Liffe Opening Call

Davros

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Hi,

Where do I find the "opening call" data for Liffe? It appears not to be part of the standard news services.

D.
 
Davros said:
Hi,

Where do I find the "opening call" data for Liffe? It appears not to be part of the standard news services.

D.

you mean where they expect the FTSE to be at the open???
if so they won't tell you!!!!
Ask an SB before the open
 
You should get it with a DA platform, which has the exchange messages streaming in.

They give you the FTSE opening call and range (normally 50 points, but not always). It normally is at about 07.45. Wherever it opens it will always go and touch the opening call, normally sooner rather than later.

In my three years at this, it must have traded outside that range on about ten days. If it gets to the outer boundary, it's a pretty safe trade. It also, every day, will falter and maybe reverse at the 20 and 30 points from the opening call.

I was out all day today so didn't have my platform on. I'll post it tomorrow, just the once for your info. (If you look back at my posts in 2002, I think, I used to post it every morning on Bonsai's thread. But in the end people didn't find it useful.)
 
02 December 2004 07:36:59
Exchange [Liffe] : Exchange message. , ftse100 outer limits are set as 65 ticks
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02 December 2004 07:36:13
Exchange [Liffe] : Exchange message. , ftse100 preopening call is set as 4764.5
 
Sledgehammer said:
02 December 2004 07:36:59
Exchange [Liffe] : Exchange message. , ftse100 outer limits are set as 65 ticks
--------------------------------------------------------------------------------
02 December 2004 07:36:13
Exchange [Liffe] : Exchange message. , ftse100 preopening call is set as 4764.5

Thank you for this. It certainly did move from the open to it in the first minute and a half.. I now need to find a source for this information.

Andrew
 
All Liffe do is average out the buying and selling for the first trade. After that, anything can happen. The big boys spoof each other right up to the last second.
Very dangerous play.
 
All Liffe do is average out the buying and selling for the first trade. After that, anything can happen. The big boys spoof each other right up to the last second.
Very dangerous play.

The European Bloomberg TV channel usually quote this at around 7.45am as part of the "countdown" section, but not everyday.
 
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