Well yes, I've mentioned a few times that these are Settlement and Previous Day's Settlement prices. The .xls file also won't download from...
My software platform is my own and right now... it's just console and data. But if you look into my data from the first post the first two...
Yes, quite very much so. That was pretty much what the traders I spoke with got across to me, but not with such a practical example. Thanks.
The worlds largest futures/options exchange runs purely on FIX for orders and administrative tasks and FIX/FAST for market data. The only think...
I spoke with folks and it's likely just low trading volume before close that leaves a settle (last) that can seem very wrong. This is magnified...
Yeah, turns out it was incorrect data being displayed. Likely some mistake in website or data stream code of sorts on the part of whoever...
Umm... so last I checked this wasn't normal but as of 7:15pm the CMEG has cleared nearly 3 million contracts... the trading day just started and...
From the looks of it all spreads should settle at the same time as their underlying. However I'm basing this on the fact that I do not see any...
To be sure they matched I grabbed the Previous Days Settle prices off of the CMEG site. I figured the "Last Price" might change after some final...
At the bottom of this post you'll find prices for all months of the CMEG Soybean Futures contract for today as well as all spreads and butterfly...
I have some software that does connectivity for market data and order entry to CME Group. Is there a market for these types of tools? They would...
So I've been looking around for answers to these questions and short of speaking with the exchange I haven't been able to find what I'm looking...
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