Anyone trading the DJ Eurostoxx 50?

Originally posted by stevet
the great thing about trading nowadays is the abiltiy to obtain good data at a good price and also have the tools to use that data - dont fly with one eye shut! the ground is hard!
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you are sure right, but i am flying a paraglider, not a concorde.. :)

what i did not get is: i have to trade on the snap quotes from the TWS, but my real execution goes with the real globex data ? if i enter on a ask that the TWS shows me and the real globex data is a different ask at that time, i did get that fill ? im not going below 1min timeframe and for that i thing, the IB quotes will do it. if i have a 0.5 slippage on NQ, i could not decide, if this was a bad snap quote or the slow reation time...

back to sierra. you can add quotes by yourself at night from quote.com for example. it is only a sideline solution for someone (like me) how is trading only NQ and FESX on 1min for a couple of hours...

:) trading
 
Stevet,

I totally agree with you.
As a very short term trader, i'm very concerned about these missing ticks.
The problem is that i haven't found yet a good data feed at a good price.
Do you have some suggestions ? The offer is not so big.
 
hi helen,

what package do you have with mytrack ? i guess, i will take it also, just as a backup.

i like the look of the sierra charts very much, that green bars on black ground, that has something :)
 
x-or

you should be concerned about the ticks

and you should priortise the data supply and charting excelence over cost

no point trying to get data for as little as possible and then emptying out your wallet on getting into the wrong trades and not having the tools that help you to learn from your mistakes
 
check them all out and see which one suits you - even check out their help lines - a while ago i had an aiq chart program to check it out - and when i called the help line and could not get any sense out of them on a load of points over quite a time period - the help guy finally admitted that his boss had the only computer they could use to check things and they were not allowed to use it
 
Hey... I use esignal and I have intraday volume data for ESTX50 and DAX !

eSignal has some problems with quotes from time to time ( bid aks quotes freezes, 10 sec lag ). IB quotes are OK - I look at them, eSignal only for real time charting.
 
DT-waw,

I assume you mean quote window actual volume? You can't chart it to my knowledge...all you see on charts is tick volume...

Q1
 
i look and i see tick volume

29/8/2002 ET U2-DT trades 430,000 contracts over about 10.5 hours so far:

=40950 per hour
=3400 per 5 minutes
=680 per minute

your chart has values up to around 150 max on a 5 min chart => tick volume.

please correct me if i'm wrong.

Q1
 
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