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some time ago it was possible to trade mini 30 yr t-bond and 10 yr notes. Have they been delisted , i can't find them anymore.

how much to pay for autospreader (x trader pro version) and 3 exchanges?

Jimrockford, I agree, in general its the best to use the different ecn's for trading products which are on Amex. (speed/place firm bid-offer / no pennying) Although there are some exceptions for this rule (It depends on the exact product which is traded) Murray, nice words. :p

ok here is the answer of IB, (I did not not contact them earlier, and i just spoke to them). It is not possible to have a buy and a sell limit at the same time in the market. So suppose I'm long 1000 shares abc, i first have to sell these before i can place a buy limit order. (with nyse/nasdaq...

Many times I have following problem when I send limit orders to Amex; My sell or buy limit order is not able to become an active order, It is just blocked by the exchange/ or IB , and then suddenly after some time (few minutes or hours) I am able to send my order to the exchange. I also...

i tried with a nasdaq stock. Thanks anyway for your suggestion.

I tried to send a bid which goes up and down with the best bid but it is not moving back in case the bid goes down. Here are my settings for the order; buy, rel, value 0, smart order routing. The result is a bid (on island) which moves up with existing bid, but will move up to my buy limit...

I would like to know if the ICE (IntercontinentalExchange) does have a messaging policy for sending automated bids / offers to the market for the IPE Brent Crude Oil contract. Thanks

Could any body check the ratio on Bloomberg for bund/zn? Thanks

Rufus you are absolutely right about arb/hedge/spreading etc models. These models have good results because of market inefficiencies. But I have my doubt about the other group; technical analysis models.

I think there are 2 types of automated trading systems; technically based (technical analysis) and auto trading systems used by for example market makers. The first might have some possibilities although I would absolutely prefer the other systems used by for example market makers...

check www.eccoware.com , has about same functions like tt's autotrader/autospreader

they should add some real type of peg order, through Inet, Arca or Brut. Now the peg funtionality is to simple, it is not floating with bid/offer up and down.

Since a few months Realtick offers pairs trading good luck

i agree, one of the reasons for the exchange is to limit the number of traffic so it will not slow down the platform. Furthermore it will give stability. Bit I think there are some reasons; like extra revenues. One other reason could be that some partcipants/members will have some privileges...

Today I received following information from CBOT (source e-cbot Bulletin # 46 of 2004) concerning their message policy: ITMs who exceed 8,000 order message submissions with less than 10% fill percentage or exceed 1,000 messages with less than 0.5% fill percentage will be charged accordingly...

so It means that in my example (both same future, but different months, the ratio will be the average of the 2 months , which is about 1: 20 , which is better than the benchmark, correct?

thanks rufus, i will study your examples, in the meantime i would like to give you following example: volume ratio for product abc is 1: 30 i send 1600 messages and have 40 fills please also take in consideration that in my example total volume for the particular (illiquid month) is for...

thanks rufus, could you please inform me why I would receive this penalty. I understood that you would get the penalty for 3000 messages or more. Furthermore I would like to know what would be the policy of CME when these trades/messages take place before regular trading hours. (if I...

Please`inform me about the CBOT messaging policy for sending automated bid/offer prices to their platform. As you know CME has calculated benchmarks based on a per product volume ratio. By the way does anybody know what would happen when I would send 2999 messages (limit of 3000) in a...