Eurex Liffe Futures scalping: eSignal or RT3-Europe compare

@allesim
This is a snapshot of the FGBL a 10-min Chart with tickvolume and actual volume. CQG does provide actual volume. You have to consider two things, actual volume has been added to CQG after tickvolume. Sometimes you feel this, when the software shows errors.

Bad ticks seem always to refer to actual volume, this will render actual volume and any studies based upon it useless. And it does happen often enough.

Second tickvolume is not a bad proxy for volatility, somewhere buried in the stack of papers lying around here i have a study which statistically proves that ticjvolume is a better proxy for vola than actual volume. Though they refer to stocks only.

regards

Bernd Kuerbs
 

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allesim

sorry, i trade intra-day, and do not use volume etc as i consider anything like this as a lagging indicator - so i dont know if cqg has this function or functions

however cqg is used by most professionals in the market - so if it exits - it is probably on cqg
 
Trading Technologies and YesTrader are two of several software vendors that write a front-end for the CBOT A/C/E, CME Globex, Eurex MIS, LIFFE, Matif, and SFFE order-matching engines.

Exchange members have distinct advantages like speed, superior order execution, and commission structures that you will not have in the realm of "scalping", so consider yourself a speculator. That's OK, but you really don't want to "scalp" these markets in the most literal sense of the term.
 
I think that you would be best served to view tick volume for Eurex, CBOT, and CME futures products as a Market Profile study on CQG. This is basically a vertical histogram that provides relative volume for each price area and timeframe. The CQG with a few extra studies is about $800/mo. w/ all exchanges. CQG's data is very clean and intraday data goes back a long way.

In terms of actual trading volume as it occurs at each price, the Bloomberg is very good. It is an incredibly useful tool, and for interest-rate traders like myself it is mandatory at $1500/mo.

The best volume data is the actual exchange marketplace itself. I have a front-end linked to the order-matching engines for Eurex, CBOT A/C/E, LIFFE, Cantor E-Speed, and CME Globex, and am a member at all these exchanges. That, my friend, is the ultimate volume indicator.
 
Thanks for tenfore and CQG screen snapshot

But can somebody post some screen snapshots (with comments) about RT3 charting features on LIFFE and EUREX?

expecially these 2 tools:

- T&S
- 2days 1min candle charts with Volume indicator

Thanks
 
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