99% of this forums problem is that they're too into the art, not putting enough into the science...okay, now I'm really out.
I'm not gonna expend the effort for an ET argument on this. If you guys think psychology is an edge for you, then it's an edge. I concede. No ill...
I see what you're saying, but having the right mentality is not an edge. Much like the military or sports, having the right attitude is a...
Funny you say that. A lot of the best stuff I've read has been PhD dissertations and even a few undergrad theses. I'm definitely considering doing...
I think we largely agree. If I was to draft up a full reply, it would just be arguing semantics of my original points. I don't really want to go...
My two cents on the three sources of edge: 1. Liquidity provision. 2. Arbitrage. 3. Powerful enough fundamental information to create an...
Tue, 28 Jul 2015 20:53:05.476311, I'm seeing the number of orders on the ask of ESU5 at 2088.25 appear to jump from 35 to 139 at Tue, 28 Jul 2015...
I'm aware of this case, I believe I've correctly accounted for trades here though. The number of orders tag is also provided in the trade updates.
There's no way to deaggregate it like tag 37705 for trades, correct? I'm not seeing anything, but this wouldn't be the first time I've missed...
It is a little odd that their feed of record aggregates some information. Believe me, I'm 100% hoping I'm wrong here. If they did actually...
You've hit on them pretty well. I would add that the symbol limits even with the extra symbols you can buy can be prohibitive when you factor in...
It's come to my attention that CME may be combining multiple updates to price levels into a single message. I've come to this conclusion by...
There are some cons to this approach that I've found not worth working around.
150-275 a month per product.
Having used IqFeed in the same fashion, I can confirm your understanding of the pricing is correct. Just a tip...in the future go get pricing info...
I've been down a very similar road. Depending on what you're trying to do, your best bet is CME DataMine or Nanex. If you have even a cursory...
Well said. Curve is getting flatter and flatter. There's the interest rates kicker too, but I think you're right that the driver of price is going...
Is anyone here familiar with In Flight Mitigation? The CME documentation doesn't define when a "flight" begins, but (going back to my original...
Im deeply biased here obviously, but my sentiment is these kids [me] are on the right track. I know a number of them myself. The unfortunate part...
I agree. The point of this thread is unclear to me. That being said, I'm fairly sure the point is not constructive. I'm in my early 20's and have...
Separate names with a comma.