the margin requirement to short a twenty points out of money ES PUT ( or CALL )...

Hi, Your brokers can always increase the margin requirement to force you to cover. If memory serves: During the flash crash, ThinkorSwim temporarily increased the margin requirement of ES by a factor of ten ( or something like that ). Also, CME will increase the margin, if VIX is high. Just...

ES is down from the Globex session high on September 9, 2014 by about 100 points. Given the fact that central banks have been pumping tons of money to support the market, I am a little surprised that such a mini-crash can occur.:rolleyes:

The following is some info about pacing violation: http://www.sierrachart.com/index.php?page=doc/IB.php#PacingViolations Good luck.

http://www.elitetrader.com/et/index.php?threads/consecutive-winning-trades.276502/#post-3841062