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The futures markets at intrade are currently giving him a 8-9% chance of winning the nomination. http://www.intrade.com/

You can get data but its more work now and it doesn't include volume information. http://www.cme.com/html.wrap/wrappedpages/historical/globex_time_and_sales/ES07-12.html?h=1 Brutus

Looks like the CME is going to start charging for this data... <quote> Beginning November 1st, 2007 CME Group Time and Sales historical data will only be available in a read-only report format from this site. If you require downloadable Time and Sales data, please visit...

Hey thanks for bitching to the CME about the missing NQ data. I didn't notice the first issue until a week or so later and it was too late. I did notice it the second time and was about to complain myself but then saw it was fixed a day later. It seems like the whole process at the CME needs...

Since the market has a fat tailed distribution of returns I'm wondering if there would be a slight edge if you used a payoff of 10/1 or higher to try and grab an occasional large return? The win % should be 9/91 but maybe it would be better because of the fat tails.

It's for the E-minis only and does inlcude volume information on a per trade basis during the normal trading day. I think the big contracts are in the files but only in afterhours globex (non-pit) trading. Brutus

Northwest burbs (Arlington Heights) ... Brutus

prophet, You can download tick by tick data from the CME for free. It doesn't have the current bid and ask at the time of the trade however. Brutus

Blue, Thanks to CaroKann I now have all data from August 2002 until today. I don't have the months of June and July for 2002 but I do have data from Sept 2001 to the end of May 2002. If you want the data that I have I can put it on a FTP site for you to download. Side Note ... If...

CaroKann, Thanks for the files. I uploaded the files you requested with the exception of 11/28/02. A data file doesn't exist for that day since it was Thanksgiving and the CME was closed. Brutus

I have all of the files you are missing. Actually I have every file since August of 2002 with the exception of those 3 already listed. Every weeked I would download the 5 files for the week but for some reason that week they deleted the files early and I only got 2 files. Now I download...

Does anybody download the Globex time and sales data files for use in custom backtest apps? I missed 3 files and was wondering if anybody has them: gx030224.zip gx030225.zip gx030226.zip Thanks, Brutus

Thanks all for the comments. I already have "Trading in the Zone" by Douglas and I think it's an excellent book. I also liked "The Intuitive Trader" by Koppel even more. I should re-read them sometime. I'm looking into some type of opening range breakout system right now. It was...

While I haven't maintained this journal for a while I have been still actively trading the NQ and ES futures over the months. I started my index futures endeavor in July of 2002, trading exclusively the NQ. Then in the beginning of September I started trading the ES only. Over the nearly...

I remember back in 1999 when the Fed was jacking up interest rates and the stock market was still going up. People back then were claiming that Fed interest rate changes didn't matter any more because of the "New Ecomonmy" whatever that was. Stocks would actually rally when interest rates went...

I haven't been following all the fib talk ... maybe this has been said before ... I understand how the number .618 is derived but what about the .50 and .318 numbers? Brutus

Is your system 100% mechanical or do you use discretion on some of the trades? (Entries, exits, etc...) Brutus

Thanks all for the encouraging words. Sorry I didn't give any more details yesterday, I was just really angry about my trading. Yesterday I dropped around $550. Time to start fresh and re-group ... Brutus

I blew up today :( Quitting for a while. Brutus

Yes my trades are almost all discretionary. I do not use any indicator of any sort except occasionally a moving average. I do however use price patterns for the basis of my trades. Price patters always have to be interpreted in a discretionary way however.