Recent content by jeffbg123

Hey, I know that there is a pre-trading period from 6:30-7 CT on monday-thursday, but is there a pretrading period from 4:30-5 on Sunday nights? Also, is there a lockout period like for ES/NQ where you can't cancel 30 seconds before the open? Or is it open quoting/canceling for that half hour...

Does anyone know if the bund and bobl make coupon payments quarterly, annually, or semi-annually? Thanks -Jeff

So thats either 10:15 AM or 9:15 AM?

4:15 what time zone? What is that in Central US time (Chicago)?

I dont want to trade them, I just want quotes. What time does the cash market close?

I mean the underlying. For instance the 10 year futures trade on the CBOT, but the 10 year note trades on BrokerTec and eSpeed. The Bund future trades on Eurex, but does the Bund cash instrument trade anywhere? Thanks -Jeff

Hey, Do the German Bund and Bobl have a cash product that trades at an exchange? If so, where does it trade, and what times does it trade? Google is letting me down Thanks -Jeff

Any information on what your system is based on? Any one tried this system?

I sent you guys a PM. I run several automated spreading strategies and I think I might be able to help

I talked to Tradestation via phone and found out that 1 tick is 1 last message, which is 1 passive order (or partial passive order). I got that CME idea from CME. If you have a question then ask it clearly....

Hey, What does Tradestation consider to be 1 tick for an ES futures tick chart. CME sends out 1 LAST message for every passive order that is filled, so if I bought 1000 in one click it could send out 250 LAST messages. How many ticks is this transaction? Thanks -Jeff

Hey, I have a proposal to make to anyone that is interested. I am looking to continue developing several high frequency-mid frequency trading programs in the futures market. I have run several systems in ES/NQ/TF/YM that were all 100% automated. Some were very high frequency (100 ms trades)...

Has anyone subscribed to any of the packages at Hamzei Analytics? Are they worth the price?

Hey, I am looking for the best source to obtain LAST messages for S&P 500 sector etfs: XLB,XLF,XLY,XLK,XLI,XLE I want to know every order that comes through on as many exchanges as possible. What would be the best source for this, accessible through a C# API? Either Nasdaq or Arca lasts are...