Recent Content by Neilsome

  1. Spoofing algorithm

    :D
    Post by: Neilsome, Apr 27, 2015 in forum: App Development

  2. CME Historical Data with Trade Aggressor Info

    Hi @garachen, thanks for replying to my post! I agree that the estimation will differ from the actual tag (maybe less so for very liquid futures...
    Post by: Neilsome, Apr 12, 2015 in forum: Strategy Building

  3. CME Historical Data with Trade Aggressor Info

    Hi @jelite I know aggressor side can be estimated by comparing trade price to bid/ask but am not entirely sure of the probability of correctness...
    Post by: Neilsome, Apr 11, 2015 in forum: Strategy Building

  4. CME Historical Data with Trade Aggressor Info

    Thanks for the reply @moonmist Maybe the data providers' data models are archaic/non-extensible so this feature is difficult to implement? I...
    Post by: Neilsome, Apr 11, 2015 in forum: Strategy Building

  5. CME Historical Data with Trade Aggressor Info

    Hello Folks, Do you know of historical time & sales data provider for CME futures (ES) who also provide aggressor side info (e.g. Buy or Sell)...
    Thread by: Neilsome, Apr 11, 2015, 9 replies, in forum: Strategy Building

  6. FCM payment for order flow

    Thanks for the clarification, @CliffordHarris :)
    Post by: Neilsome, Mar 2, 2015 in forum: Trading

  7. FCM payment for order flow

    I recently opened an account at Dorman (through an IB) and am using Rithmic to trade. The application contained a page on how Dorman can sell my...
    Thread by: Neilsome, Mar 2, 2015, 2 replies, in forum: Trading