Recent Content by Schnitzel von Crumb

  1. What does Ed Seykota mean by "everyone gets what they want from market"?

    So what did he mean? In a nutshell your beliefs create your illusionary reality. Your beliefs are yours because you wanted them at some point...
    Post by: Schnitzel von Crumb, Jan 27, 2018 in forum: Trading

  2. Time and Sales/Trade Aggregation Question

    @jjw My understanding is that CME provides a tag to be able to reconstruct the trades back to the aggressor but for trades that go through...
    Post by: Schnitzel von Crumb, Jan 20, 2018 in forum: Data Sets and Feeds

  3. Time and Sales/Trade Aggregation Question

    Reconstructed T&S I found a company called Beacon Commodity Trading www.beaconcommoditytrading.com who have an excellent trade reconstruction...
    Post by: Schnitzel von Crumb, Jan 10, 2018 in forum: Data Sets and Feeds

  4. Time and Sales/Trade Aggregation Question

    @bigsnack it can't be just down to just millisecond time stamping if that is what you are inferring. I've see many occasions a day where time and...
    Post by: Schnitzel von Crumb, Dec 9, 2017 in forum: Data Sets and Feeds

  5. Time and Sales/Trade Aggregation Question

    Hi, Since data feeds report trades on the Time & Sales with the filled resting orders rather than the trade initiator (since 2009) a number of...
    Thread by: Schnitzel von Crumb, Dec 9, 2017, 12 replies, in forum: Data Sets and Feeds