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I just want to follow up on this, as I'm just about to subscribe to eSignal from June 1st. I was wondering if anyone has any suggestions as to what would be the best way of using eSignals tick-data history to create spread charts. It seems their software only does it based upon 1-minute data...

The NYBOT agricultural futures are traded electronically on the InterContinentalExchange (ICE - www.theice.com), so they're pretty liquid actually. Try messing around in the TWS and you'll probably get it to work too. I am pretty sure the contracts are fungible when it comes to electronic and...

I exited the losing bond trade: Sold 1 Jun 07 ZB 30-Year T-Bonds, Bought 1 Jun 07 ZT T-Notes @ 109 9/32 and 101.8828125, equal to a spread price of -94.484,375 - CLOSED - LOSS 1.428,875 What to learn from this? I'm not sure. But the seasonal tendency sure didn't work this year. I haven't...

Thanks kahai, I'll adopt your suggestion on how to post the trades straight away. I hope you'll enjoy MRCIs service, I haven't subscribed to it but am certain it does a good job at selecting upcoming seasonal trades to put on. I'll probably also subscribe to their service once I get further...

Shorting China is one thing, but before the bubble bursts the question I've been asking myself is how to get exposure similar to the Shanghai index.

That's so strange, I've tried several days in a row during market hours. I'll try from another pc with another version of TWS...

I've been looking at the Sep 07 / Jan 08 spread in Soybean Oil (on eCBOT) for a week or so, and have been bidding many days in a row to enter into that particular spread - using IB and a combo of these two contracts. However, today I had a very strange experience - when entering my bid I got...

And to round it all off: Long 1 Aug Soybean Meal, Short 1 Mar Soybean Meal @ -9.00

Another trade entered: Long 2 Aug Soybeans, Short 2 Mar Soybeans @ -36 1/4

I just got filled in Unleaded Gasoline: Long 1 Dec Unleaded Reg, Short 1 Aug Unleaded Reg @ -0.3480

I've entered into the following Cocoa-spread on NYBOT-contracts: Long 1 Mar Cocoa, Short 1 Jul Cocoa @ 65 IB isn't offering the spread as a combo, so I cannot chart it or enter with limits order - I had to leg in, and I think that cost me a few ticks. And I'm also wondering what the chart of...

After moving my limit order up along the rally in the NG-spread, I got filled as it turned south again: Long 1 Dec Natural Gas, Short 1 Jul Natural Gas @ 1.59 This violated my entry rule on the spread, which was Precise, so this is very poor execution on my behalf - and a costly mistake...

I'm looking to enter into a spread in Cocoa to IB, and would like some input on whether this is at all possible. Volumes seem nonexistant to the point of no quotes at all when you look at next year contracts. Anyone with any input?

FullyArticulate, that really put a smile on my face :D

PJKIII, I stand corrected!! Looking up First Notice Day on Natural Gas I discover that it's actually after the last trading day, unlike my experience with Oats if you read further back in the journal. This means that I should have absolutely no problems at all with IB. So, I'm right now...

Actually, NYMEX miNY Natural Gas - QG - is financially settled, so it could be possible to put the spread on like this. Unfortunately further out there's absolutely zero volume and noone is even bothering to marketmake it electronically :(

Yes, I know it's possible to trade into the last trading day - unfortunately I'm using IB which don't allow you to sit with the position from 2 days prior to the First Notice date. I don't want to go through the hassle of finding a broker that allows trading this close to delivery and handle...

Today I've entered into the following treasury spread: Long 1 Jun 30-Year T-Bond, Short 1 Jun 2-Year T-Note @ -93.062,50 (I think) My first ever trade in treasuries whatsoever, and I'm a bit uncertain about it as the 2-Year is double the size of the 30-Year. I'm also not sure if I...

www.mrci.com is their adress. http://www.amazon.com/Encyclopedia-Commodity-Financial-Spreads-Trading/dp/0471716006/ref=sr_1_1/103-0347076-4595829?ie=UTF8&s=books&qid=1178861138&sr=8-1 This book is an overview of a substantial amount of strategies for spread trading, but beware that it...

I have bough a book - read it, and done my own analysis of it's content. The book's material is not republished here, which would of course be a violation of their copyright. My trades - which is what is being reported here - are NOT on the same entry/exit dates as in their encyclopedia...