ES Journal Archive (2006 - 2008)

JSSPMK · Jun 17, 2008

Quote from OldTrader:

Did we trade at 1362.50? I'm showing a RTH low of 1362.75. Anyone?

OldTrader

I have bid at 62.50 & ask 62.75

Spectre2007 · Jun 17, 2008

Quote from JSSPMK:

At least we know that Spectre is blind as a bat, his monitor must be huge

lol... new samsung monitor rocks.. only 500 bucks.

model 2493

vertigo3 · Jun 17, 2008

TY for charts in attached files.

here's a picture of the 240m

OldTrader · Jun 17, 2008

Quote from Spectre2007:

which feed?... I have 62.50

its rare to get the bid hit without it going on the offer...

I'm using IB and IQ feed. Neither one shows that trade at 1362.50. I did see the bid there....just no trade.

OldTrader

vertigo3 · Jun 17, 2008

TS shows traded at 62.50.
IB sends snapshots of prices 10 times a second, it might have missed 62.50 print

captcontrary · Jun 17, 2008

do IB and TS have streaming time & sales for the ES? as far as i can tell thinkorswim does not.

btw, tos shows 62.50 printed as well.

JSSPMK · Jun 17, 2008

It is exceptional luck to be filled on limit order at the lowest print.

Triple X · Jun 17, 2008

This thing look like it wants to at least fill the gap imo

Spectre2007 · Jun 17, 2008

67.50 buy stop...

1 unit

OldTrader · Jun 17, 2008

Quote from vertigo3:

TS shows traded at 62.50.
IB sends snapshots of prices 10 times a second, it might have missed 62.50 print

Yeah, IB does use the snapshot. It's possible it could have missed it. I'm a little puzzled though about the IQ feed.

OldTrader