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Another peer reviewed temperature reconstruction: Kaufman 2009

There is indeed a peer review process to exclude poor science from publication in reputable journals. What a shocker!

What a load of old crap. If anybody is actually interested in what Phil Jones actually said, then they can read the interview with Phil Jones here: http://news.bbc.co.uk/2/hi/science/nature/8511670.stm# But that would spoil the fun of some blogger on some unidentified web site quoting from...

I apologize if I misread your post. I'm afraid my eye's glaze over when I read yet another post about some cold winter means something about climate change. I could equally well cite my location where it has been consistently hot for months (1 - 2C) hotter than average.

I don't know any these software products, so it's quite hard for me to say. As you know I have my own code with it's own frame work, so it's not really possible to separate out the stuff that deals directly with the book, because it is highly dependent upon the general event handling, time...

Have you heard of light pollution or noise pollution? Neither noise nor light are necessarily bad, but in excess and in the wrong place they are not desirable. Same for CO2. Human emitted CO2 is causing acidification of the oceans. This is pollution by any definition of the word. And...

Humans currently emit 130 times the amount of CO2 as do volcanoes on the average. Source: US Geological Survey - about as expert as it gets.

Mastermind. Subject the bleedin obvious. Because it is average global temperature and changes to that average over decades that are of interest in determining the scale of climate change. There will still be weather and change of seasons if the globe is 4C warmer. They may even be more extreme.

Thanks. I have looked at that site before but had forgotten about it. I did make a bit of an attempt to make a market delta "footprint" type chart, colouring each price level according to some sort of weighting algorithm on both the traded contract delta and that in the book. Possibly it could...

Thanks. I find it hard to believe that high frequency trading shops are not all over the orderbook like a rash. I think it is too frequently dismissed because of alleged spoofing, flipping etc.

Just Sum(ask depths) / (Sum(ask depths) +Sum(bid depths)) but you need to do some smoothing as it is of course very noisy. Sometimes it anticipates price. What's an OFA delta bar? Oldish example for DAX attached - bottom plot.

I don't know exactly what IB does and I doubt that anybody outside of IB does. It's certainly not every tick and things haven't changed in that respect. I don't think it would do any harm for IB to publish their algorithm, but they may well see it differently as constituting some sort of...

Is this bloke using IQFeed for Eurex and in particular DAX? Also any comment on IQFeed book data/DOM for Eurex would be welcome. I don't care about software - I have my own. I currently use IB data feed for DAX and I reckon it's not that bad for bid/ask delta. It's poor though for ES for...

OK, here's a bit of attempt to explain clock drift. I'm fairly rusty on this stuff so it will only be broadly accurate. PCs handle the demands of hardware (eg disk, mouse etc etc) by responding to a hardware interrupt. eg click a mouse and an interrupt occurs. The CPU hardware responds by...

I am a loss to understand what clock drift on a PC has to do with incorrect bid/ask transacted volume. As long as the incoming stream is buffered the event sequence should be preserved even if the absolute time stamp is a bit off a bit of clock drift shouldn't have any significant effect. A TCP...

At the rate these monsters move, they should be able to clear Afghanistan of mines in err... 10^6 years. Can't say they not making progress, though they will probably use up all the fossil fuels on the planet before mission accomplished.

DTN IQFeed or NxCore but only for US markets.

Weren't you the one babbling on the other day about a NASA coverup of aliens?

Neither Washington nor the United States are the whole planet. In fact they are a rather small part of it. Globally, January 2010 was hottest January on record as determined by satellite measurement. But you don't have to take my word for it. Try well known AGW skeptic Roy Spencer who does not...

From what you say IB is correct. Does it really matter though? All this revolves around time stamps. How different data providers handle them (including the precision and any rounding) will undoubtedly affect candles. If you are using IB datafeed with external charting package then be...