J jem Nov 13, 2006 #1 Does IB privide nyse tick - the dow tiki - and the premium If so what are the symbols and how do I subscribe. I currently have TICK-NYSE up and it says I have to subscribe. To which service.
Does IB privide nyse tick - the dow tiki - and the premium If so what are the symbols and how do I subscribe. I currently have TICK-NYSE up and it says I have to subscribe. To which service.
W whitster Nov 13, 2006 #2 they do provide TICK they do not provide TIKI they do not provide Premium, but it is relatively easy to setup and calculate i graph it by setting up a graph in QT that calculates the running difference between SPX (cash S&P 500) and the ES contract.
they do provide TICK they do not provide TIKI they do not provide Premium, but it is relatively easy to setup and calculate i graph it by setting up a graph in QT that calculates the running difference between SPX (cash S&P 500) and the ES contract.
W whitster Nov 13, 2006 #4 i set up a "portfolio" in QT where i am long one GLOBEXESZ6 and short one CBOE:$SPX. the portfolio "total" will then be the premium (the difference in price between the futures and the cash index) simply chart that that is the premium right now it is at 4.38
i set up a "portfolio" in QT where i am long one GLOBEXESZ6 and short one CBOE:$SPX. the portfolio "total" will then be the premium (the difference in price between the futures and the cash index) simply chart that that is the premium right now it is at 4.38
stock777 Nov 14, 2006 #6 It looks like AT plots the value change, not the 'total'. What's the gimmick to get the actual spread difference to plot?
It looks like AT plots the value change, not the 'total'. What's the gimmick to get the actual spread difference to plot?
ESZ6 and short one CBOE:$SPX.