:) Yes, I noticed the spread got pretty wide as the May contract was getting close to delivery, with very very little volume traded. So, on closer...
bigbiscuit: It's the Combo part of TWS, although IB are a bit picky on what they allow you to define.
Just an update on the Oats trade which couldn't be held beyond April 25th. It should have been closed yesterday, and I don't think 3 is a bad...
Bogan7: I've excluded seasonal spread patterns like that, although I'm sure there are interesting opportunities there. I think I've seen Kansas...
Entered a new trade today: Long 1 Dec Corn, Short 1 Sep Corn @ 1 Could have gotten it at 1/2 or maybe even lower, but didn't really have...
Thank you for that, very interesting. I'll stick to the system of course, as that's the whole point of this thread, but with that backdrop it's...
Entered into a Soybean Oil calendar spread today: Long 2 Dec Soybean Oil, Short 2 Aug Soybean Oil @ 0.91 Notice that I'm now short 4 Aug ZL,...
Just for the record the 2 Aug ZM/Aug ZL spread entered into yesterday was at a price of $496. I'll also include in the journal when the...
Great Scott, thanks for checking that out for me.
Ok, particularly interested in Scandinavian equities markets (Norway and Sweden), stocks in London both UK and international listings, and then US...
Does this include the international markets you cover as well?
Today I got an email from IB warning me that I had to close my trade in Oats. They're not allowing positions when contracts are approaching...
I have a question for the more seasoned of you, a question about execution risk when arb'ing a future vs stock (say YM vs DIA). Obviously the...
Does anyone know if eSignal has a window of intraday bid/ask history making it possible to create an accurate spread chart?
The funny thing is I'm coming into this knowing absolutely NOTHING of the planting/harvesting cycles etc, the current fundamentals this year vs...
This journal will chronicle my seasonality spread trades as I've worked through MRCIs Encyclopedia of Commodity and Financial Spreads and selected...
So, you enter your bid for 100k shares on some stock, on INET for instance - however would Ameritrade route your sale to INET, knowing that they...
The US problem with naked shorting is related to dysfunctional clearing and a lack of consequence for the Broker/Dealer who fails to deliver on...
Great post, gurucandidate.
I'm in Europe, and IB worked fine up until about 10-10.30 EST (traded the DAX). However I started losing CME level2, then everything on Globex and...
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