Recent Content by akurov

  1. Question to e-mini traders - Access to Globex book

    I can see that for traders who "move big size" access to depth info is more important. Still, I guess even for a small trader it could be...
    Post by: akurov, Nov 5, 2002 in forum: Index Futures

  2. Question to e-mini traders - Access to Globex book

    Thanks for ideas. Who do you think wins from the high minimum tick in ES? The locals? My impression is they do not focus on scalping in e-minis....
    Post by: akurov, Nov 5, 2002 in forum: Index Futures

  3. Question to e-mini traders - Access to Globex book

    From Futures magazine (May 2000): David Downey, executive vice president at Interactive Brokers says customers trading on the CME's Globex...
    Thread by: akurov, Nov 5, 2002, 8 replies, in forum: Index Futures

  4. time and sales for floor-traded contracts

    Thanks for your replies. ArchAngel: I understand that some price changes don't get entered and therefore do not appear in the time and sales....
    Post by: akurov, Oct 31, 2002 in forum: Index Futures

  5. time and sales for floor-traded contracts

    I am a student lookint at time and sales data for S&P500 and Nasdaq-100 e-mini and regular contracts. The E-minis appear to lead the regulars by...
    Thread by: akurov, Oct 30, 2002, 3 replies, in forum: Index Futures

  6. Nasdaq e-mini data

    Thank you and have a great day!:)
    Post by: akurov, Jan 24, 2002 in forum: Data Sets and Feeds

  7. Nasdaq e-mini data

    But if the mini traders on the floor can see customer orders coming in, they have an edge over you, don't you think? The playing field is not...
    Post by: akurov, Jan 24, 2002 in forum: Data Sets and Feeds

  8. Nasdaq e-mini data

    Thanks for sharing your perspective. I am only a student who reads academic papers and have never been on an exchange floor... Still, why do...
    Post by: akurov, Jan 24, 2002 in forum: Data Sets and Feeds

  9. Nasdaq e-mini data

    I see. My data show the e-mini contract is the price leader. Perhaps the arbitrage between the regular and e-mini contract makes sure the regular...
    Post by: akurov, Jan 24, 2002 in forum: Data Sets and Feeds

  10. Nasdaq e-mini data

    You made my day, I can tell you. This was a real puzzle for me. This cooperation story sounds interesting. Can a person (local) trade both the...
    Post by: akurov, Jan 24, 2002 in forum: Data Sets and Feeds

  11. Nasdaq e-mini data

    dvegadvol, Thanks a bunch. This really helps me understand what's going on. So it means the e-mini locals use their access to the big contract's...
    Post by: akurov, Jan 24, 2002 in forum: Data Sets and Feeds

  12. Nasdaq e-mini data

    Thanks for replying. I was also thinking about arbitrage. But the thing is, most of the e-mini trades between locals are for 1 contract.
    Post by: akurov, Jan 24, 2002 in forum: Data Sets and Feeds

  13. Nasdaq e-mini data

    I am a student looking at audit trail data for Nasdaq-100 full-size and e-mini contacts. The data (obtained from the CFTC) show trader type IDs...
    Thread by: akurov, Jan 23, 2002, 14 replies, in forum: Data Sets and Feeds