Again, stooq.com has no 1-minute data, no data at all for ES or YM contracts, and the stocks with 5-minute data has only one week (!) of price...
Thanks. No 1-minute data at Stooq.com though... guess the cheapest way to get such data is to pay $29,95 at EODdata.com, but the site seems to...
A few years ago, using Interactive Brokers, I accumulated ES and YM historical market data (1-minute bar resolution) for the years 2008-2010. I...
There is not an actual "cost" (aside from two commissions) when rolling the contracts, but often a large difference in price level, eating away...
From what I've heard, the VXX and VXZ are less correlated with the VIX index than the pure futures are. Hence, I would prefer trading the futures...
Well, my whole point of this thread is to try and find out what the biggest catch is, with either the big or small VIX contract. No luck so far......
Thanks for your answers guys, but I think we got away from the original question; Does the cost of rolling over VIX futures (and the fact that...
$50 per tick. I would never trade more than one contract at a time.
I will be interested in trading the VIX front month future upon seeing what I perceive as extreme levels in the VIX, indicating imminent mean...
David22: Thanks a lot for the helpful link! dandxg: I know very well about market internals and the properties of the $TICK index, but in this...
Could we please try to get back to the topic of the thread? Since I use IB datafeed, I guess I will no longer be able to use QT without...
Hmmm... It still seems crazy to me that ONE company could completely turn the TRIN around 180 degrees in a matter of seconds. As far as I know,...
There has been some problems with IB's market internals lately. Earlier this week the TICK values were off and now, the TRIN seems pretty abnormal...
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