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  1. M

    Sanity check. Can CME fill stop market at better price.

    Ok. CME doesnt have market orders intrinsically. Any market order (stop market or market) is converted to limit order first and then placed into the book. thats the CME difference from other exchanges.
  2. M

    Sanity check. Can CME fill stop market at better price.

    Thanks! That what I was asking. It is surprising how could it possibly get positive slippage... According to the rules the stop should be converted to limit at first tick at that price. how the market can get through the limit order not filling it at that particular price I dont get it... I mean...
  3. M

    Sanity check. Can CME fill stop market at better price.

    Now the main question here what is better price. I am talking here opening stop market order. NOT stop loss. Hence opening buy stop market better price would be price below the trigger price. here is an example and you tell me if i am wrong. consider following best ask 100 best bid...
  4. M

    Eurex Vols

    oh. now you need a penis.. sorry cant help with it. ask in blue oyster
  5. M

    Eurex Vols

    yes. the US never been on the moon and an invisible yeti from the woods is undermining your relationships with your girlfriends and the secret service is adding brainwashing powder to your ketchup. sure. i hear you bro. occupy wall street! while there is some space left
  6. M

    Eurex Vols

    I think you already said that before...
  7. M

    Who of known futures brokers is getting colo at Aurora?

    I know one in my list didnt get any Aurora piece.
  8. M

    list of backtest platforms using .NET

    Oh boy, you should see the neoticker. thats the real brain crusher
  9. M

    Automated Platforms

    Anton do you have stats on latency with different connections OQ supports? for example quant house and TT. what is the 70 percentile of latency distribution for order release. specifically difference between time at which QH or TT received order from OQ software and time they sent it to an...
  10. M

    list of backtest platforms using .NET

    No problem. I am interested in precision down to 0.01 ms at the moment which is far away from ns. I personally achieved timings down to 0.05 ms (tick to order) on W2008R2 barring Eric's bullsh1t without much of optimisation. However the precision I asked in the beginning is needed to store...
  11. M

    list of backtest platforms using .NET

    Anton lets skip the geeky part of the business. I know what I am doing trust me.
  12. M

    list of backtest platforms using .NET

    windows time problems arent that grave. otherwise there wont be soft realtime windows trading system ;) and there are. at least one.
  13. M

    ICE matching engines. Address of the building.

    I am sure Assange knows... gonna visit him in the jail
  14. M

    Bye Bye Eurex DAX et al.

    I can offer a proxy. you pay me 1% of the tax you would otherwise pay and I execute your trades on your behalf from london ;)
  15. M

    list of backtest platforms using .NET

    Anton is there market data timestamps precision limits? can I import timestamps in windows ticks (1/10000th ms)?
  16. M

    'If you don't take a job as a prostitute, we can stop your benefits'

    my dear pakistani friend. please dont be fooled with that stupid anglosaxon politeness and politcorectness. although we dont say that often aloud but we do know that pakistani people would easily incenerate the whole western world if it was with no consequences for them. so spare your...
  17. M

    'If you don't take a job as a prostitute, we can stop your benefits'

    this is why the west is losing its war to the east. 10 yrs ago if you bump into a retard like zen student you would ask for his address to come by and kick his head in with a shovel quite literally. now the new generation of pokemons is asking his address to help him. yeah. one who...
  18. M

    ICE matching engines. Address of the building.

    Does anyone know in what building in Chicago ICE US mathching engines located?
  19. M

    Mirus prop shop

    you are just a wuss thats all. mirus hunting stops. fecking hell.. whats next? US government selling fake bonds? Iranian making plutonium for civil purposes? North Korean being kind-hearted people? Martians ploting against you personally? Hiding under your bed? sending invisible rays to break...
  20. M

    Where scandinavian FX is traded?

    Thanks Salad. that what I was asking really. Soapster, trolling a little?
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