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    Unofficial TWS bug thread

    Many Thanks. Will try the new version tomorrow.
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    Unofficial TWS bug thread

    There is a problem with TWS version 937.2, Mar 20, and third-party software. TWS itself and BookTrader show Market Depth properly but programs like ButtonTrader and Sierrachart are no longer able to display MD, they show only the inside bid/ask. Since this worked in prior versions I assume...
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    Euro Stoxx 50 futures settlement price and time ?

    On Sunday several Oil Tankers will pull up at the side of your house and the captains will ask you where to dump the stuff :D . ESTX is cash settled, lookup the settlement price at the website www.eurexchange.com. Your account should be credited the difference between your sell price and...
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    Euro Stoxx 50 futures settlement price and time ?

    Sigh. When you click the link the website will show some tabs in the upper half of the site: "Latest Trading Parameters". Click on "Trading" and scroll down.
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    Euro Stoxx 50 futures settlement price and time ?

    Take a look at the Eurex website: http://www.eurexchange.com/exchange-en/products/idx/stx/blc/18954/ Section "Daily Settlement Price".
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    Futures Hours Monday

    Eurex is open, usual trading hours. But volume will probably be low.
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    How to trade the DAX

    FDAX is traded on Eurex. You may trade CFDs instead, a lot of Brokers offer these. Don't know whether that makes sense though.
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    When you exercise a long option, do you get stock instantly or end of day?

    Here is an example of what might happen: http://www.elitetrader.com/vb/showthread.php?s=&threadid=51251
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    Which front-end for IB book trader functionality?

    ButtonTrader will do that, you define what kind of bracket orders you want to use. Changing the limit price is a single mouse-click. For a buy order you will not be able to click above the current market price in ButtonTrader. Though of course you will be able to use break-out strategies or...
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    Any Deutsche Mark traders in this forum?

    According to the rumours floating on Twitter all Euro zone countries will abandon the Euro and introduce a new currency: Fiasco. 1 Fiasco = 100 Debaclos.
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    Chi-Square Distribution Question

    You are misreading the graph for dF=2. Take a look at the density function: for dF=2 the function collapses to 0.5*e**(-x/2). The result for x=0 is 0.5.
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    Sierra Charts - Cumulative Delta Volume

    I know because I did it. Nevertheless I don't like this solution.
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    Sierra Charts - Cumulative Delta Volume

    I'm using Sierracharts with DTN IQFeed for charting. Broker is Interactive Brokers. I do not use SC for order management because - as you probably know - I would have to configure a second instance of SC for this purpose. Except for some minor gripes I'm quite happy with this combo.
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    Eurex Vols

    Does EurexUS still exist? That would be an easy way to move their business to another jurisdiction probably free of such taxes. Whether they could do it politically is another question.
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    Big Stop Last Night

    What contract are you talking about? I saw a crazy move up in the December contract: about 4000 contracts traded taking out all offers between 20:22 and 20:30 CET. Range depends upon where you see the move start, about 80 ticks. After that the contract dropped 30 ticks.
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    "Bad ticks"

    There is no difference because I have opted to store all intraday data as ticks.
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    "Bad ticks"

    I don't watch SPY so I downloaded it today "After the fact". As to the bad ticks: the norm is that you see them realtime and historical data are cleaned.
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    "Bad ticks"

    I don't see these bad ticks. Data feed is DTN IQFeed. Does your chart look the same today? It's a 1-minute chart but the spikes should be visible, they aren't. Add 6 hours to your time to get the time in my chart. There are block trades in the future markets too. Exchanges offer e.g. in...
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    IB Forex - 25K >

    Ooops.. Sure? It's a long time since I traded Forex with IB.
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