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52 week range is 3.95 to 12.75 and yield is 4.35%. Yield is nothing compared to the price movement. 3 year chart looks real ugly. Not my cup of tea.

Yes, as I said before in this thread "Bundled/unbundled is an independent choice for stocks and futures."

IB is a good broker if you want to trade stocks, options and futures. If you only want to trade futures there are other brokers that have better commission rates for moderate volume traders. IB's unbundled commissions start at $4.70 RT and drop at specified volume breaks. Transact Futures...

Previous 5 days of tick data for ES, NQ, YM and EMD available free at http://www.slickcharts.com/

You didn't specify what software you are using, but many stock quote downloaders support multiple sources. For example, Stock Quotes Express 2.0 downloads quotes from Yahoo, quote.com, MSN Money and others. Yahoo Finance doesn't have TICK data, so the only practical choice is to use a...

I am not nitpicking, I am trying to help Digs out. It appears that he wants quotes, but the initial post asked for a chart and not for quotes. I know the title said Yahoo, but Yahoo doesn't have TICK data.

You have me confused. You specified "as a chart, not the table quote for the day". If you don't want a chart then why did you specifically ask for one? :confused:

Go to www.quote.com and use the symbol $TICK.

Everyone does not rollover on rollover day. There will be plenty of liquidity in the JUNE ES on the Friday and Monday after rollover day. It is best to roll when there is good liquidity in both contracts.

All CBOT interest rate contracts were migrated to the Globex on January 27, 2008. http://www.cmegroup.com/resources-for/files/CC038_Migrationdoc.pdf The CME still charges a separate data fee for CBOT products.

You left out paying for order flow and front running.

And Global also says "Exchange, clearing, regulatory fees and NFA fees are not included." I know how much the exchange and NFA fees are, but how much are the unspecified clearing and regulatory fees going to cost me? Eagle Market Makers only charges the $0.40 commission, plus exchange and...

Sounds like IB has a bug in their SPAN margin calculation software that does it wrong on expiration day. May ES 960 calls are worthless, so IB forced buyback to close makes no sense. You could open a trouble ticket and see what strange explanation IB comes up with.

Big *SIGH*. Yes, futures use a performance bond for leverage rather than borrowed funds, but is is still commonly called margin. If you want to start a campaign to get the entire futures industry to stop using the term "margin" please have a go at it. It is the nature of leverage itself that...

What is the last date and month you can find for index symbol options? For the symbol SPX TWS shows me DEC 2011 as the last expiration offered. DEC 2011 is as far as LEAPS go for SPX.

Don't get too used to trillions as it will be quadrillions before we finish going down this road.

In the IB API Users Guide the Java documentation is right after the C++ documentation. TWS itself is written in Java. I think you will find more uses for Java than for C++. I stopped using C++ years ago.

My advice to you is don't trade futures or you will quickly wipe out your account using margin.

Where the heck did you get the term "tape credits"? I assume you actually mean ECN rebates/fees. If you want ECN rebates then use a broker that has an unbundled commission structure and pays ECN rebates and charges ECN fees. For a detailed list of ECN rebates/fees look at...

Many traders and 3rd party software developers use the IB API. Why the choice of C++? How about Java? You can see an open source ATS written in Java for the IB API at http://code.google.com/p/jsystemtrader/ With JSystemTrader it is rather straightforward to modify an existing strategy...