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Any feedback on this service offered by the CME? http://www.cme.com/trading/dta/hist/ehist2419.html or anything similar available elsewhere to get historical time and sales data? seems pretty expensive to me.... Thanks in advance.

Do you trust the eSignal Eurex data?

If your stop isn't hit (or target) do you exit flat at the end of the day? Thanks for posting.

http://www.softwarenorth.com/trading/commitmentscurrent/

The analysis quoted is misleading. Commercials reduced their exposure in the 10 year for both longs and shorts:<pre> Long Short Net May 3: 1,333,135 1,070,971 262,164 May 10: 1,327,889 1,037,613 290,276 Change: -5,246 -33,358 28,112 </pre> So yes...

TT got connected to the IPE: http://www.tradingtechnologies.com/news/documents/TTPassesIPEConformance10.26.04FINAL.pdf

Dogs like see Merchant charts. Continue please keep posting. :) Understood carnal break exits, but where Merchant enter? On another carnal break not shown? Or ....?

Up, Down and Unchanged volumes get sorted into those groups based on the stocks *price* -- and any single stock may be counted in all 3 at different points during the day.

Use form 6781 -- Gains and Losses from Section 1256 Contracts

for RTH only prices, the FutureSource symbol is RSP: http://www.futuresource.com/quotes/quotes.jsp?s=rsp

You can always trade the new CPI futures at the CME: http://www.cme.com/dta/del/delayed_quote.html?ProductSymbol=CU&ProductFoiType=FUT&ProductVenue=G&ProductType=itr not much activity so far...... :confused: (meaning no vol nor OI)

The euro on Globex went the wrong way just before the report:

TBX -- Eurex US ZB equivalent -- trades in half ticks.

tango, first of all, thanks for posting. You started with 2 contracts and a daily goal of $150 (based on a $15k account). Now you're at $18k, and your trying for a daily goal of $180 but will be using 4 contracts. So now you'll be risking twice as much but only shooting for 20% more...

Here's the reply I received from IB: "You may consider to place GTC (Good-Til-Cancelled) order meaning that a particular order will continue working within the IB system and within the market place until it is either executed or canceled by the customer. " Duh!....why didn't I think of...

I'm talking about a normal limit order to exit an existing position that is within the overnight margin requirments. I'm thinking that IB cancels all orders at midnight or something to that effect.

Is there any way to maintain overnight orders in the ACE system for ZB using IB? Right now I place any order, it goes green, and I leave my TWS on, and then I in the am the order is gone. Does anyone know is this due to the auto-logoff feature or the way IB and CBOT handles ACE orders?

darkhorse had a great post about 'getting in line': http://www.elitetrader.com/vb/showthread.php?s=&postid=105427&highlight=line#post105427 worth reading!

Something cooking down here with the commercials in the long bond? http://www.softwarenorth.net/cot/current/charts/US.png Since these numbers are before the big jump Friday, looks like the commercials were already positioned...or working the yield curve....

Dec will be front month beginning tomorrow Friday, so the liquidity will be there and the IB rule will not affect Dec.