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The problem has nothing to do with - programming language - API used It is a basic problem that arises when a program processes realtime data. When data is arriving in a fast sequence and the quote event did not exit in time (which it is supposed to do) this leads to the overlap...

That's wrong. Obviously you didn't follow/don't remember the discussion on this board going on just recently where IB people admitted that under certain conditions you loose priority in the queues. See http://www.elitetrader.com/vb/showthread.php?s=&threadid=215023 Wrong again. If IB...

That's a funny one. In this post http://www.elitetrader.com/vb/showthread.php?s=&postid=2845884&highlight=support#post2845884 author points to this site: http://www.stock-trading.me/2009/09/use-moving-average-to-determine-the-support-and-resistance-of-sp-500/ Support and resistance is...

Cited this not because I think it's a good program - just to be able to see that CVBs can be constructed from other things as tick data. Btw I think that NinjaTrader (besides other intricacies) is a joke with respect to them refusing to build CVBs from other things as tick data. Can only...

It might help to have a look a QuoteTracker to answer your question. When using it with IB historical data it constructs const vol bars (CVB) from 15 sec chunks. I'm using these charts for quite some time now and they are astonishingly useful though I would certainly prefer a lower...

It never appeared to me why retail traders would have a need for big volume. DAX is a much nicer instrument to trade.

In case you are interested in facts here is a link to the original article: http://www.ergotron.com/portals/0/literature/other/english/ACSM_SittingTime.pdf (Note also which company is making the article publically available.) It's part of my job to critically read scientific articles...

Sure there are big differences. There will be hardly any index, commodity or currency pair that ever shows a chart as smooth as the one attached. <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=3139355>

Ready for outbreak to the up- or downside. Straddles in place. (My guess is upside.)

This post from 03-12-11 05:32 PM (page 5 of this thread) shows all about how some media / people are handling this stuff: "There are no real problems" "Everything is under control" "We have all kind of interesting options" They will continue so forever no matter what the realities are...

Still some trouble with Zenfire anybody? (At least I still have connection losses)

Long 7050, first target 7090. SL 7032 1. far target 7140.

+1 I'm directly connecting to Zenfire feed via their API (no NinjaTrader) -> frequent disconnects. No problems with other feeds (IB and others) or internet in general.

Could you please shortly list the limitations?

Found Zenfire to be very reliable and accurate feed. Used it over some years now. Last days it is stuttering (frequent disconnects) and has outages without any explanation. Other people also experiencing this? You have any idea on the background?

Really depends on what you are up to. If you want big liquidity sure you could start at 8 am EST. But if you are a retail trader why would you need that? If you don't really want to be in direct competition with all the real big money then start at 1am EST (which is 7am CET), which is...

Spread orders receiving priority?

On your list I see DAX initial margin € 13950. This is ridiculous! From Thursday, 02/10/2011 to today (Monday, 02/21/2011) DAX moved at max 160 points (from 7280 to 7440) which equals 160x25=4000 €. There was even a major trending day in this range (Friday, 02/11/2011). As we all...

Did you ever care to have a look how long it takes until a liquid futures market like ES or ESTX reaches high liquidity? Obviously not. It takes years. Establishing a futures exchange is not like building a coffee shop.

Good luck. Over quite a long time the main experience I had with support teams is: Their most important tool is the wastebasket. No matter what they claim on their websites.