Nope, they don't! You need access to CTP (Comprehensive Trading Platform) - the Shanghai future exchange's own software is only available in...
Nope, I'm talking about direct access to Shanghai Futures Exchange...
Ok.
Hmm, after checking with IB you're right, I easily get above 1,000 contracts per month so then it's just $0.45 per transaction (plus clearing...
In terms of platforms I use fully automated systems using Matlab and C++ so as long as these providers have good APIs I'm ok. Regarding IB Cost...
Well, I'm using IB so transaction cost is 2 EUR. When adding the slippage due to the big tick size it just ate away my profits, so I shelved that...
Btw, are there any index futures in Europe that you like? I tried to develop a strategy for Eurostoxx50 but low volatility and big tick size...
Got it. I've traded S&P500 successfully for the last 3 years and more recently CSI300, so I'll definitely go straight onto FGBL! Thanks for the...
Regarding 1) I think IB is quite bad for obtaining historical data as they have many restrictions, e.g. pacing limitations, only dating back 1...
Which of the German bond futures (schatz/bobl/bund) are best for day trading? The two former seem to have unparalleled liquidity but seems like...
Currently $4m...
Does anyone here plan to attend the Battle of the Quants event in London on Nov 18th? I'm coming over from Shanghai, so would be nice to catch up...
I agree, however in my case I'm referring to ES, which in my experience never has had a spread larger than one tick, so I guess that shouldn't be...
I see your point, however my model behavior assumes I get the current mid price - if using limit orders that somehow would expire it would mean...
My only big concern is slippage. Let's say I place a limit buy order on the ask - so what you suggest is to wait one second to see if liquidity...
Hi all, I was wondering whether anyone has any tips on how to ideally split up a large market order (say a few hundred ES contracts) in order to...
Ok thanks. What about Hang Seng, Nikkei or Kospi?
Hi all, Lately I've been toying with a trading system for CSI300 futures, however it seems to be the case that liquidity is really poor, order...
Appr. +100% from back testing during 2008-2009 >>> applying short selling selectively.
Why do you even bother asking? Anything available in the public domain doesn't work or will cease to work in the near future. Only way to gain an...
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