The Ultimate DAX Scalping Discussion Thread!

Discussion in 'Index Futures' started by Scientist, Dec 28, 2003.

  1. The set up i have right now i use cqg for the charts, reuters for the news although sometimes i use the reuters charts aswell and then TT to trade with. On the TT ladder aswell i have the option up to have the volume shown by each price.

    I tried e signal but like you said i found differences between what tt showed and what e signal was showing
     
    #641     Oct 17, 2008
  2. RedDuke

    RedDuke

    What do you mean by this?

    Since the Eurex zen-fire feed change from about 1 month ago, all seem to be fine both tape and DOM.

    Zen-fire actually gives a much more detailed T&S then TT.

    Regards,
    redduke
     
    #642     Oct 17, 2008
  3. This is what I posted in another thread a few days ago.
    Other traders have noticed the same thing, its very obvious.


    Hi Mirus

    I was comparing your time and sale Fdax data with my esignal feed and it seems your prints at bid or below, at ask or above, or in between are not always correct.

    Sometimes it seems the bid and ask is faster to update than the actual trade so a sell bid print appears to execute on the ask.

    Sometimes it seems its just out of sync, with say at ask and above prints shown executing in between the bid/ask.

    Actual volume data seems to be correct though.

    Can you please pass this on to your tech staff, thanks
     
    #643     Oct 17, 2008
  4. Charly

    Charly

    #############################################

    Hwo do you trade the FESX - if you don't mind the question?
     
    #644     Oct 17, 2008
  5. RedDuke

    RedDuke

    I had put side by side the following T&S: zen-fire, x_trader/tt, interactive brokers and esignal. None matched exactly.

    It is hard to say which one is correct.

    What I do is: I capture most recent bid and ask and match last price against it.
     
    #645     Oct 17, 2008
  6. RedDuke

    RedDuke

    I trade intra day with high frequency only directionally.
     
    #646     Oct 17, 2008
  7. anyone here touched the new mini dax contract ?
     
    #647     Oct 19, 2008
  8. RedDuke

    RedDuke

    What's the daily volume?
     
    #648     Oct 19, 2008
  9. #649     Oct 19, 2008
  10. RedDuke

    RedDuke

    I am back to trading DAX. The range is phenomenal and the trades can easily run for 20 points and more, which is offset by a much thinner book and wider spread.

    I the spread gets 4 ticks plus, I will ignore the trade even with the best signal. Also, I increased SL by 2 ticks.

    What are the limitations that you guys put in place due to recent market behavior?
     
    #650     Oct 23, 2008