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Well yes, I've mentioned a few times that these are Settlement and Previous Day's Settlement prices. The .xls file also won't download from the site for some reason... but I'm not too sure I could even utilise it since I am using Open Office, though there is a chance they have enough Excel...

My software platform is my own and right now... it's just console and data. But if you look into my data from the first post the first two spreads are sequential. Nov 2009 912'0 Jan 2010 916'6 Mar 2010 918'6 ZSX9 - ZSF0 - 4'2 ZSX9 - ZSX0 - 1'0 ZSF0 - ZSH0 + 0'2 Here F0 - H0...

Yes, quite very much so. That was pretty much what the traders I spoke with got across to me, but not with such a practical example. Thanks.

The worlds largest futures/options exchange runs purely on FIX for orders and administrative tasks and FIX/FAST for market data. The only think that can make a protocol "slow" is the amount of space it takes up and the amount of time it takes to encode/decode a message from that protocol to some...

I spoke with folks and it's likely just low trading volume before close that leaves a settle (last) that can seem very wrong. This is magnified because in a spread because it's based on two contracts which each have their own bid/ask spread within which the last may be far from center.

Yeah, turns out it was incorrect data being displayed. Likely some mistake in website or data stream code of sorts on the part of whoever maintains the CMEG's site. CMEG is Chicago Mercantile Exchange Group, consists of 3 exchanges (CME, CBOT, NYMEX). Online it's at www.cmegroup.com. I...

Umm... so last I checked this wasn't normal but as of 7:15pm the CMEG has cleared nearly 3 million contracts... the trading day just started and this seems pretty abnormal... especially since their OTC clearing has already had 1.3 million trades (3x as much as during the whole previous day)...

From the looks of it all spreads should settle at the same time as their underlying. However I'm basing this on the fact that I do not see any special dates or closing times for spreads.

To be sure they matched I grabbed the Previous Days Settle prices off of the CMEG site. I figured the "Last Price" might change after some final settlements. I'm not sure if they all settle at the same time but I'll look into that right now.

At the bottom of this post you'll find prices for all months of the CMEG Soybean Futures contract for today as well as all spreads and butterfly spreads. Could someone please explain to me how these spread prices are valid? I mean to my understanding a Front-Back spread means Buy Front, sell...

I have some software that does connectivity for market data and order entry to CME Group. Is there a market for these types of tools? They would need an interface to be connected to (an API really) so it would require customers (likely companies) with technological understanding. Is there a...

So I've been looking around for answers to these questions and short of speaking with the exchange I haven't been able to find what I'm looking for. First off, does anyone know if any exchange has Option on Single Stock Futures or does everyone just trade Option on the Underlying stocks...

I've developed market data software for direct market connectivity. How the software would work totally depends on where you get the price data from, likely you can run it locally, especially if you're scanning for activity and not anything that needs historical information.

Sub prime lending did not lead to this mess. Lending with no checks what so ever has led to this problem... which didn't begin until 2004... so... what does this have to do with a president that left office 4 years prior?

Woah!!!! You need some proof for these sort of statements. I'll try to look this up for you in the meantime but please do present some evidence. Evidence of this bill the demo"craps" stopped as well as what exactly Willie did to start this crisis. Granted the latter might be easier...

Who said America was socializing health care? Where is that coming from? Past that, the ignorance displayed here regarding the value of basic welfare, access to health, and a good education for a majority of the population is astonishing. There are major health, social, and environmental...

:eek:

That's a joke right? Like sarcasm or something I totally missed after reading this thread a few times over... right?

You know this makes me reconsider the way I approached this. If an application is to run on an end user machine (god forbid in Vista) then speed issues are very large. This is due to shared resources and the fact that the trader may simply be using hardware that is too slow for what they are...

Yeah, Java being slow in this day and age is a bit of a joke, you know exchanges use it too. Not to say C/C++ doesn't have its place for very fast code (perhaps only after Java has been attempted) but I would look into GPU development first, assuming you're doing options or something other than...