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Hi, I'm looking for a source for the opening prices for SP500 stocks in real time (all of the open prices are established about 2 - 3 mins into trading). The data from Yahoo is delayed 15mins, as is Google. Are there any sites offering realtime prices, I have software that can scrape most...

Hi, I currently use TWS at IB to enter orders from a flat file using the basket facility. In addition to Buy/Sell, Quantity and contract information etc., each order has a date and time stamp specifying when it becomes active, and another to specify when it is cancelled (if not triggered)...

I use Matlab to trade futures markets in real time. Take a look at this product, but you would need to trade with IB.. http://www.exchangeapi.com/ProductOverview.htm I've been using it for some time acroos an intraday portfolio of 15 futures. As long as you are not expecting to...

Hi, Does anyone know which primebrokers offer slightly higher Margin to Equity ratio limits on futures. Newedge is offering 50% (1:2), Goldman is lower. I used Interactive in the past and they offer 100%, but they are a retail outfit. Does anyone know what the other bulge brackets offer...

Hi, I wondered if any of you guys had attended this MFA conference in the past ... http://www.managedfunds.org/network2009/ We are in the start-up phase of a hedge fund and Goldman said it was one of the main CTA get togethers. Not sure whether its worth travelling from UK for...

I'm not sure, it may well vary from symbol to symbol (as the 1min data does). I would check out the TS website. My TS doesn't recognise XX. L

XX is the symbol. 102BN = rollover 2 trading days into the delivery month, with no back adjustment method applied. L

Hi, I need some advice on data providers. I trade from London, UK and as a result find that many of the EOD data providers are issuing their data at 1:00am GMT (e.g. CSI) which is a problem. Its abit late and I don't trust a fully automated system. The second issue is that the data...

Hi, I'm doing some research into relevant qualifications for FSA approval as a hedge fund manager in the UK. The waters look very muddied, can anyone offer some clarity? Regards L.

Hi, My original point was that I want to automate the placing of a stop entry immediately after the open which involves the open in the calculation . I wanted to place the order automatically as soon as the open becomes known. L

Hi, Thanks for your reply. I already use TradingBlox for system testing, but its a little weak on the trade automation front (in all other restpect it is excellent). Are you a Ninjatrader user? Could I put the orders in at some point before the open is known? thanks L

Hi, I'm trying to work out the pattern of which contracts are most traded on the CAC 40. I see the Nov contract is the most traded at the moment, so the HMUZ doesn't seem to apply. Is it always the nearest contract? Thanks L :cool:

Hi, With a lot of pit traded futures sessions becoming near redundant (look at the volume on BP & AD etc), the daily pit data supplied by most of the providers does not reflect what is going on, and the electronic daily data supplied often contains near 24hr trading of which much is very low...

I should add I would be willing to change brokers if necessary.

Hi, I want to semi-automate a trade that is as follows: Buy at daily open + number(known in advance) stop e.g. DAX opens at 4600, I want to add 80 to open, so order would be buy x contracts at 4680 stop. Up until now I have been using a combo of tradestation, tradebullet and IB...

Hi, Can any one point me in the direction of a source for historic fundamentals (RoC, EPS ,P/E etc) for NYSE shares, ideally in the form of a database or Spreadsheet? Many thanks. L

Hi, I thought it would be useful to draw up a list of day tradeable markets. My criteria are bid/ask spread (smaller the better), volume (higher the better), market depth (higher the better), and dollar value of ATR (higher the better). My current markets are S&P, NASDAQ, Crude, Gas ...

Great, thanks!

Hi, does anyone know where I can get free HKDUSD or USDHKD daily spot data? Even just the close will do. I need back to 1990 ideally. Thanks L

If you develop a EL to C# for OQ count me in, Regs L