"Massive" liquidity on ICE Gasoil Spreads this morning

propwarrior said:
interesting you are trading longer time frames than when I traded gasoil. We were market making and occasionally took a directional bias, generally we were flat EOD. Energy is a great space to be in.
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For first couple years I was also mostly market making, but after transition to low sulfur smth changed, big 'godzilla' algo changed his game. He is much faster and the market perfectly effective right now. With all this spoofing, chasing and other 'instruments' that he is using it's difficult to play his game.

And yes, I'm trading for the firm.
 
Eugenius750 said:
Yes I think those days are over but a good reminder of what can happen. I use CQG but I didn't know they do daily continuation charts on spreads so cheers for that! Presumably you have IC as you can pull data way back to 2012?
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Here is a continuation for 10 years back on GOX-GOZ, from seasonalgo.

GOX-GOZ_continuation_5042.png
 
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