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the only real chance for lower commissions would be that the CME makes big S&P futures electronic. They should be pressured to do this.

i think the commissions are at their low limits. major part is the exchange fee and clearing costs. there is not very much room to lower. maybe IB could go down to 2.00, but these $.80 saved in each RT would definetly not revolutionize trading

exactly. the contracts are the same except for multipliers.

dnaj, may I ask how large the position was ? I would assume they do this with smaller positions, but you would have to argue if you go e.g. > $5M

there are no bid & ask quotes. only LAST. If you want bid&ask, you need a squawk box.

yes. CME employees for price reporting try to catch every transaction. They have fancy keypads similar to what you see at your local supermarket. I did not work there, but I estimate the lag is 2 - 4 seconds. Anyway, exept for NYMEX and some grains, pits are dead. You should only...

Just give them some time. I still like their platform & the API. 7.7 was a big step, new protocols were introduced. RT is still a good firm, I think they will handle it.

is this the bressert who developed some technical indicators ? DSS-BLAU ? if yes, this stuff is rather useless...

This would not attract liquidity. The index must be fully represented, because many transactions in futures are for hedging purposes.

Maybe the exclusive licecenses granted to CME/CBoT by Dow Jones or Nasdaq NM?

Yes, that is also why they extend NDX 100 to 2011. It is not only Eurex, it can be any potential competitor. With the real hard countermeasures EurexUS is currently getting hit with, I would not wonder if they cancelled the whole thing.

Yes I worked with both ! Did you read the news today ? :D

Insult is not "Unsubstantiated". Eurex is based on 64kbit technology. They are not willing to change this. Their market data policy is even worse.

def, no, in my TWS there are only 2 second snapshots. also, I see no exchange total volume data. maybe it is a matter which server one hangs on to (US). anyway, the quotes you are seeing will not show all ticks as well because Eurex is too stupid to transmit all ticks. this...

Eurex Technical Platform is even worse than ARCA in it's really bad time... They don't even transmit all trades to quote vendors... I would vote to replace this damn thing!

LIFFE connect is the new system. It is far better than the shitty Eurex ACE platform.

October 20, 2003 SEC sounds death-knell for open-outcry trading at NYSE From Abigail Rayner in New York THE US Securities and Exchange Commission (SEC) has bowed to mounting investor pressure and has drawn up proposals to reduce the New York Stock Exchange’s reliance on open-outcry...

Eurex A/C/E technical system is pure bullshit. It will be better on LIFFE connect. I do hope EurexUS will NOT enter the market alone because their system is so bad (I don't care whether exchange fee is $.3 or $.8)

Yes, the fee schedule is very favourable for Eurex. However, the A/C/E system is PURE BULLS**T! It is still based on 64kbit connections, not all trades are transmitted to market data vendors (see my other Eurex Thread) . Generally it has no chance when it comes to a technical...

Ditch, did you see more quotes in ESignal or DTN than in IB ? I mean, even if they lagged a bit, did they update more frequently ? Thanks