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  1. M

    Where is official stock figures come from?

    found this: http://ir.eia.gov/wpsr/wpsrsummary.pdf it was published just in time ! ...... but only for the previous week .. what the heck? free sources like forexfactory publish this info so it have to be available for all then... this is government data. am i missing something...
  2. M

    Where is official stock figures come from?

    I found this: http://www.eia.gov/dnav/pet/pet_sum_sndw_a_epd0_sae_mbbl_w.htm but am looking at distillates and the stocks are publishing on fridays and the last friday is not there. could someone please provide a link to a nearly real-time distillates stock report? i think heating oil...
  3. M

    Are Nymex limit orders different from CME?

    No it was my mistake.
  4. M

    Are Nymex limit orders different from CME?

    OK. false alarm! :) it seems I just momentrily got confused when I got fill by mistake and when I looked at the fills I most likely saw order price which was that far away price, but the actuall fill price must have been correct. I experimented today few times and it seems the limit orders...
  5. M

    Are Nymex limit orders different from CME?

    I know :) this happened first time in almost 4 yrs.. now i am questioning my sanity :)
  6. M

    Are Nymex limit orders different from CME?

    Hmmm.. I thought this is know issue.. let me do that again tomorrow and I will publish the results. But I am sure it wasnt imagination as the price was like 50 ticks off. Not even HO could jump that far in 1 sec.. I am quite sure it was genuinely filled above best ask. Broker wont be able...
  7. M

    Is there news service which provides conscious daily headsup?

    Need morning heads up / market commentary. Something not too vague and not too detailed. Something to a point to get a whiff of the sentiment.
  8. M

    Are Nymex limit orders different from CME?

    I thought Nymex futures (usual ones at least) using same FIFO as say ES. May be I have hit a mental wall.. but.. I think if in ES say best bid is 1000 and and I place a sell limit order at 900 I will get filled at 1000 anyway (as it is the best available - isnt that what the limit orders...
  9. M

    How would you calculate desired implied prices for 2 fly legs if 3d has been filled?

    yeah i know what you are doing. i saw your website a while ago.. this is not applicable in this case. just theoretically - what would you do if you had to fill these legs at that price precisely. how would you balance A and C? if B was filled at 5. then could loads of combinations of A...
  10. M

    How would you calculate desired implied prices for 2 fly legs if 3d has been filled?

    Imagine you are trying to leg into a fly at price 10. say current price was just a second ago 9 - 2 x 5 + 11 and leg B has been filled and A and C didnt and they moved away. Current spread price now is 11. How would you calculate A and C price for limit orders to fill the fly at 10 given that...
  11. M

    Liffe - Euribor - Total Volume Collapse

    and what these ventures might be? hot-dog carts in the City? barber shops? candy floss?
  12. M

    financial futures first notice date (FND)

    he is not a troll. he is chinese hacker. we had same shit on t2w. he was posting invisible links to bring people to malicious website which could infect your PC if not careful... my guess it is not possible on this forum. but these dickheads dont like to think. they take things by numbers..
  13. M

    How TT connected to CME?

    ok. it was 0.50 R/T for 2 yrs at least. I had that comms... you should look faster. I am sure if you call Michelle in person and be a little articulated about your trading you can get it now.
  14. M

    How TT connected to CME?

    what? are you in Iran or something? anyway where are only few retail brokers who does TT. Call Global Futures and ask specific questions. I had most pleasant experience with them. Also 50c R/T comms are the best on the market.
  15. M

    Sanity check. Can CME fill stop market at better price.

    IB are bunch of clowns. but on the subject - I am sure my stop orders translated into correct CME stop orders.
  16. M

    Sanity check. Can CME fill stop market at better price.

    what latency? who said anything about NOT using native orders?
  17. M

    Sanity check. Can CME fill stop market at better price.

    no thats not the case. I see all the prints and it is placed at the exchange exactly when i send it.
  18. M

    Sanity check. Can CME fill stop market at better price.

    Yes I can see it from the pdf available now. But I am sure I saw (a year ago) another document which was much more detailed where all market orders in the end was said to be converted to limits... and I cant find it anymore. either they dont want to disclose that info or matching algorithms has...
  19. M

    Sanity check. Can CME fill stop market at better price.

    in the CME rule book I didnt see any MITs. I think that exacly Stop Market is analogue of a MIT. once tick printed at the trigger level it becomes 'market'. makes sense?
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