I see. Say if you can trade directly through the exchange, what is the figure?
I am developing an automated trading system aiming to generate buy/sell signals. thanks in advance
With regard to the trading hours for CME products as specified at: Trading Hours
how does the weekly trading cycle work? e.g.:
Product: 1 month LIBOR futures
Electronic Trading Hours (Weekday): 17:00-16:00
Electronic Trading Hours (Sunday): 17:00-16:00
Does this mean the weekly Electronic...