From what I've seen, pretty much every commodity (with the exception of natural gas) has gone up over the past year... some of them substantially....
What are we examining here? Strategy P/L per trade over some time period? Volume? Price movement?
Maybe the definition of "tick" in this case depends on the type of data feed. If you're getting full market depth (something like...
Not sure what sort of circumstances you're faced with, but if you can, it'd be good to do some initial testing to get an idea of how much CPU...
Good links. Looks like the <a href="http://www.futuresindustry.org/ptg/academic-research.asp">academic research page</a> at futuresindustry.org...
So, to be somewhat formal about it, I went to dictionary.com and looked up "gambling": <i>to stake or risk money, or anything of value, on the...
That's a really good question... how big a grain of salt should you take with the displayed size? What percentage of the currently displayed size...
As an FYI, I submitted a quote request via this page: http://www.cmegroup.com/market-data/datamine-historical-data/datamine-purchase.html...
Similar to abattia, I haven't (yet) put a lot of effort into generating/updating charts for real-time monitoring. I dump a lot of numbers and...
Do you see the dark executions happening at the sub-penny level (assuming the prints allow for the extra decimal places, etc)? If that were the...
Thanks, I think the term "screen scraping" is what caught my curiosity, but it sounds like most folks are either parsing page HTML or pulling the...
Sorry to dredge up an old thread, but saw the bit above about screen scraping Yahoo. Just curious what exactly you mean by that? Do you mean...
This SPY/ES tick difference is something I've been thinking about recently, as well. There are quite a few factors at play here, the bigger ones...
Awesome, sounds like that helped.
Looking at pages 33-34 of the spec you provided, what values do you have for "TimeInForce", "NoTradingSessions", and "TradingSessionID"? My guess...
Separate names with a comma.