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You can also press Ctrl-F5 on a chart, which will refresh the data in the cache. This way you don't have to delete the files manually and accidentally deleting something important.

I trade both now, but started with ES, which I'd recommend for getting your feet wet. As observed, NQ tends to be more sporadic and volatile than ES. However, if you use a trading system that works with NQ, I don't see any reason not to trade it.

This is all part of the risk of electronic trading. And the exchanges and brokers all make it very clear that they aren't responsible for losses, even when it's their fault. You have to account for these types of problems/losses in your trading strategy. I doubt it will ever be error free...

... and broke. That's the key word :D

I've been trading on Globex for 1 year, and have had this happen twice. My biggest loss was $500 on 1 contract when I couldn't exit the position. The trade I was in this morning was a swing position, and I didn't get an exit signal until after Globex was back in gear. I got lucky this time.

35 points on ES is $1750. You probably shouldn't risk more than 5% of your account on a single trade, so if your account is $35000, that would be a max risk per trade. But that doesn't answer your question. The answer really depends on what trading system you use, the percentage of...

It would take a large amount of capital (if you are undercapitalized, you won't make it). To make that many points per week, your probably looking at fairly large losses on occasion, and that could be tough to handle emotionally. If you are focusing on a set amount of profitability each week...

Nothing can be done about it. It doesn't happen very often, though. Globex is a very stable system -- at least, it has been :-)

www.tickdata.com I purchased their S&P e-mini historical data -- it's very clean and reasonably priced.

I'm not getting data either, for whatever it's worth.

Thanks Brutus and wild. Greatly appreciated.

I want to back test a system I'm using, to see how it responds in different markets (trending vs. sideways). I'm using RealTick and they only keep about 1 month worth of intra-day futures data, which isn't enough for analyzing different markets. I'm not sure what you mean by taking fair value...

Is there a source that sells or provides historic data on the S&P e-mini (or full S&P is fine too) for 5 minute intra-day bars? I'm looking for open, close, high and low, and for at least 1 years worth of data. Thanks!

There isn't a method for getting the position. What you will need to do is have your program keep track of the positions it opens, and then use that information to determine what steps are appropriate. You'll need to do the same for P/L data. Once your code calls the placeOrder method, the...

I ran my VB program (using the ActiveX control) with the Commodities Demo all day yesterday to test if the connections remained stable. Everything ran great, placing orders worked all day long. A few days ago I was testing the ActiveX control with a program I wrote in Delphi, and had problems...

best_ecn (oops)

For routing, I always use BEST. It usually gives you about as good a fill as you can get.

I see what you mean. However I'd be more comfortable if the OCA were handled in the back-end IB system rather than rely on my DDE program being up and running.

Def, Thanks for your time in getting answers to these questions. One follow-up: can you find out if OCA orders will be supported? This will be very important for me. Thanks. Damon

Yes, the data in the spreadsheet stays right in sync with your TWS application.