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Interesting. Are you building a bid/ask trading model/system ? I had some communication last week with Robert Pardo, a quant who owns his own trading and research firm, and he said this data is very difficult to acquire....and so he has not even attempted to build a system using bid/ask.

Huh ? I thought Metaserver was a one-time license fee type of deal. It's based on symbols used ?

That's good to know....but in your case, you most likely have the TWS edition of Metaserver, so your feeds for charts and orders are the same. Let me ask you a question about Metaserver: Does the Global Server in TS2000i need to be running or can it be shut down ?

I thought this was an interesting comment from Bolling: "It's an addictive game, and no one leaves when they're on top. You're unemployable after this" Appears the stakes in trading are quite high. Succeed, and the world is your oyster. Fail, and you're working at McDonalds (scene from...

Exactly. This is a technical "dead cat bounce". We've all seen it before. Weak shorts getting out early. Strong shorts are still in the game though. Let's remember ol Doug Kass of Seabreeze Partners who was short 2 YEARs ago and took quite a lot of "heat" before reaping some huge rewards.

Put enough fib levels out there and the market is BOUND to hit one of them.

I agree with most of what's been said in this thread. TS2000i is old, unsupported software, with many bugs, and not to be relied-upon for realtime trading. It's OK for backtesting however...that's about it. TraderAssistant provides a high speed DLL link to TWS order entry....and that is good...

These same conditions and thinking were last witnessed around January of 2000.

ESignal has EFS2 scripting language and a DLL interface for custom indicators and strategies. If you get onto Tradestation.com, I'm sure you'll find some 3rd party add-ons that will permit playback...I remember seeing that no so long ago. BTW: I'm trialing StrategyRunner....and I like it ! It's...

Uh, does that include eRL (Russell 2000) futures ? If so, you need to visit your eye doctor....if you didn't see that fast, fast sell-off yesterday late afternoon.

...and so it did....and "the rest was history"....as they say. The eRL was so "special" today, it goes beyond words. The late afternoon swoon was quite a "tell"...I see massive distribution of these small caps at these historic levels.

I would read this carefully: http://www.irs.gov/pub/irs-pdf/p550.pdf Then notice there are several serious limitations set forth for individuals (vs. LLC): 1) expenses are limited to 2% adj gross income 2) absolutely no deductions for seminars, training costs 3) deductions for losses are...

Some real smart guys on the RealTraders list have been mentioning this 107 level in the 30 year as mombo important to hold. That could be the reversal point. If so, and there is a bond rally, incredibly, we could see one last pop-up in the equity markets.

It appears the vendors who "time-sample" the data feeds are the most reliable. This includes Interactive Brokers and ThinkorSwim. I've been with the latter now for several months...never a delay, never an outage (except for that crappy eCBOT data service - not their fault !). I am also testing...

Art - markets get choppy and nervous near tops and bottoms....I think that is the case here. The eRL has been painting zorro-like patterns up here around 780-800. Bottomline: tight stops are likely to be taken out with higher frequency than previous periods. Solution: widen stops and/or trade...

Does anyone know WHY the eCBOT has been down so much lately ? Does it have anything to do with the pending merger with the CME ?

Good stuff guys.....it's really a competitive environment out there for these brokers. The software platform's capability and stability as well as the data feed reliability are paramount to me as the commissions are all about at the same level anymore. Yeah, tech support can also be important...

Well, I'm inclined to believe you as these commissions from Proactive Futures don't look that competitive, do they ? LOW COMMISSIONS E-minis from $4.75 per Round Turn to $3.50 and lower, Including All Clearing, Exchange and NFA Fees IB is at $4.80 R/T e-mini's, correct ?

Have you tested all of the function calls successfully yet ?

Don't forget, If you don't have a lot of capital, Options are the way to go....and with the recent change in the margin requirements for SELLING options, it's even better now. Previously, even doing credit spreads was very capital intensive. Finally, the margin reqs will soon be coming down to a...