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Apparently I'm reading tea leaves cause all grains have not found a true price floor yet.

I'm currently backtesting 3 years worth of intraday data in futures (1-min OHLC 'bar' with volume) and futures options (volume & OI by strike) using data purchased from Nanex last year, plus a couple from iVolatility.com; only recently did I see that Tradestation offers such data through their...

All grain prices got hit today w that report, but corn the most...think you're right, was more expectation of bullish outlook, maybe via anticipated shortage of stocks due to bad weather in midwest. Plenty of demand-side reports coming out in next few weeks tho.

Looks like your near-term perspective played out today, ergo, what a zinger. I was pretty heavy on the long side last week, sold most on pops & now in with a few contracts long...holding the bag for now. Per USDA's Grain Stocks report today: "Corn stocks in all positions on June 1, 2014...

What's your view of its sentiment of late, what typical seasonality may hold near-term, etc.

Are any of you here trading STIRs and/or bonds doing a high-frequency strat, just looking to pick up a few ticks each round trip? If so, how easy/difficult is it for you to get in & out of outrights/spreads given the large lot sizes on the DOM? I'm familiar with a strategy that trades Cals &...

Been trading futures Calendar spreads for some time by watching changes in the price ladder, which has its inside bid/offer prices derived from difference of inside bid/offer of each outright contract i.e. leg. Lot sizes at each price level of the spread seems to be a combination of what's at...

haha exactly. New pit boss, same as the old pit boss.

most people in business, athletics, trading, etc who truly commit to finding the limits of their own potential, and then attempt to surpass such for sake of beating competition, are going to exhibit behavior which at least one couch lizard psychologist somewhere would call 'sociopathic' - maybe...

+1

Do you require a minimum daily volume for the trader, or is sitting on one's hands acceptable? I saw in another thread where you mentioned CL, 6A, or 6C...given the extra heat on energy markets right now w the Ukraine situation, at best I'd be looking to trade CL spreads at least 4 months out...

Yup...anybody heard of Skype? International messaging/calls are free, ya know. Unless Skype is raking it, and Zuck sees a squashable adversary, how much more horizontal growth can the market for blabbing a bunch of noise get into?

Other news from 5 years down the road when Dogchat nets $100B...a movie comes out that redefines art as we know it <iframe src="http://www.ebaumsworld.com/media/embed/81248452" width="567" height="345" frameborder="0"></iframe>

Interesting - reading about that now in an FXCM article (http://www.fxcm.com/advantages/forex-execution/compare-execution-types/). Thanks, fp. It alludes to reactions made by DD counterparties in the 'Order Execution' section: "Scalping is allowed, but FXCM reserves the right to manage its...

guess it depends on what type of entity joederp is, how many other entities of the same type as joederp are in that market, and how much of the market share they are, collectively...if they're all private llcs/partnerships/individuals, there's nowhere near the impetus to 'structure' a market...

Okay, definitely got off on an errant foot with the assumption that a broker was counterparty...now that I take two seconds to think about it, it's obvious :p But as a new example, and one that some of the more 'conspiratorial' types around ET have alluded to - say a customer of Interactive...

Okay, so futures brokers are not obligated to offset a customer's position, it is a simple conduit as you and Brighton allude to. U.S. stock brokers *may* be required to offset customer positions per U.S. regulations, then?

First off, if relevant info is listed per exchange and reg authority site(s) just post links and I'll go digging :) Let's say neither a broker nor its customers have pre-existing positions in a market e.g. WTI Crude. I buy one futures contract which the broker sells to me via in/outside...

'Undertow' is a fave quick & dirty term I like to use when referring to intramarket microstructure, as well as inter-market positioning which 99% of independent traders don't have the tenacity to dig into. 'Leaning into the pain' to learn/evolve - know exactly what you mean there, too...

Baron, a HUUUGE "Thank You!" This site has been a blessing to all of us who just need to earnestly riff some ideas and get the black, white and fifty shades of gray in food for thought that the locals are willing to share. Here's to continued success of your site, sir!