ICE charges $1.88 per rond trip, plus .02 NFA, and then add your brokers round trip commish should come in .40 lower unless your broker increased his commish for the new TF. My broker originally charged too high until they updated there records. I now pay $4 round trip for the TF.
There are much larger blocks being traded on ICE then there ever was on Globex. 99% of the single blocks on globex were < 1000 contracts. So far on ICE there have been blocks 5K +. Still, levels seem very thin on ICE. NT/zenfire is only reporting a fraction of the TF trades. DTN seems complete.
yes agree, zen fire ninja and esignal not picking up all volume. So tic and volume charts are very suspect, thus making this new symbol untradeable now.
ICE states they did 247k Dec and 103k Sept. today. I would say that about 90k of the Dec trade was spreads based on ICE's spread volume. The big thing is E-signal and Ninja charts only picking up 63k volume which means even if you exclude the spread volume, Ice is not sending over timely blocks trades or other volume trades. This makes volume and tic charts useless and this symbol not tradeable until volume is sorted out.
I just spoke with E-signal and they stated they are getting delayed prices from ICE and volume was off. I now get 140k Dec using 250v bars, but if I run 500v bars I get 63k in total Dec. Either way, the data being transmitted from ICE is delayed and screwed up.