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Hello! We are in the process of launching a commodities fund, trading some of the most liquid commodity futures on CME and ICE. We have chosen 15 instruments in all, but they are the most actively traded instruments in each category: energy, agriculturals and metals. My question is as...

Thank you, I am rounding it off to the nearest; I suppose the tiny cents does not really matter. Thanks for the help as always!

Hello! I have a question for fellow systematic traders here who trade silver. I have a dilemma with the way the exchange report their end-of-day price which is a settlement price which may be 1/10th of a cent, while "normal" trading occurs in 1/2 cent increments. Hence, Open, High and Low...

Hi! I am currently doing testing of our system for gold futures (GC). I have noticed something strange and want to check if what I am seeing is correct: The data I am using is the combined session which I assume is open outcry and electronic trading on CME. The trading times listed clearly...

Thank you very much Just21. :)

No. It is daily OHLC data. You shall never find free tick data on planet Earth.

:D

Thank you very much to both. Much, much appreciated. :D

Thank you very much for the info - so it operates similar to a forward contract if I understand you correctly. Thanks again.

Hello Hoodooman, Sorry - I am not understanding this -- :confused: :D

I have noticed this as well. But also, some weird stuff - in spot FX the AUDUSD is the 5th most liquid pair, but in futures it seems way up there for some reason. USDCHF on the other hand, our 3rd most liquid pair in spot, doesn't even feature much in volume in futures. I have been told that...

Thank you so much. I am learning fast! :D

Thank you Martinghoul! :)

Ah - ok I see you have adressed this already in a way in the previous post. I get you now. As far as you can tell, is this the major (only) advantage? Thank you!

I think I understand what you are saying, but would this problem apply to a large institution or professional fund as well? I mean those who trade with the tier-one banks (the big ones)? I assume you are likely referring to the small retail player who are at the mercy of the trading...

Hello! I hope this is the near-correct forum for this question, but I need very simple historical daily OHLC going back to 2003 for a handful of futures instruments we want to trade. No tick-data, no volume, no OI, none. Now before I get flamed, let me assure you that I have used this...

Hello! This may seem like a strange question - but why do, or why would traders or institutions trade currency futures at all, as opposed to simple spot? What is the advantage? Surely spot is simpler and more liquid? Much appreciated for any thoughts. I am an old hand at spot fx, but a...

^Thank you all for all the information, much appreciated. :)

Thanks to both ^. :) Have a great weekend! :D

Thanks, but as a systematic professional FX fund manager in Zurich for the past 13 years, this lack of interest in the CHF future could be a total misinterpretation. We trade both USDCHF and the EURUSD in the spot-market and we hardly ever have the same signals, positions or exact movements...