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Thanks. Was this data (in your chart) captured in real time, or uploaded as historical data after the fact? In the case of the eSignal data, I believe most of these "bad ticks" will not be present in real time; but they are present in the historical data (which therefore must be being...

In case any of the "bad tick gurus" from this thread are still around, I have started a new thread with some questions on "bad ticks", and would value your input ... http://www.elitetrader.com/vb/showthread.php?threadid=229453 Thanks

I’d like to test my understanding of “bad ticks” … See the longest candles in yesterday’s 30-second chart for SPY (all times are EST) attached. This data was not recorded in real time, but downloaded today from eSignal. Some of these longest candles occurred during Regular Trading...

"Trading & Exchanges - Market Microstructure for Practitioners" - Larry Harris

Assuming that your priority is to exit as soon as you can (and that you are not too worried about getting the best price you can) I can think of at least two alternatives ... 1. Call your broker and ask them to close the position; or 2. If you can't, then place an order yourself to close...

Is anybody aware of a rig that will allow me to have my trading computer and screens follow me down the swim-lane as I do crawl? I guess I’d need some sort of sonar set up for my sound alerts.

Try trading a round lot of 100 shares for a while; does the same thing happen? $100k position size entered as a single order for some more lightly traded stocks might indeed attract some unwaranted attention from the bots; they don't know where your stop is but do want to squeeze you. And...

While you're at it, might as well get one of these, too. http://www.youtube.com/watch?v=GpXZfj4lOpQ

I have just logged in successfully to a copy of NT 6.5 without difficulty.

Sir, your opinion is anything but humble.

No, I have no idea ... which is why I asked. But the wonderful thing about ET is that there are so many experts on hand to put matters right. So how significant is it?

Apologies in advance for my naivety with regard to “Short Interest”, but is there any breakdown of how much “short interest” is in the hands of retail traders, money managers, broker-dealers, etc? And of how these proportions change from period to period? Retail INCREASING and...

Thanks. Can you provide a link to a provider you had in mind?

I don't know for sure, so hopefully someone who does will respond, too! ... but if it is changing every day then perhaps “Short Balance” is not “Proceeds received when you entered short positions” (as I had suggested previously) but rather a number that is marked-to-market daily? In...

It’s like a Balance Sheet, i.e. Total Assets – Total Liabilities = Equity (here called “Total Account Value”) TOTAL ASSETS in the account are: Cash (currently $1,068.35, an increase of + $904.12 from prior period’s $164.23) + Proceeds received when you entered short...

Is the data only for front month contract?

http://www.elitetrader.com/vb/showthread.php?s=&threadid=213126&perpage=6&highlight=market http://www.elitetrader.com/vb/showthread.php?s=&postid=2973054&highlight=regret#post2973054 http://www.elitetrader.com/vb/showthread.php?s=&threadid=206926&highlight=market+limit

What do you understand “price pauses” to represent? And why do you believe they can form the basis of a trading strategy? What you describe sounds more like a means of picking entry points rather than a go/no go signal for entering a trade. How do you choose target(s) and stop(s)...

Thanks for the response. Do I understand correctly from the above that intraday margins (currently at about US$15k per contract) were as little as US$ 1k per contract a short time (perhaps a few weeks?) ago?

For which instrument?