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I am thinking of starting trading ESTX overnight (using automation) in addition to NQ. Need to have few things down, though: 1. if EUREX goes down, where/with what instrument can I hedge my position using IB? ETF or liquid option contract? 2. Btw, is EUREX more reliable than GLOBEX? 3...

Thanks. This is getting closer. But this conflicts with http://de.finance.yahoo.com/q?s=^STOXX50E&d=t where session is marked from 9 to 5:30.

Note: I am interested in closing price of the index. The times I got from http://de.finance.yahoo.com/q?s=^STOXX50E&d=t. For example, NQ trades ~24 hours, yet indexes are calculated from 9:00 am - 4:15 pm.

This is still unclear to me: When day session (for europe) ends and afterhours session begins? It seem that day session is 9:00 a.m. - 5:30 p.m. CET. So the value at 5:30 p.m. CET will be used as historical close for index??? From http://www.eurexchange.com/products/FESX.html: Dow...

Thanks to everyone for replies! So, it would be fair to say that QQQ data from most of the vendors is not 100% reliable. Can't use SPX - system does not perform well on it. I trade NQ, may be I should get into using adjusted NQ or ES data. But then you get into contract rollover issues.

I am sure one can observe this just by looking at the charts, I have seen this before. May be this is due to the fact that intraday data and daily data come from different sources? Just called to QCharts, they say that all their data comes from S&P Comstock. Will send a mail to their data team.

Yes. It is easy. In addition, I have tested/eyeballed several days to make sure I created valid daily data.

The other day I took 15 min QQQ data from QCharts and created daily data from it. Then, I compared it to standard daily data from QCharts..... The data is very much different. It made me feel a bit uncomfortable. It is possible that this difference is benign and produces the similar results...

I could not find this bet as of today.... They only seem to have end of month and end of year bets. I would be very interested in participating in EOD bets on Nasdaq. Does anyone know other betting sites with bigger portfolio of index bets?

I would be very cautious here. In a way, you have a system within the system - you magically know the middle of the candle. I would recommend using open or close and then deduct slippage.... Feeling good about retesting (manually)? But that is what you have to do, otherwise you _might_ be...

You could solve this problem w/o using broker with web interface. Take a look at this thread and relevant links: http://elitetrader.com/vb/showthread.php?s=&threadid=12231 I have not got that far, since I did not have time to tinker with soft. I am using gotomypc.com to access my home...

*** Quote from Gordon Gekko: If I was short 1 ES, how could I calculate how much SPY IB would let me buy (if any)? *** If margin is not sufficient for SPY, you could use SPX options. Or OEX since they are more liquid.

I was long NQ and placed a limit order for my target. I can 'close' position with QQQ puts, but want to be sure that the limit order will not be executed. Any ideas/confirmations?

2 cents in slippage (per side) may not be sufficient in such volatile issues. Try to watch the strategy in real time or test with tick data. This may sound dumb, but it can invalidate your strategy better then guessing as well as help you to get a feel for those stocks.

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It is amazing how little attention this topis gets in news. No wonder - why talk about it if civilian infrastructure can't be protected from it? Cheap to manufacture, no smuggling required. One could even use conventional weapon and then follow up with this toy to maximize damage by preventing...

"I do not want to become a target MORE than I already am." And this war WILL make thngs much worse. Can you grasp that fact?

In light of possible war, I think it is important to take a brief look at recent history. The war supporters throw around examples like this:"... look we went in Kosovo and got things done... bla bla.." IMHO Kosovo was a total f*ck up. Only after the war it became clear that reports of...

This probably goes directly to def: I know that all excess funds are swept into SIPC protected part of account at the end of the day. But how does it work intraday? If I had made just 1 quick futures trade in the morning, would it disable SIPC protection for the rest of the day? Thanks.

Thanks, richtrader! That was very informative post.