Did you issue your backfill request through Ninja or via self-written software? IB's backfill is throttled. They want to keep the load on...
Maybe "guessing" is a strong word. You may want to look at other indices around the world (Nikkei, Dax..). They are following each other very...
Sorry to have bothered some people with a question that apparently made no sense them. Sorry also for not having searched deeply enough on the...
So, if CME does not determine price who else? To make my question more clear: There must be some computer on which a program is running that...
Is there are place where I can find the algorithm - or at least part of it - by which CME is computing price based on bid and ask volume and...
When looking at the index futures (ES,NQ,YM,ER2 and some smaller ones) and also at the according ETFs (SPY,QQQQ...) you see very high...
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