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Any input/conspiracy theories?

It's funny, coz I did speak to Eurex, and got the answer I (or in fact anyone who's given it a moment's logical relection) expected. I've got a feeling you don't know the answer to this question of timestamping, or why it can only be done 1 way. That and the fact you don't know you don't...

What did they tell you?? ps I'm very much in favour of you and your chums getting an access point in Miami.

ignoramus

I'm sorry, I tried, but I couldn't let this go... I think your definition is self- fulfilling Since if you define a top because price has subsequently moved lower...what will it next create but a bottom...and following on from your definition - if to see a top we need a bottom of course...

IMHO, i think you may have it back to front. I think that the markets are *not* random, and yet are not (in general) predictable. Again time frame makes huge difference to the argument. Also are you talking about trading 1 instrument against another ie multivariate strategies or...

So with it being 2-3 ticks wide most of the time you must be raking it in.

Why?

The first spike down was caused by a single 500 lot order. Maybe someone thought they were rolling a position, but filled out their eticket wrongly and did an outright by mistake??

Members get time and sales directly from the exchange. Perhaps you should ask your clearer for this if you need it.

http://deutsche-boerse.com/dbag/dispatch/en/isg/gdb_navigation/home?active=constituents&module=InConstituents_Index&wp=DE0008469008&wplist=DE0008469008&foldertype=_Index&wpbpl=null

Are these real trades or paper trades?

I've gone back and looked again at the data to try to work out if the spikes at 10 CET and 11CET can be plained by economic data alone. And the answer is they can't. Not according to my calendar anyway. So the questions remain. Anyone else got any input?

I mean 11 CET. Can't do this timezone thingy.

Interesting. I ran an analysis for 3 months, from 21 May looking at traded volumes. And yes you are right; there is a spike around 9 CET. So now we've verified the data, let's hear some suggestions explaining this. I don't think it can be directly and totally expalined by economic...

I'd also be interested in views on this. But are you sure that there is in fact an increase in activity at this time? The attached chart shows time (GMT+1) on the x axis and frequncy of dax price change ( a proxy for activity) on the y axis. From 21 Jul till now, looks like activty...

Well, that's a good enough proof for me. I hope it's good enough for all the other folk who might have tried this dead end.

How do u know it doesn't work, then?

gnome, have you tried this?

In fact, buying or selling means you are betting against the consenus.