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Hi, Hopefully someone more experienced than myself can fill me in on this - what is the typical pit level of market depth on the B/A at the market open and close on the following: NG CL HO RB I look at them on TWS but assume I'm only getting the thin electronic depth? Thanks L

Hi, I have a intraday breakout system. With Crude Oil futures I run it from the open and wait for a break out . Until end 2005 breakouts often took place from the open. I noticed that since 01/01/2006, the market does not seem to find its direction for an hour or two. Has something...

Can you tell me more about this? regs L

Apparently, if you want a signal you can trade off of (i.e. not an indicator), Neoticker does not support history and so you can only collect data going forward (this is all in thier forum) L

Hi, I am looking for software, similar to Tradestation, but enables you to use a pairs signal such as the TED spread (i.e. it can preprocess the component signals) and trade, optimise etc. on the result (a preprocessor for TS would be useful), Any ideas? regs L

Hi, The Pinnacle CLC commodities database seems good value at $99. Has anyone bought it? Is the data clean and reliable? Regs L:confused:

Hi, I am wanting a software similar to Tradestation, but with Portfolio level analysis and optimization, both daily and intra-day. At present, the only option seems TS8 + Rina PortfolioStream. TradingBlox would do if it included intraday, but it does not. Same problem with Mechanica...

Hi, Can some tell me the average B/A spreads on the N.Gas, Heating oil, Gasoline and Crude futures at the open on NYMEX? Thanks L

Yeah, they do have combo functionality, but when you place a order, it doesn't always trigger. I had a sell limit order recently and it went right above the level set, L

P.S. Maybe an Excel solution, ideally able to place trades into IB TWS?

Hi, Is there any software that is more suited to pair trading than Tradestation, and that has the speed for quick spread based scalps? Regs L

Hi, Thanks for the explanation. Could you de-jargon to for novices like me! D

Hi, I'm watching the Eurodollar future and the price seems pretty constant, and then you get a trade that takes place way outside the bid/ask spread, but the B/A doesn't change. For example, the spread is currently 95.5000/95.5050 and yet we just had a trade at 95.4550. (11/09/2005 16:22GMT)...

Hi, I looking into TED spreads which means the spread between the Treasury and Eurodollar rates. The Eurodollar (ED) future at the CME is used for Eurodollar rate, but given the 13 week T-Bill future at the CME seems to be dead, what do traders use for the Treasury leg? L

I personally don't put on the spread and wait for ther merger to complete, I trade the spread as it deviates above the mean and returns to base. Typical trade 4 - 5 hours L

Could you post a few worth checking out? L

Hi, I'm trading with IB. I trade merger spreads and am getting what I consider to be high margin requirements. I am being hit for 50% stock value overnight. Are there any better brokers for this kind of trading? L

Hi, I'm looking for a source of merger deals that have broken in the past few years. I want to study the impact on the spread of the deal collapsing. Any web sites that offer this information? Regards L

Hi, I read on a lot of FX Brokers websites that they guarantee stop orders with no slippage. If I had a stop entry order placed as the Non Farm Payroll is announced, it looks from my tick data that the price gaps big time (e.g. EURUSD = 15 pips). Do you get the fills at highly volatile...

Hi, Does anyone know about the quality of Forexite's free data for Tradestaion 2000i. Is the history accurate? What about the live feed? It seems strange that all the majors have 5pip spreads. Regards L