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I didn't read this thread thoroughly, but based on the first page alone, it sounds like the OP is trading a martingale. If so, you're playing Russian roulette. There is only one possible outcome, and it's not pretty.

Doubt you have a case. It sucks this happened to you... but considering employment is at-will in the first place, they could've fired you for any reason/no reason at any point, anyways. You can always scour through their employment manual and see if there are specific steps that...

Hmm, interesting. Yes, everything I deal with is exchange-traded, liquid, and daily settled statements are always available. (I clear with RCG.) So, sounds like I don't need to worry too much about doing additional paperwork right now. Just.. make money.

Hi, I have a strategy that I think has legs, and would eventually like to transition into a CTA/CPO type operation. I have enough of my own funds to fund operations for the next few years without any problem. But I know, all the same, audited/documented results are what other investors...

What data provider provides accurate bid/offer from the pits? At this point, I'm used to asking clerks working on the edge of the pit for current quotes. Anything electronic that's remotely close to that?

Hi, Does anyone out there use RANOrder to submit pit orders electronically? I'm just curious how it actually does quotes when I request one. Is it a *live* quote from the pit (called out/taken by a clerk), or is it just whatever last price was? The manual says this: <i>RANorder...

Hi, Is anyone aware of any easy to use, out of the box IPhone apps that I could use to dump messages to, so I can monitor trades and status? I realize I could always just send myself text messages or emails. But I'd prefer something that's a little snazzier... just wondering if anyone has...

Actually, this I didn't find at that ftp site. It's at the same link you used to download software updates: http://www.cme-ch.com/pcspan/span4/

Thank ya sir. I actually found out later that the CME has a very convenient tool that lets you convert .cvs files into the .xml position files that PC-SPAN requires. Much, much easier to use, since I'm already dumping out cvs with my positions EOD anyways.

Hi, Does anyone generate SPAN position files for margin calculations...? I have a question about the file format, just wondering if I can get some advice/help. Thanks.

Probably other sources out there, but here's OptionVue view of last 3 years in CT... price + vol.

Looks like the answer's here: http://www.cmegroup.com/clearing/files/Loading_a_Risk_Array_File.pdf

Hi, I decided to pay $500 for PC-SPAN, so I can better understand the margin requirements for my future options account (primarily trading NYBOT/CME). I'm just not sure how to figure out which parameter files I need to be using. I'm looking here...

Scared me for a sec, because I'm actually trading Sep bean options and was underlying with the corresponding underlying. For a second I thought I might be using the wrong contract... Looks like I'm ok there! Thanks for the info, folks.

Oh wait a second... <i>The underlying future for the September and November serial options is the December futures contract; the underlying future for the January serial option is the March futures contract.</i> That's really interesting. Why's the September serial option based on the...

Hi there, I've been watching CT 10-09, and scratching my head wondering at the incredibly low volumes versus what ICE was reporting in their EOD data. And then I finally realized all of the trading (by a factor of probably 20 to 1) is happening in CT 12-09. 10-09 doesn't expire for 2...

Finance porn... cool.

Great!

This just got more interesting for me. If you look at the guy who runs this' linked in profile... he was an associate director at Bear Sterns: Associate Director Bear Stearns (Public Company; 10,001 or more employees; BSC; Financial Services industry) March 2001 — August 2007 (6 years 6...

No problem. Rithmic is attractive because it emphasizes performance so heavily... both in terms of message handling, and even going far as offering hosting + infrastructure. I guess I have to weigh that with the cost of being tied to a single vendor. I'm *still* finding it hard to even...