hold on before you start proclaiming ignorance... the COT reports is what i meant in my original post when i said "2) commercial interest" - i am...
naz, thx a lot for the comments - this is excellent info - this is along the lines of what i was looking for - i have found further details this...
ok makes sense thx for clarifying.
resinate - i assume that this ES volume is done as part of their hedging activity - i was wondering if you (or someone else) could clarify /...
"volume sucky"? - i suggest you go back through the charts and study june for example.... - also as an example, take a look at the chart i posted...
thx for the comment - it seems logical to me but not "obvious" at all, i.e. would be great to hear how you can estimate these percentages (unless...
excellent catch indeed, it seems in my zealous quest for data, i had an incorrect formula - here's the revised table, seems more logical, the...
take a look at this thread http://www.elitetrader.com/vb/showthread.php?s=&threadid=52972 i haven't been able to get any more detailed info...
no, you don't need any connection via VBA and you don't need to change the format of your request - it should be = mydem123|acct!id2?symbol...
you are missing the point - i am not looking for a tick by tick account of who is doing what - i am trying to gain a better understanding of the...
yes thx this could help, however, i am also looking for some more tangible data.
ok i understand your point but i am not trying to dissect every tick to find out who it belongs to... - i am trying to get an overall picture of...
when did you check with them last time? i just logged into their website and chatted with tech support - i was told they do not edit ticks - they...
from IQfeed's backfill - the total volume very closely matches cme's official reported volume from here:...
yesterday was a fairly heavy volume day, so i took the ES tick chart and looked at the distribution of the volume (the data table attached) -...
delete...had a problem with ZLT.
over the last 12 months i have had the same problem on several occasions - my DAX order book would start lagging, then stop completely for a...
interesting numbers here - i showed a pickup in volume around 11 too - for the 10am pickup, i guess an obvious guess would be a first hour...
ok decided to look at the numbers rather than continue to fret about this - the attached chart shows the volume breakdown for each 15min bar for...
hi Muppet - good comments - one thing i'd want look at a bit more to gauge activity is volume not just price - i am saying that there are attempts...
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