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Not sure why you seeing delays in Excel. Years ago, I had TT feed into Excel via RealTimeData (RTD), and there were no delays.

When trading short term (trade duration in seconds and max minutes), there is info available that helps pin pointing trades accurately. For example, I can predict next up/down tick with a high degree of accuracy, granted I can not monetize it, but this is just one of the examples, where...

I find it to be the opposite. And if time and price scale will be removed from a chart, you will not be able to tell 5 min and 1 week charts apart.

Why did it jump back to 90 then after the crash?

I read/heard in multiple places, that it will take more of these events to alter HFT macro seconds trading. If sub penny will not be allowed and liquidity providers will be forced to keep their quotes for 10th of a second, 1 second or something like that, it might make these crashes a lot less...

At the end of a day it is all about the edge. Insider info, hft technological superiority, ability to analyze available info via some unique way and so on. Money management and discipline come secondary. No mm or discipline will help anyone to beat casino in roulette.

It is definitely faster, I read about it in few places. However, the draw back is bad weather from what I saw.

I read this thread from basically the beginning, it has been 4 years or so. Still have no clue what you meant. If you want to post in riddles, so be it, but is not constructive.

Can you please describe the required steps for direct. I did all my trading via FCMs, through their TT, PATS, zen fire or IB APIs and platforms. If you connect to CME servers directly, who and how clears the trades? How does CME know who you are, and who gives you logon/feed...

Roughly 80% of a time. I am improving it, and would estimate that in near future it will be over 90%. Yes, I can get in on a trade (tested it on real account). However, many times it ticks down (or up for shorts), and I close close the position loosing the spread and commission. So, the best...

Not sure what it means. Please explain.

My algos can predict 1 tick moves pretty accurately without any increase in X on my part. Any advice on how to profit from it, since it is still a looser net of fees. Thanks

Do you mind specifying what software you use. Thanks

Care to elaborate? I have not seen anything on this thread which was not said before.

Thanks a lot. Does anyone know if there was a scheduled meeting?

I am trading KOSPI futures, and from 9:15 to 9:20 Eastern Time there was a sudden big spike up in price (about 40 ticks). Did not see any news, and no data was supposed to come out, besides China Consumer Price at 9:30. Does anyone have any idea? Thanks

I see exactly the same behavior in KOSPI 200 futures (ES equivalent on South Korea). I did come across several DOM patterns that repeat all the time. Took at bit of coding top get there. I am using IB as it is the only venue now to trade this market from US. Generally very happy with them...

A fee of $0.0006 per transaction sounds reasonable to me. What is totally wrong is imposing the % based on the value.

No doubt about it. The only question how many times over.

I would go for 3000 posts, then the odds are much higher.