Trader777: Everybode here knows that there is no "Mini-Pit" !. But the pit traders (for the _BIG_ contracts) will check globex books for arbitrage...
voodoo: oops. i was not aware of that.
The big problem with commissions is a result of the policy of CME. They charge IB $2 exchange fees per E-Mini trade whilst pit traders pay only...
i think it is also possible to get it from www.nysedata.com
SPLAT: Of course. Sorry for misunderstanding "basic plan". I mean the plan which costs $19.95. The real "basic plan" will only provide delayed...
SPLAT: the basic plan will do fully. the symbol limit (20) is implemented by their software client you are running, so it applies for it. i have...
Maybe anybody knows how much points the stop may be away before IB really routes it to cme interface ?? If we knew, one could use DDE to create a...
SPLAT: Are you programming an own application ? If yes, we could exchange some knowledge...
Brokers + Exchanges. I worked for a specialist firm and they generate not much. The traders in sum generate of course 0, single traders may...
The QQQ cash options are more fair and more liquid than any futures option accessible for retail traders.
SPLAT: i am in a situation very common to yours (building a system) but I find it is difficult to plan such a thing on a short time basis (as you...
oneway: i had looked at it last time lets say 6 weeks ago (I do not suscribe to IB Globex now) and it was definitly realtime for me. If it is not...
@SPLAT: I have just one question: Do you trend to trade by putting a limit on the book or by takin' or hitting with marketable orders ?
forgot: But generally no problem, in my times and sales list there are many prints > 50 or 100 contracts. (Say 3 per minute)
I think trading large lots is problematic, since if you are taken out it is 95% an pit trader against you (locals) who is very likely to be better...
I had no problems with the realtime ib feed. BTW, in my opinion market depth of fast moving contracts will not help you in trading since the book...
One difference of NQ trading versus QQQ is that if you had joined the bid or offer and get hit/taken out, it is very likely the the market will go...
...and of course because you are fighting the best MMs guys.
www.mytrack.com, stable data feed, robust SDK for all OS
WinXP is a space hog anyway. I would not install it over an old OS since it would take too much space and WinXP comes with TONS of files you...
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