I've used both. My beef with most retail feeds is as follows: When they build a retail feed, they're building it for customers who want to screen...
Because Eurex is order driven, you're basically throwing away data if you use an off-the-shelf provider who built their API interface to be...
I believe there was a scandal that highlighted this potential loophole a while ago.
Having played with this a bit, I'll give you my personal opinion. If you're backtesting on that low of a level, just having a "figure" isn't gonna...
@botpro Twice now ive watched you argue nonsensical positions against some of the best sources of information on this site. If you go back to the...
Allocate a percentage long VX futures. Premium is expensive however you look at it.
I'm a little embarrassed, I was reading essentially the wrong CME documentation when I asked this question. Here's what their "EPICSANDBOX"...
Can anyone help me understand CME's aggressor side tag? In particular, what is CME's definition of "aggressive" and in what instance(s) is the...
I think it depends what sort of strategy you're running. MMs for example operate differently in AAPL (expensive, relatively cheap spread, liquid)...
I would feel a lot better if this thread culminated in certain participants committing to seeking help.
Several entry level trading roles are advertised at my school. They generally look for Econ or STEM kids. We don't have a finance major available....
Thanks for the info here, apologies for mixing up jop and PTP for some reason above. These are both great features and I appreciate that rithmic...
Well the 18 milliseconds stat certainly explains the positive skew. I looked around quite a bit trying to see how CME defines a round trip and...
Found this. Doesn't offer much info, but definitely implies a downward trend year over year and a positively skewed distribution. Numbers are also...
I had a conversation with a HFT practitioner this afternoon, and he (as well as @garachen) touched on my inability to know CME's internal latency...
I think tactically shorting VXX is a good strategy, especially for retail traders. I don't think anyone would deny there is edge there, my concern...
I'm not suggesting it's feasible, but hypothetically it is possible. VX futures are tradable and so is VXX. aVX1 + bVX2 = cVXX.
Are you looking for the arbitrage driven range for VXX? Might be useful if you're trying to sell options on VXX/VIX, I wouldn't clash with the...
Thanks for your reply. I am of course aware that SPX is the most liquid index option game in town, but since I'm presently restricting my...
Why is it that CL has a lot more volume in American options (LO) and NG has a lot more volume in European options (LN)?
Separate names with a comma.