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Thanks again Sanz: I must say Sanz, your postings here are a cut above the Elite Trader average. The detail is very helpful. I'll give my ETF trading method a go and, as you point out, see for myself how IB does on the OPG orders with ETFs. I use a liquidity cut to keep me from trading the...

Thanks Sanz. Great info. Can I ask you, what kind of slip do you see on the open when you fail to get the opening price?

I've used the NASDAQ opening cross on stocks and I was filled at the opening price well enough. NYSE Arca has an opening cross which includes ETF's also. Does anyone have any experience getting filled in the opening cross for an ETF? If so, what exchange/symbol? Were you filled on the...

anfutures.com is (was?) a provider of historical intra-day data for a handful of popular CME contracts. Can anyone verify that these guys are no longer selling data online? It looks that way to me. By the way, I've used this data before and it was reasonable and very cheap. Thanks, in...