IB and Times and Sales
- Thread starter carltonp
- Start date
Quote from Went Fishing:
I believe their data is exactly what they claim it to be, OK for some methods/styles of trading unusable for others.
OKaaaaay ........ Maybe this is one of those methods/styles.
Trying to read a DOM or T&S tape and attempting to trade that data with IB's (or anyone's) aggregated data is IMO, similar to trying to catch a fart with a butterfly net. If your interest lies in trades/data made at this granular level of price, volume and time ,,,, I suggest you get the proper tools you need.
This is from the T&S Data posted on the CME Group website, (the one that counts)!
Can someone please provide the link to T&S Data posted on CME Group?
Cheers
Just go to
http://www.cmegroup.com/
Then choose the instrument you desire. e.g. Mini Dow-YM (Equity Index tab)
Then click the T&S tab, that will bring you to here.
http://www.cmegroup.com/trading/equ...mini-dow_quotes_timeSales_globex_futures.html
Choose the desired Contract Expiration & Time segment you wish to view.
http://www.cmegroup.com/
Then choose the instrument you desire. e.g. Mini Dow-YM (Equity Index tab)
Then click the T&S tab, that will bring you to here.
http://www.cmegroup.com/trading/equ...mini-dow_quotes_timeSales_globex_futures.html
Choose the desired Contract Expiration & Time segment you wish to view.