Search results

Unless I'm not seeing it they also don't have ICE Brent or Gasoil.

Also be aware that the CFTC doesn't compile everything. If you want data on Brent you have to go to ICE's site. It's dumb and they need to pull all data from all major exchanges.

And 5000$/year == 416$/month. Great savings there vs that 120$. I will eat a 20$ bill if this contract is actually better on CME vs ICE. I can most assuredly guarantee you it'll be added to the stable of fee generators and HFT arb fucktoys. Traders will rejoice in "affordable data fees" and...

More like a great short.

AKA blow off top and sellers hitting the bid on the way down. Standard market dynamic type stuff.

It may it instead be that bond players are more focused on yield rather than price as the driving factor of what to get into / out of?

Currently listed "type #1" and "type #2" BF, CF, and DF strategies on CME: Implication disabled: Take special notice of the fact that both ED condors (CF) and double-flies (DF) have implication disabled. Even some of the most liquid contracts in the world don't get the benefit of exchange...

Your problem here is you want "easy." None of this is easy and all of it requires continual maintenance and constant improvement. If you can't hang with this, find another game.

There's quite a few things you've said above that still seems to me that you're playing some kind of dysfunction out on the market. Need to be right? Need to constantly be in control? Some kind of confirmation loop?

Let the guy tell his own story and development. We're interested to hear it from him. OP, have you asked yourself why you don't prefer a systematic approach? I know you recognize some of the attraction to the drama but at the end of the day do you want to be glued to charts for years on end?

Best not to use futures charts due to all the spec changes, CTD rules, etc IMO. Stick to cash rates or closely related indices.

This is total voodoo and not how software bugs manifest themselves. Reinstalling TWS accomplishes nothing here.

This looks like a bug to me. Does it do it on the daily? Next time I'd monitor that as well. It's possible that the bug resides in their use of OHLC on a not completed DAILY bar which is then rolled up into a weekly bar (but the OHLC calc had already been done prior to the rollup). After the...

There are three classes of native exchange listed spreads: Listed as a first class product with it's own book, implication turned on (this is preferred). Listed as a first class product with it's own book, but implication turned OFF (WTI, Brent, etc, not preferred). Not listed at all but...

Let's say WTI is trading June right now, so don't trade any structure involved with M, N, or Q; and yes you'd also avoid the native flies involving those months as well (but you should avoid them, period). With cals yeah, but with the flies (and any condors) you're asking to get ripped off...

Correct, not only do they chart better (there's more actual data to work with), but they're easier to execute against (energy flies do not use implication on both CME and ICE [it's lame, go back a few pages and you'll see the discussion around it]). Cals are the basic building blocks of any...

We need an incredible twist to be revealed later: volente is actually Yellen.

CQG uses encoding for the symbols. You don't see "one" fly, you see the base symbols for a few different flies laid out by width. Go here: http://help.cqg.com/cqgic/default.htm#!Documents/exchangetradedstrategysymbology.htm Interval: Usually 1, 2, or 3 For example, a Eurodollar butterfly...

I think he's referring to synthetic flies using one cal - another cal, not 4 outrights - pretty sure CQG can do that. The exchange traded fly charts aren't super useful due to lack of volume.

They're called US treasuries and a competent broker will even treat them nearly as cash for margin reasons.