MidKnight

Good grief - you couldn't pick two instruments further apart in terms of how they will feel. May I ask what the reasoning is?

Hi waveslider, I am sorry to hear about more TS crap. I was with TS over 3 years ago and went through similar stuff. It got me so so mad that I wrote a thread on ET about it titled "Tradestation - a risk to your business". It seems things haven't changed there. I have been using neoticker for about 1.5 years and it does take some initial getting used to. But I have found that to be true with every charting platform I have used. The same goes for learning how to program in a different platform. All I can say here is that, for me, it has been beneficial to stick with Neoticker. Good luck on your exploration - I know it is time consuming and feels a bit chaotic. MK

Hi RobinHood, Yes there is a mini Hang Seng. Yes, IB really seems to be the only competitive choice offering this variety in Asia. The fixed income products on Eurex are very competitive.

Although it isn't listed on any of IBs pages right now. Apparently this product is available for trading under the symbol MNTPX. I've asked the rep what the comms and margin are and will update once he gets back to me.

I agree 210%!

Yes, please clarify what 'these' are? AMP were absolutely useless when I queried them about Asian markets. Not only did the guy take over a week to make first contact to my email query but he didn't answer my questions and wasn't even aware of the mini Nikkei contract. I mean it is only the highest volume futures contract in Japan - lol. After several email queries to him, and still not getting any answers to my questions, I gave up and filed AMP in the worse than IB customer service category. If you are trading USA products, maybe you will have a different experience with AMP, but if you are not - be very careful with this crowd. My best regards, MK

esignal will have data for the Kospi if you want it. My best, MK

Hi smwinc, I hadn't thought of doing that - what a great idea. Thanks! With kind regards, MK

Thank atto. I had got it going in the web browser with a mock webpage.

Thanks for making the video soultrader. I couldn't get it to play though, any ideas?

That'd be great soultrader - thanks.

Just downloading the video soultrader. I'm not sure I understand what you are saying here. Any market orders are accompanied by the opposite limit order in the huge majority of activity across the tape - no? With kind regards, MK

Hi Darquan, What markets are you interested in? Keep in mind there are few ideal brokers, it is usually some sort of compromise between commissions, market access, account flexibility and features, software, and customer service. I use Interactive Brokers because of their wide variety of available markets. Their only real flaw in my opinion is the customer service, which can be crucial in some situations. With kind regards, MK

Not that I have found.

Good post soultrader. It is true that not all exchanges support iceberg, however it doesn't need to be natively supported to be widely utilized. Brokers and various order entry frontends do simulate it. Your example described above is what I term as passive buying. This is indeed how a lot of the turns occur. Recognizing it in a timely fashion I have found difficult. Its always something I notice in hindsight. I'd like to automate this somehow, but so far I haven't been able to describe it in code properly.

Hello, Since the Topix outage day this week the JGB 10 year volume has been decimated. Does anyone know what is going on here? With kind regards, MK

I'm sorry to here it BF. Dogs bring a lot of joy to our lives. I hope with time, you will get another one and re-live that joy. I'm sure Patches will always be fond in you memory. I will bring out the tennis balls for my pooch today in memory of Patches. With kind regards, MK

Hello, Just a FYI for anyone interested. I have been in PMs with on another forum about IB offering the newly available mini Topix at the Tokyo Stock Exchange. His reply today was that it will be being offered any day, possibly as soon as tomorrow (which is today). Asian traders might want to keep an eye on this contract over the coming months. With regards, MK

!!!! @#!#! :\ Wow! Thats pretty interesting. With kind regards, MK

Exactly, I think you are right. I also agree with atto in how it is choosing to segment. Iceberging certainly happens quite a lot, and I have tried to measure that by rebuilding 1 seconds worth of ticks. However, I read there are also more involved methods of iceberging then just sending a stream of small orders in close succession. I have explored various types of volume breakdown segmenting in the past. I didn't find any consistent mechanical edge there. Using discretion, there may well be an advantage. A model like this, you also assume that each order is a directional bet and they actually want the price to move the way they are pushing. I used to believe this, but have since revised my beliefs. With kind regards, MK

Yeah, I agree with you Kiwi. The mini nik in Osaka has seen steadily increasing volumes - especially during the recent volatility. Some days are doing near 1/2 mln contracts per day. To me, that is mass traded enough. Mini nik is 1/10th the full size.

I found this post on "I Look Back Now and Wonder" interesting and have nominated it accordingly for "Topic Of The Month July, 2008"

I watched the first video you posted Darth (thank you) and except for the iso graphic, I didn't see anything revolutionary there....The iso graphic just looked like a fancy piece of eye candy over which the 3d textured heat map already shows. Except for that image, I didn't see anything in the video that I don't have already and more. Maybe I am missing the point with it....but surely anyone could do these math studies in many common languages, such as C/C++, C#, Delphi, VB etc...Several platforms allow these languages or others that would also be capable. Some food for thought maybe. With kind regards, MK

Hi blowfish, I have tried this with using 15min bars instead of the 'traditional' 30min bars. It worked good sometimes, but with MP I found it to be too fine grained. I prefer to use MP as a broader tool focusing on the persistent forces of supply and demand. On a totally separate topic regarding mini-topix that I was discussing with soultrader. I have contacted an IB rep and he said he will look into it when he is back in the office on Monday. He said: "If we can offer them we will." My best regards, MK

That's a shame, how about the mini topix? I can't find any volume stats on tse site. The spec makes this seem like it would be a great product. Smaller tick increment and smaller contract. I can't see why it wouldn't be as well received as the mini nikkei was -- can you?