Just to clarify on an earlier point, there are market makers in futures markets. They do not, however, have institutionally-sanctioned powers or...
I'm unclear on how you are not losing money if the market is in an uptrend. Also, hurricane problems and other supply-side adverse events can...
It would be much cheaper to get your backfill from opentick (free) or DTN/IQ (less than esignal).
I think this issue is application dependent, rather than feed dependent. I don't believe that quotetracker or esignal do it correctly. I've seen...
Additionally, DTN/IQ has a special monthly rate for QuoteTracker users (www.iqfeed.net). It's a great real-time data feed.
QuoteTracker
Thank you for the follow-up. I haven't noticed any disconnects this week. Regards,
On the full-size contract, 2-3 ticks would be the norm, with the occasional 1 tick or 4 ticks. The worst I've ever had in a non-news market was 8...
Two different IB reps told me that it's not a TWS issue and that the problem lies in their servers....
Hi. I'm not aware that the server problem has been fixed yet. The TWS fix in 871 is a separate issue. I'm pretty much decided on Mirus Futures...
I know for a fact that my pink outs are not a router or ISP issue, and IB has acknowledged both on this forum and on a TS chat that there was 1) a...
In my experience DTN/IQ is one of the fastest and most reliable data providers out there. I would respectfully suggest that you give their feed...
I get a lot of value out of reading the book, but I don't think it's something one could define in an algorithm. It's in the subtleties, and...
Who are you trading with now?
CBOT already shows 10 deep
http://www.elitetrader.com/vb/showthread.php?s=&threadid=92277
It sounds like you're having the same "pink-out" problem that I've been having. IB has stated that it's a server problem on their end, but I...
Sweet Futures, which is Rosenthal Collins Group's retail division, quoted me XTrader for $650/mo. and $0.50 per side, plus exchange and NFA fees....
One more thought... You need to be very clear on what exactly you're trying to analyze with your model -- garbage in, garbage out. You should...
What type of analysis do you want to do? I'm a statistical programmer, and I have modeled potential trading systems using SAS. There are other...
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