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    Legal Entity Indicators LEIs

    Hi Ben You and me obviously are thinking the same thing. Do you might telling me who are your brokers? I still don't understand why there is nothing on the internet about this - you would have thought that lots of traders would have been grumbling. Gary
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    Legal Entity Indicators LEIs

    It looks like anybody using a limited company to trade needs one of these. But why haven't I heard anything about this? There has to my knowledge been minimal mention on the Internet. Surely this is going to affect a very substantial proportion of traders!!! Why am the first to post...
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    Legal Entity Indicators LEIs

    Hi I have just got a letter from my broker ADMISI asking me for my pre-LEI number. I am just a small sole trader, operating on my own account through a UK limited company, trading oil futures on NYMEX. ADMISI invited me to apply for a pre-LEI number on a number of websites. The only...
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    DDE and Excel VBA

    Can you please explain a bit more?? Do you mean like Pocket Change (I have understood him correctly suggests) have the original data in a range and then search through the two ranges to look for a difference. If so, is this not going to take time, extra programming, and the risk that two...
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    Open eCry (OEC) C# Strategies

    Hi I have developed a nice new indicator which I think will lend itself to a fully automated implementation. I have been looking at using Open eCry as it covers exchange based spreads (unlike Ninja Trader, etc) and is free. I have developed the custom indicator in C# in OEC but am now...
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    DDE and Excel VBA

    I don't understand how there appears to be so little about this on the internet but I could not get a DDE update to trigger a VBA code. The only way in which I got it to work was by the following code Private Sub Worksheet_Calculate() Dim shtname As String shtname = "NSEA-MZ3"...
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    DDE and Excel VBA

    Mr Pocket Change Just wanted to thank you for posting your code - this is the only place that I managed to find where I could get the DDE updates to automatically fire a macro. You saved me a few days (at least) of frustration. Gary
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    WebICE

    RCG told me that they are not offering WebIce for new clients ("difficulties in monitoring risk") but TRX are offering it.
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    WebICE

    Thanks very much for all your replies
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    WebICE

    Again - if anybody has had any experience of using WebIce (esp the autospreader) then I would be very interested
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    WebICE

    Does anybody know of any brokers/ FCMs who allow proprietary traders to use this software. It sounds very attractive as it is free (and unlike software like Ninja Trader, etc allows one to trade spreads). However my broker says that there is no risk control and so won't support it. Has...
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    Why do the Physical Players not take $3 g'teed profit

    Although I am not sure that I am totally convinced that this price differential is not exaggerated - presumably there is a real squeeze occuring on the storage at Cushing. Is there a warehouse or something out of action?
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    Why do the Physical Players not take $3 g'teed profit

    Hi Can somebody please explain to me why the WTI spread for May 10 to Aug 10 is currently about -$4 but the physical cost of holding a barrel of crude is at most $1.20c for this period (According the EIA "$1.50/barrel if it had its own storage and $4/barrel if it had to rent storage tank...
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    Help Needed to Implement a Spread Based Model

    I have developed a mathematical model and am now using CQG's autospreader in a proof of concept phase. It seems to be working although it's early days, and I am now looking at how best to implement it. This model requires an autospreader and to be able to keep positions on the about 40-...
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    Trading Exchange Based Spreads

    OEC certainly appears to do what I want - and the price is right (it's free even if they charge me a little bit more on the commission they are quoting me USD 2 + exchange fees per side if I only make a small deposit). The only thing missing is an autospreader but I can code this in Excel if I...
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    Trading Exchange Based Spreads

    Have contacted Open Quant who were very helpful but their system can't handle these spreads. Have downloaded the demo of OEC - and awaiting them to tell me whether or not they can handle these spreads..... Thanks Gary
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    Cheap Trading of LIFFE IR Exchange Based Spreads

    Am sure about these packages (eg Ninja) not being able to deal in the Liffe exchange based products. Have been looking at the PATs FIX API documentation and I think that the root cause is that these exchange based products are technically "strategies" offered by LIFFE and have a different...
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    Cheap Trading of LIFFE IR Exchange Based Spreads

    Hi H20 Thanks very much for your reply. The exchange based spreads seem to sometimes have a bid-offer spread of a single half tick for EURIBOR (and a tick for LIBOR) which is smaller than if I just take the market on the outrights. And my understanding is that LIFFE g'tees one won't be...
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    Cheap Trading of LIFFE IR Exchange Based Spreads

    Hi Anybody know of a cheap trading package which can trade these, with an autotrading functionality. eg esignal ticker I M0:IU0-EIR Bloomberg Ticker ERM0U0 Ninja Trader, Trade Bullet, and CQG can't access these as there two expiry dates. Pats Pro Mark and TT Pro can, but are...
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    Trading Exchange Based Spreads

    Hi I wish to start trading Interest Rate Futures on LIFFE including their exchange based calendar spreads: eg esignal ticker I M0:IU0-EIR Bloomberg Ticker ERM0U0 I have looked at Ninja Trader, Pats IQ Trader, CQG, and Trading Bullet, but none of these cheaper automatic trading...
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