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Thanks for your comments Rs8.5. Also thanks joethemoustache for the cme fair value link. I agree its a bit confusing. What I find interesting is that these trigger levels that places like www.programtrading.com publish are not really that hard and fast, as you will get more participants the...

I have bought forex data from this site ($120) for both intraday and daily. I found it using search engines about 3-4 months ago. I am quite happy with what they offer, but I have only really analysed the daily data so far (using metastock) so can't comment on the quality of their intraday data...

What I don't understand about program trading is exactly what happens mechanically from the point when a trigger is hit until the return to FAIR VALUE. Let me use your example where a "premium" of $3 or more triggers a "buy program". So, if spot is 1000 and the futures get to 1003 automatic...