Andre (May 14, 2003 4:39:42 PM)
Today we're pleased to welcome the folks from http://www.tickquest.com to the Elite Trader Chat Room.

Andre (May 14, 2003 4:39:54 PM)
TickQuest designs and produces advanced analytical software satisfying the needs of professional investors and offering innovative technology to improve their edge in trading.

Andre (May 14, 2003 4:40:13 PM)
Presenting for us today is Lawrence Chan, one of the principles of TickQuest Inc., developer of the NeoTicker platform.

Andre (May 14, 2003 4:40:28 PM)
Lawrence was an independent stock option trader on floor of the Toronto Stock Exchange. Then switched to off-floor trading and eventually moved onto trading index futures. Along the way he's managed money and mentored beginning traders. He still trades actively.

Andre (May 14, 2003 4:40:38 PM)
Through all that, Lawrence noticed that most trading platform interfaces seem to follow the developer's logic. But that logic isn't always intuitive to traders. NeoTicker displays data in the way trader's see the market. Today we're going to discuss two examples of how you can use TickQuest products to increase your profits.

Andre (May 14, 2003 4:41:07 PM)
Lawrence, welcome. Thanks for joining us today.

Lawrence Chan (May 14, 2003 4:41:14 PM)
Thank you.

Lawrence Chan (May 14, 2003 4:41:27 PM)
Today we are going to show you some examples using NeoTicker to increase your profits.

Lawrence Chan (May 14, 2003 4:41:37 PM)
First, what is NeoTicker?

Lawrence Chan (May 14, 2003 4:41:49 PM)
NeoTicker is a versatile trading platform that can be highly customized to fit any trading styles and save you time in making your real-time trading decision.

Lawrence Chan (May 14, 2003 4:42:03 PM)
NeoTicker is also an excellent tool for trading research and development of your own custom indicators.

Lawrence Chan (May 14, 2003 4:42:18 PM)
NeoTicker can be integrated closely with other applications like Excel thru DDE linkage, or ActiveX to carry out complex modeling in real-time.

Lawrence Chan (May 14, 2003 4:42:34 PM)
As a summary, NeoTicker is the best in the market today for the task it is created for - real-time trading.

Lawrence Chan (May 14, 2003 4:42:44 PM)
I will first present a setup using NeoTicker for daytrading stocks.

Lawrence Chan (May 14, 2003 4:43:01 PM)
Then another setup for daytrading emini S&P using multiple time frames and our proprietary tool/indicator Trend Explorer ES.

Lawrence Chan (May 14, 2003 4:43:13 PM)
Here we go.

Lawrence Chan (May 14, 2003 4:43:23 PM)
Daytrading stock.

Lawrence Chan (May 14, 2003 4:43:35 PM)
If you can open another browser window, take a look at this screenshot:

Lawrence Chan (May 14, 2003 4:43:56 PM)
http://www.tickquest.com/NeoTicker/presentation/20030514/daytrade_stock.gif

Lawrence Chan (May 14, 2003 4:44:18 PM)
You will find a huge picture that fill up 2 monitors completely.

Lawrence Chan (May 14, 2003 4:44:38 PM)
Lets start from the left hand side of the screenshot. It is the part that is used for finding potential trading opportunities.

Lawrence Chan (May 14, 2003 4:45:03 PM)
Lets wait a few seconds for everyone to get to the picture ...

Lawrence Chan (May 14, 2003 4:45:23 PM)
The quote window titled Trade Setup has the complete listing of the OEX symbols.

Lawrence Chan (May 14, 2003 4:45:41 PM)
The main focuses are the last 4 columns.

Lawrence Chan (May 14, 2003 4:45:53 PM)
They are SlowK indicator, Simple Moving Average, ADX, and a customized Signal formula.

Lawrence Chan (May 14, 2003 4:46:10 PM)
In case you want to know what the box next to each column heading is - it is a one-click button to rank your symbols with that particular column.

Lawrence Chan (May 14, 2003 4:46:31 PM)
The main interests are the ADX column and the Signal column (the last 2 columns).

Lawrence Chan (May 14, 2003 4:46:47 PM)
The ADX column is based on 5-min data.

Lawrence Chan (May 14, 2003 4:46:57 PM)
Many of you consider that when ADX >= 30, we are in a strong trend.

Lawrence Chan (May 14, 2003 4:47:04 PM)
When ADX < 10, the price movement is more erratic.

Lawrence Chan (May 14, 2003 4:47:16 PM)
By adding coloring rules to the ADX column, the strong trend ones are colored in green while ADX > 10, it is in yellow. If it is < 10, the color is black.

Lawrence Chan (May 14, 2003 4:47:26 PM)
We can at a glance identify the strong trend ones without even opening a chart.

Lawrence Chan (May 14, 2003 4:47:44 PM)
When the screenshot was created, the quote window is sorted by the signal column. The green ones are buy candidates while the red ones are sell candidates.

Lawrence Chan (May 14, 2003 4:48:01 PM)
These candidates fulfill my basic setup and I can focus on analyzing them only. Without flipping thru charts during the day to look for my setup to trade.

Lawrence Chan (May 14, 2003 4:48:12 PM)
More time spend on better potential setup = better analysis = better trading decision

Lawrence Chan (May 14, 2003 4:48:36 PM)
The LIST1, LIST2, LIST3, LIST4 windows are the top list from the data vendor. Usually these symbols can be of interest if they are outside of my basic trading universe and demonstrate similar setup. Good for catching big moves.

Lawrence Chan (May 14, 2003 4:49:12 PM)
These LIST windows are located right next to the Trade Setup quote window.

Lawrence Chan (May 14, 2003 4:49:27 PM)
The charts SCAN 5 MIN, SCAN 60 MIN, and SCAN DAILY are chained together so that when I double click (or press enter) on a symbol in either the Trade Setup window or any one of the LIST windows, the symbol will be loaded into these charts. Quick and easy.

Lawrence Chan (May 14, 2003 4:49:43 PM)
Up to this point, you can see that I do not need to spend much time on looking for potential trades. It is just a matter of flipping thru the symbols with BEST potential.

Lawrence Chan (May 14, 2003 4:49:57 PM)
Time is saved - for what? They are all used for monitoring current positions, of course :)

Lawrence Chan (May 14, 2003 4:50:07 PM)
Now the right side of the screenshot.

Lawrence Chan (May 14, 2003 4:50:22 PM)
The window that will probably interest you most is the Market Rel Strength.

Lawrence Chan (May 14, 2003 4:51:05 PM)
This window is sort of located at the middle lower area. In case you cannot find it.

Lawrence Chan (May 14, 2003 4:51:20 PM)
It is color coded - red for Dow, green for SPX, blue for NDX.

Lawrence Chan (May 14, 2003 4:51:36 PM)
The top pane is showing the relative strength (in percent) of each index based on the opening price of each.

Lawrence Chan (May 14, 2003 4:51:49 PM)
The bottom pane contains Rate of Change indicators based on the percentage changes.

Lawrence Chan (May 14, 2003 4:52:03 PM)
My usual rule is to buy the strongest and sell the weakest.

Lawrence Chan (May 14, 2003 4:52:28 PM)
e.g. at the time of screenshot NDX was strongest and its ROC bounced back up, look for buy from the NDX leaders.

Lawrence Chan (May 14, 2003 4:52:46 PM)
One glance at this window I can decide what to do next. No need to waste time on analysis the various market breadth piece by piece.

Lawrence Chan (May 14, 2003 4:53:07 PM)
The right side windows are 3 sets of trade management windows, the charts are in 15-seconds overlaid with 3-line break. You see a lot more with seconds based chart, very important for entry and exit - to squeeze out the maximum profits!

Lawrence Chan (May 14, 2003 4:53:24 PM)
Once a position is entered, will send symbols into one of these chained sets for tick by tick monitoring.

Lawrence Chan (May 14, 2003 4:53:32 PM)
Afterall, money is on the line here :)

Lawrence Chan (May 14, 2003 4:53:59 PM)
This is just one way to setup NeoTicker for trading stocks. We've seen users prefer using other techniques like opening up 20 to 30 charts each with a different symbol and look for his setup visually. Thus it is more a personal preference than anything else.

Lawrence Chan (May 14, 2003 4:54:09 PM)
Now lets start on the next topic.

Lawrence Chan (May 14, 2003 4:54:19 PM)
Daytrading emini S&P.

Lawrence Chan (May 14, 2003 4:54:26 PM)
Here is the first of two screenshots that I will discuss about.

Lawrence Chan (May 14, 2003 4:54:34 PM)
http://www.tickquest.com/NeoTicker/presentation/20030514/emini_breadth.gif

Lawrence Chan (May 14, 2003 4:54:55 PM)
The top pane of the chart is showing 1-min ES in candlestick TOGETHER with 5000-tick ES in a hollow green box.

Lawrence Chan (May 14, 2003 4:55:08 PM)
When the market is busy, the 5000-tick boxes are narrower. This gives you the perspective of time and activity all on the same chart.

Lawrence Chan (May 14, 2003 4:55:29 PM)
The 2nd pane is the well known $TICK index. Notice that it has a huge deficiency. The frequency of update is very sparse (like 20 to 30 seconds per update) and you do not really have a good on time signal.

Lawrence Chan (May 14, 2003 4:55:50 PM)
The next pane is a user-defined symbol SP_TIK10. It is the combination of the S&P 500 symbols' TIK10 field (NeoTicker's special tick measurement field) in real-time. It is way more stable comparing to $TICK and it is updated locally by NeoTicker every second using only the relevant symbols to the S&P index.

Lawrence Chan (May 14, 2003 4:56:08 PM)
Notice how clean it is comparing to $TICK, and how clear the zero line bounces (the marked blue region and green region).

Lawrence Chan (May 14, 2003 4:56:36 PM)
The bottom pane is the SP_BANET user-defined symbol. This symbol is the combination of the net difference between the bid size and ask size of all 500 S&P components in real-time. It is another very useful real-time divergence indicator.

Lawrence Chan (May 14, 2003 4:56:58 PM)
This chart you see is running off the DTN-satellite feed as this particular NeoTicker also collects many other interesting real-time breadth data :)

Lawrence Chan (May 14, 2003 4:57:09 PM)
which requires to accessing the complete market (3000+ symbols).

Lawrence Chan (May 14, 2003 4:57:30 PM)
For the purpose of daytrading emini only, you can use an internet feed to create similar statistics based on the OEX component stocks only.

Lawrence Chan (May 14, 2003 4:57:38 PM)
We've found that the effect is similar, at least better than $TICK :)

Lawrence Chan (May 14, 2003 4:57:53 PM)
Here is the second screenshot.

Lawrence Chan (May 14, 2003 4:58:02 PM)
http://www.tickquest.com/NeoTicker/presentation/20030514/emini_multitimeframe.gif

Lawrence Chan (May 14, 2003 4:58:26 PM)
The top pane is a combination of 15-second bars, 1-min green dots, 45-min blue box, and 135-min green box.

Lawrence Chan (May 14, 2003 4:58:41 PM)
Middle pane is our proprietary TEES indicator. TEES is short form for Trend Explorer ES.

Lawrence Chan (May 14, 2003 4:58:51 PM)
The bottom pane contains slowk applied on the 15-sec, 1-min, and 45-min data.

Lawrence Chan (May 14, 2003 4:59:29 PM)
BTW, the TEES indicator is the color strip in the middle of the chart with green red and gray color.

Lawrence Chan (May 14, 2003 4:59:41 PM)
At the top left corner, we have charts from various other time frames for quick reference to their price patterns.

Lawrence Chan (May 14, 2003 4:59:50 PM)
Also shown are various price levels I use like previous day high-low-close-pivot.

Lawrence Chan (May 14, 2003 5:00:12 PM)
Very neat for single screen setup.

Lawrence Chan (May 14, 2003 5:00:26 PM)
At the left side it is very clear we've got an inside 45-min bar. Breakout was imminent.

Lawrence Chan (May 14, 2003 5:00:37 PM)
I do not need to seek for a higher time frame chart to figure this out. It is all there. Just one chart to focus on.

Lawrence Chan (May 14, 2003 5:00:46 PM)
In the 2nd 135-min box, TEES lead the price. If you jump in at this point, it is a long happy ride :)

Lawrence Chan (May 14, 2003 5:01:00 PM)
Something about TEES. It is a very powerful indicator that can be used either mechanically or discretionarily.

Lawrence Chan (May 14, 2003 5:01:07 PM)
Mechanically it can produce profit year after year with very high consistency.

Lawrence Chan (May 14, 2003 5:01:20 PM)
Personally, I prefer to add some discretion to a trade but of course I do hit my head when TEES beats me from time to time :)

Lawrence Chan (May 14, 2003 5:02:00 PM)
Ok, if you waited for a better entry, the 15-second slowk (in black), together with the higher time frame box (45-min, 135-min) support at 33 area, you have a low risk entry too. Again, no need to refer to another chart for the higher timeframe information. Save both time and effort!

Lawrence Chan (May 14, 2003 5:02:19 PM)
During the day I zoom in whenever I am in a trade to micro manage the entry and exit. Zoom out when I am flat to look for opportunities.

Lawrence Chan (May 14, 2003 5:02:29 PM)
Just a clean and nice way to have all information I need in a single place.

Lawrence Chan (May 14, 2003 5:02:41 PM)
This concludes the 2 short presentations in using NeoTicker.

Andre (May 14, 2003 5:02:51 PM)
That's great Lawrence.

Lawrence Chan (May 14, 2003 5:02:52 PM)
There is more goodies NeoTicker offer like easy to use formula language, completely object driven trading system design, etc. For these other features, you will have to visit our website or email us for more information.

Lawrence Chan (May 14, 2003 5:03:04 PM)
I think we can go into question and answer period.

Andre (May 14, 2003 5:03:24 PM)
The site of course, is: http://www.tickquest.com

Lawrence Chan (May 14, 2003 5:03:35 PM)
Andre, thanks.

Andre (May 14, 2003 5:03:41 PM)
Well, we've certainly got some questions for you!

Andre (May 14, 2003 5:03:47 PM)
We'll get right to it.

lundy (May 14, 2003 5:04:00 PM)
Is TEES in the demo version of neoticker?

Louis Lin (May 14, 2003 5:04:32 PM)
Unfortunately no. The problem is TEES works in one single chart. Make it available

Louis Lin (May 14, 2003 5:05:00 PM)
in the demo means giving it away for free. However, we will produce weekly updates to the system

Louis Lin (May 14, 2003 5:05:17 PM)
The page is at :

Louis Lin (May 14, 2003 5:05:37 PM)
www.trendexplorer.com

Louis Lin (May 14, 2003 5:05:54 PM)
We're ready for next question

Andre (May 14, 2003 5:06:14 PM)
All you guys need to do is when you're done, and I'll send the next one through.

BobbyMurcerFan (May 14, 2003 5:06:23 PM)
Can you explain in more depth what TESS is actually evaluating?

Lawrence Chan (May 14, 2003 5:08:08 PM)
TEES takes 1-min ES data and evaluate multiple time frame of the same data based on our compress series technology and analysis the various time frames' trend, strength, etc. and combine them all into a single directional call - bullish, bearish, neutral.

Lawrence Chan (May 14, 2003 5:08:43 PM)
It is similar to a seasoned pro trader analyzing the market without the emotion for you :)

Lawrence Chan (May 14, 2003 5:08:57 PM)

nitro (May 14, 2003 5:08:57 PM)
TEES looks like a crossover of 20 EMA and 50 SMA

Lawrence Chan (May 14, 2003 5:09:44 PM)
you can check out the historical performance to see if 20 EMA cross 50 SMA can do what TEES can do.

Lawrence Chan (May 14, 2003 5:09:52 PM)

BobbyMurcerFan (May 14, 2003 5:10:01 PM)
But on your chart it's grey during a huge uptrend and green druing a lot of sideways movement.

Gann (May 14, 2003 5:12:01 PM)
Have you done any testing with TEES on European (Eurex) Futures ?

Lawrence Chan (May 14, 2003 5:12:03 PM)
Due to the mechanical nature, when TEES determine the trend may not be able to continue, it switch into neutral. Which is what most pro trader do - stay on the sideline and capture moves they understand.

Lawrence Chan (May 14, 2003 5:14:11 PM)
We've got various testing done and based on our research it is obvious Eurex and some other futures do not behave like ES at all. If we identify statistical significant data from Eurex, we will introduce models like TEES to support it.

Andre (May 14, 2003 5:14:38 PM)
Good answer.

Andre (May 14, 2003 5:14:52 PM)
IN trading, it's all about what we can exploit.

nitro (May 14, 2003 5:14:58 PM)
Can I set up indicators based on any data compression times?

Lawrence Chan (May 14, 2003 5:15:50 PM)
yep. e.g. you can apply indicators onto 5-tick, 1000-tick, 15-seconds, 1-min, daily, etc. no restrictions at all.

Lawrence Chan (May 14, 2003 5:16:56 PM)
An interesting side topic is the use of SP_TIK10.

nitro (May 14, 2003 5:17:53 PM)
In your experience, how good is the DTN sattelite feed in order to feed NT?

nitro (May 14, 2003 5:17:58 PM)
I am at the DTN website now, which DTN product EXACTLY is it compatible with - DTN Market Access?

Lawrence Chan (May 14, 2003 5:18:40 PM)
DTN Satellite data feed, it is their Real-Time Ffinance service f

Lawrence Chan (May 14, 2003 5:19:06 PM)
Real-Time Finance data feed. Check from their site. I think they do call it Market Access now.

Lawrence Chan (May 14, 2003 5:19:38 PM)
Back to SP_TIK10, we do have a OEX_TIK10 collected here.

Lawrence Chan (May 14, 2003 5:20:16 PM)
And we have it collected from various feeds like eSignal, Quote.com, etc. works great.

Lawrence Chan (May 14, 2003 5:20:44 PM)
Can help catch divergence top and bottom better than $TICK, by about 10 to 30 sec. :)

Lawrence Chan (May 14, 2003 5:20:53 PM)

peg_leg_joe (May 14, 2003 5:21:05 PM)
When using the Backtest EZ feature, is there an easy way to add a time stop to your strategy?

Lawrence Chan (May 14, 2003 5:21:53 PM)
Yep. Set the Target Style to Bars. Then enter the # of bars to exit. That will do.

Andre (May 14, 2003 5:22:39 PM)
We're going to get to some general questions right now...

Rufus (May 14, 2003 5:23:03 PM)
Does Neoticker for emini daytrading work with the eSignal datafeed?

Lawrence Chan (May 14, 2003 5:23:22 PM)
NeoTicker works great with eSignal.

David1 (May 14, 2003 5:23:48 PM)
What sources can be used for a data feed?

Lawrence Chan (May 14, 2003 5:23:49 PM)
Make sure you get the service that includes emini real-time will do.

Louis Lin (May 14, 2003 5:24:29 PM)
For internet data feeds, eSignal, QCharts, NAQ, myTrack and any thing that can export to DDE.

Louis Lin (May 14, 2003 5:24:44 PM)
We are also working on DTN IQ

Louis Lin (May 14, 2003 5:25:03 PM)
For satellite, DTN, S&P ComStock and Hyperfeed.

Louis Lin (May 14, 2003 5:25:08 PM)
/qa

WinSum (May 14, 2003 5:25:40 PM)
Does it run on Sun Unix box ?

Louis Lin (May 14, 2003 5:27:01 PM)
No. Windows is very good to run NeoTicker. Any reason why you want to use Sun?

WinSum (May 14, 2003 5:27:47 PM)
No particular reason, just that I'm using Solaris

vonk (May 14, 2003 5:28:06 PM)
I use Neoticker and can attest that it is a great program. I probably only use 5% of its power and still find it invaluable. Question for the guys: When are you going to make tutorials for the scripting languages that non-techies can understand?

Louis Lin (May 14, 2003 5:28:59 PM)
Tutorials is in the works. You can see that we already put a lot of effort to make the documentation

Louis Lin (May 14, 2003 5:29:20 PM)
to keep up with new features. We don't skimp on docs.

Andre (May 14, 2003 5:29:29 PM)
We also had a question on which Active X programs (Visual Basic, C++, Delphi, etc.) works best with NeoTicker.

Louis Lin (May 14, 2003 5:30:21 PM)
In house, we use VB and Delphi more. VC++ works (there is a sample project), but most of our users use

Louis Lin (May 14, 2003 5:30:28 PM)
the VB and Delphi.

nitro (May 14, 2003 5:30:38 PM)
What kind of support do you offer for NT - I mean, can I call you, or is it all email based?

Louis Lin (May 14, 2003 5:32:22 PM)
Email is preferred because we can gather the answers from various people and present the answer in a more coherent form. You can call if you really get stucked.

Louis Lin (May 14, 2003 5:32:26 PM)

lundy (May 14, 2003 5:33:13 PM)
Are the charts and layout's presented here available for download? or are they included in the neoticker package?

Andre (May 14, 2003 5:33:59 PM)
I believe Lundy wants to know if you can load these examples you used here into Neoticker itself...

Louis Lin (May 14, 2003 5:34:31 PM)
We will put them in the customer area as NeoTicker packages.

Louis Lin (May 14, 2003 5:34:55 PM)
NeoTicker packages are multiple groups in a single file for sharing.

lundy (May 14, 2003 5:35:03 PM)
esignal has a nice feature where you can share charts, indicators, and scripts via fileshare... do you plan on doing any such thing?

Louis Lin (May 14, 2003 5:36:12 PM)
Sounds nice. Will write it down as a possible feature.

nitro (May 14, 2003 5:36:23 PM)
can I use NEOTICKER TO tell me when options markets are crossed/locked, etc?

Louis Lin (May 14, 2003 5:37:09 PM)
NeoTicker at this stage is more geared towards stocks and index traders. Option chain is there but is not the main focus.

BobbyMurcerFan (May 14, 2003 5:37:37 PM)
Do you see statistical differences between the way the ES, NQ and YM trade? (I ask b/c you mentioned the S&P mini-does not trade like EUREX securities, maybe it also doen't trade like other US securities or even other minis?) And can TEES be used with the NQ & YM as accurately as it can w/ the ES? Thanks.

Lawrence Chan (May 14, 2003 5:38:52 PM)
There is very significant statistical difference among ES, NQ and YM. They do not behave like the individual US stocks either.

Lawrence Chan (May 14, 2003 5:39:44 PM)
In short, NQ demonstrate more unpredictability than ES or YM. YM demonstrate more erratic trades (jump ticks) than the other 2.

Lawrence Chan (May 14, 2003 5:39:50 PM)

BobbyMurcerFan (May 14, 2003 5:40:12 PM)
Does one of the minis seem more "tradeable" than the others. Ex. exhibits more trends.

Lawrence Chan (May 14, 2003 5:41:19 PM)
First, TEES can be used with NQ and YM with reduced trend % (a parameter for specifying the % of time an instrument trade in trend).

Lawrence Chan (May 14, 2003 5:42:03 PM)
Second, due to this nature, NQ is more suitable for pick high/low type of scalping trades.

Lawrence Chan (May 14, 2003 5:42:35 PM)
YM need more liquidity before I can summarize its behaviour.

Eddy (May 14, 2003 5:42:43 PM)
is to possible, while running a backtest of symbol A on 125 tick bars, to use in the entry/exit signals indicators based on another symbol and periodicity (ie an indicator calculated on 85ticks bars of symbol B) ?

Lawrence Chan (May 14, 2003 5:43:36 PM)
Yes. You can link both data into Backtest EZ for the test.

Lawrence Chan (May 14, 2003 5:44:12 PM)
You can precalculate your calculations in another indicator and link that into Backtest EZ to include even more data :)

nitro (May 14, 2003 5:44:21 PM)
Do I need to purchase M3 in order to run the DTN satellite feed?

Lawrence Chan (May 14, 2003 5:45:13 PM)
If you are using DTN satellite feed with NeoTicker only, you do not need to purchase M3. You can download the free version and use it as is.

nitro (May 14, 2003 5:45:42 PM)
If there was ONE feature of Wealth-Lab or TradeStation that Neoticker has that those do not have what is it and why it is a MUST HAVE?

Lawrence Chan (May 14, 2003 5:46:47 PM)
NeoTicker has way more features than both programs. If focus on just their best capability, then -

Lawrence Chan (May 14, 2003 5:48:11 PM)
WL backtesting cannot handle true multi-timeframe analysis and true portfolio level testing. NeoTicker can create systems that pick and select symbols among a group and backtest should strategies.

Lawrence Chan (May 14, 2003 5:48:55 PM)
TS cannot do second chart nor portfolio testing. If you daytrade, you need second charts :)

Lawrence Chan (May 14, 2003 5:48:57 PM)

Lawrence Chan (May 14, 2003 5:49:19 PM)
I mean "backtest such strategies"

Lawrence Chan (May 14, 2003 5:49:24 PM)

Eddy (May 14, 2003 5:49:54 PM)
About ES or NQ market depth data : is it possible to get a chart showing the evolution with time of the cumulative Bid (or ask) size (at the 5th level for example) ? The questions behind are : does one of the datafeed provider working with Neoticker provide such CME data in realtime ? and would it be possible then to collect this data in realtie in order to build an historical chart for the cumulative bid/ask size at the 5th level?

Lawrence Chan (May 14, 2003 5:50:37 PM)
1st - such CME data are not available yet through our compatible data vendors.

Lawrence Chan (May 14, 2003 5:51:37 PM)
2nd - I do use the top bid/ask size of the ES in my other indicators and NeoTicker can not only plot them, it can also create user-define symbol based on these data :)

Lawrence Chan (May 14, 2003 5:51:57 PM)

Rufus (May 14, 2003 5:52:11 PM)
does NT use streaming data directly or does it work off a database that is built from the streaming data?

Lawrence Chan (May 14, 2003 5:52:28 PM)
directly.

dlh (May 14, 2003 5:53:09 PM)
Do you have these layouts available on your site?

Andre (May 14, 2003 5:53:47 PM)
dlh, TickQuest will be keep these files on their site for along time to come, (just checked!). And EliteTrader posts chat logs on our site for months after the event... the examples used here today are linked in that log for reference.

Andre (May 14, 2003 5:53:59 PM)
Should be up for a good while.

Andre (May 14, 2003 5:54:11 PM)
I answered that one for you Lawrence. ::smiles::

Lawrence Chan (May 14, 2003 5:54:17 PM)
Thanks.

Andre (May 14, 2003 5:54:21 PM)
And you know what, folks?

Andre (May 14, 2003 5:54:54 PM)
There comes a time when we simply have to let our guests go. And that time has come. Lawrence, Louis, Kenneth? Thanks so much for joining us today.

Kenneth Yuen (May 14, 2003 5:55:11 PM)
Thanks Andre

Andre (May 14, 2003 5:55:22 PM)
That log I mentioned will be posted soon at: http://www.elitetrader.com/ch/index.cfm

Louis Lin (May 14, 2003 5:55:23 PM)
Thank you Andre. Thanks everyone for coming. If you still have questions, you can send it to sales@tickquest.com

Lawrence Chan (May 14, 2003 5:55:32 PM)
Glad to be here. Thank you everyone for joining the presentation!

Andre (May 14, 2003 5:55:46 PM)
For more information, you can get in touch with the folks from Tickquest at: http://www.tickquest.com

Andre (May 14, 2003 5:55:57 PM)
Or find their discussion here on Elite Trader at: http://www.elitetrader.com/vb/showthread.php?threadid=12994

BobbyMurcerFan (May 14, 2003 5:56:07 PM)
Thanks everyone

lundy (May 14, 2003 5:56:11 PM)
thanks much