WTF! another random run in ZN why is someone suddenly selling, over 127K tens trade in 15 mins! Random bull$hit I am short 120.13 for an hour cover at 10.5 then at 6 at 005? Then of course I buy em at 4.5, 4 puke the low. This is so Fu$king stupid!
wow random 14K ES blip at 4:20 1306 to 1314 to 1308.50 http://www.zerohedge.com/article/someone-leak-something
Hey, I was wondering if anyone knows a decent supplier of historical index data for the 30 year, 10 year and 5 year Treasuries (not the futures data)? I've contacted the CME Group but they weren't much help. I basically need 30 minute OHLC data for the above Treasury indexes dating back 20/30 years or so, preferably in CSV format. Your help would be much appreciated. Cheers
You can get the close data for free from the Fed H.15 historical database. The other stuff will be more problematic.
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Someone whose English is not so hot asked me to post a question for him. He is looking to trade something other than what he trades now, being JGB futures. It's really off the subject of this thread but I thought someone here would certainly know. His question is, does HFT make up a significant part of the volume in ZB, ZN or GBL? Thank you very much for any information you may provide.