Yes. They have their CME real-time data server at Cermak::):p:D...
I am not sure about that. Need to do some testing first. IB's data feed can be full of surprise.:D But according to Sierra Chart documentation,...
Globex FIX FAST feed provides tick by tick real-time data containing relevant info for every trade. Associated with each tick or each trade is a...
I am referring to tick by tick FUTURES data from IQFeed. I am talking about the BID and ASK volume of futures from CME group such as ES, CL, etc,...
Besides missing the high and low by few ticks, when price is moving fast, other limitations include: a) Pacing violations. b) Only receive market...
Joking aside, the lesson I learned is that: Never put all your eggs in one basket. If I need to develop an automated trading system, I'll use...
Extremely high margin requirement plus auto-liquidation can be a deadly combination. In IB defense, I think their SPAN margin requirement before...
Hi, Before October 2007, Interactive Brokers had very low margin requirement for futures, options on futures, spreads between futures, spreads...
Hi, I asked a similar question before. Unfortunately, I have not been able to find the perfect solution:...
Are you referring to Volume Profile ? Attached is the volume profile of ES for the entire Globex session on Friday, November 14, 2014. The...
Thanks.
Hi, DMI and ADX are not perfect. Unfortunately, I have not been able to find anything better. I have looked at Vortex Indicator, Choppiness...
Thanks. I came across Weis' video few days ago, [media] It seems to complement Linda Raschke's video: [media] For the time being, Weis volume...
Hi, There are at least three approaches of volume analysis: a) Time-based volume --- cumulative volume within a fixed period of time b) Volume...
What are the new fees for data ? Thanks.
Between October 2007 and March 2008, Interactive Brokers did increase the overnight margin of shorting ES and ER2 options by a factor of 3 to 10...
Hi, Your brokers can always increase the margin requirement to force you to cover. If memory serves: During the flash crash, ThinkorSwim...
ES is down from the Globex session high on September 9, 2014 by about 100 points. Given the fact that central banks have been pumping tons of...
The following is some info about pacing violation: http://www.sierrachart.com/index.php?page=doc/IB.php#PacingViolations Good luck.
http://www.elitetrader.com/et/index.php?threads/consecutive-winning-trades.276502/#post-3841062
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