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WTF blah, blah, blah rehash. The DAX was up 35.60 on Tuesday and only down 56 on Monday.

Keep in mind that the 60/40 treatment for futures didn't come out of thin air. It was the compromise reached for ending the very favorable treatment of tax straddles. If the CME and other exchanges did't have lobbyists they would be taxed and regulated to death.

I didn't ask anything substantive, just asking basic information. The fact that the Globex fee volume rebate increases profits over 67% shows how marginal this is. I wonder if Eugene has read the paper "Risk and Return in High Frequency Trading" by Matthew Baron, Jonathan Brogaard, and...

Who directed you to fill out Form 4797 ? Trading involves the buying and selling of capital assets. Equity and equity option trading is reported on Schedule D and futures and futures options and all other Section 1256 contracts are reported on Form 6781 ( which flows to Schedule D)...

Simple Google search finds daily downloadable DJIA data back to 1896 at Polish web site Stooq. http://www.historicaldatadirectory.com/2013/05/dow-jones-djia-historical-data-download.html The .csv data file is 1.287 MB.

What speed is "the lowest speed available"? Ping time matters more than download speed for trading. AT&T Uverse is a far better choice than satellite. I've run IB's TWS over dialup. Updating 50 symbols doesn't use much bandwidth.

Wow, so much information missing. The last 71 days have been a low volatility move to the upside. How does your model perform on a down day like July 31st? How did the trades go wrong during the drawdown periods during the 71 days? Does you model hit bids and lift offers or assume fills on...

IB has excessive margins on futures options. IB margin for an ES futures contract is $5750. IB margin for a 30 point OTM short ES call contract is $8910. How is it possible to lose more money on the 30 point OTM short ES call contract than being short the underlying ES contract? The...

CME greed is insatiable. The CME wants everyone to pay for data. Even if you trade CME futures and pay their outrageous per side contract fees ($1.14 for ES, NQ, YM) they want you to pay for the data required to trade and hence pay the contract fees. New nonPro data fees: $1 each...

Does IB charge you exchange fees for Globex data? Go to the Rithmic website and look at their FCM/IB network. http://www3.rithmic.com/?page_id=11 You will have to ask each FCM/IB if they provide an unfiltered Rithmic data feed and what their fees are.

$4.5 million severance for a mega company CEO is nothing. Sounds like a zinc handshake goodbye.

Your best deal for a "true tick level data feed" for futures is to open a small account with a FCM that offers an unfiltered data feed.

Is CYNK pronounced SINK?

Why not just increase margin requirements for contracts with excessive risk? IB already has excessively high margin requirements for short futures options. IB's overnight ES margin is $5406.25. IB's overnight margin for a short OTM ES put or call is $8890. I would appreciate someone at...

Futures trading margin is a performance bond and does not involve a loan. In futures 30% margin means you would put up 30% of the contract value in cash. For ES futures 30% margin would be $30,000.

US stock exchanges were closed on 07/04, but CME/GLOBEX was open for holiday hours. The rest of the world was also open for trading.

Was already posted on June 18th. http://www.elitetrader.com/vb/showthread.php?t=284698&highlight=vision+financial

Takeover by Energy Transfer.