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What changed in my view is the behavior of DoM: in the last weeks you could routinely see a figure of 2-3 to 1 in the ratio of the cumulated bid/ask. This not only at day's high/low but at some in between swing high/lows too. The market usually bounces off 1 or two times off these price areas to...

There certainly have been worse days than in the last weeks, but on the whole I don't think so. Just today the market opened lower than it should and was pushed down several times till it lifted off. When a similar behavior showed last Wednesday (someone dumping 30K contracts after the...

Eurex offers two data feeds: their member data feed and their quote Vendor data feed. The quote vendor data feed is a consolidated feed, meaning you will not get every tick for a period of time, but you will get the highs and lows for this period. All quote vendors are stuck to this feed...

I don't think so. It happened across the board, ZN tanked too and Eurostoxx and DAX got a slight lift. Have a nice day Bernd Kuerbs

Yes. I compare them to the data from IB and usually IB is a bit faster, but they deliver a snapshot while eSignal will deliver H/L for each period. eSignal did have a lot of problems some months back. Have a nice day Bernd Kuerbs

Data from eSignal, software is NeoTicker. Regards Bernd Kuerbs

You missed the action between 13:00 and 15:30. Your lunchtime? This is something you see often when the market is trading quietly. Looks like someone (I do not care if it is really someone or just the combined action of the market participants) is building a short position and then cashes in...

The TWS API has to be identical. You have to download and install the TWS API independently from the TWS. Hth Bernd Kuerbs

Your description only confuses me. The chart shows SPX, MSFT since 5th January as well as the relative strength of SPX and MSFT since that date and MSFT relative to SPX. Does your chart look like this? Regards Bernd Kuerbs

I don't have those books, so an example would be helpful. On the other hand: price divided by index level is the standardized version because what you are doing is calculating the security price as percentage of the index level. This allows you to compare the RS of different securities. Or...

German magazine "Der Spiegel" now talks about a bomb exploding an a bus??? http://www.spiegel.de/panorama/0,1518,364083,00.html Bernd Kuerbs

Look at the News: Explosion in the London Subway. It is not clear whether this is an accident or worse. Bernd Kuerbs

You are talking about the book by Clifford Sherry and Jason Sherry? What is your question? regards Bernd Kuerbs

It is a good practice to not upgrade automatically. Wait about one week, read the boards and when there no complaints or some which do not bother you, then upgrade. Upgrade to a new version immediately only, when it offers a feature you need immediately. Regards Bernd Kuerbs

Build 847.8 2005/06/14 10:00 Java 1.5.0_02-b09 The TWS version may make a difference. Regards Bernd Kuerbs

Quotes for Z5-Z6 are ok here. Plot these spreads intraday and watch them. They <i>can</i> move! Regards Bernd Kuerbs

Just entered a calendar spread, only to test it. I remember to have them had disappear too. Very annoying. I did not try now, but Globex offers Butterflies for GE too. Should be native in TWS. Have a nice weekend bernd Kuerbs

There are several different time series for the Umlaufrendite, depending upon which underlying you use. Here you will find an <a href="http://www.bundesbank.de/statistik/statistik_zeitreihen.php">overview</a>. The yield for Eurex deliverable products are then selected via "Renditen und...

I do not know of any symbol offered by e.g. eSignal. You may view and download the data here Or view a chart here Regards Bernd Kuerbs