Tams

Yes, I am grey haired and balding, with a few missing teeth. The avatar is a picture of my mind.

none of the pretty thai girls I met sound like pretty girls elsewhere... they seem to have a deeper voice.

eSignal aggregates its data as well. They do not aggregate as much as IB, but they do aggregate.

nothing will change in your account until: 1. a margin call and the broker will liquidate the positions for you. 2. an option expires, or, if in the money, the broker will auto-exercise it for you. 3. your estate executor makes whatever decision (liquidate, transfer) and notify your broker. otherwise nobody has any right to touch anything in it, including your spouse.

Economic Calendar - Bloomberg

easily applied to trading...

Trading is easy --- just don't argue with the market and you will be alright.

you are calling my GF a handsome young man ?!?

"go live and small" will only prolong the inevitable if you don't know what you are doing. "start small" without understanding discipline will turn small into large (both profit and loss).

would you have a sample chart to go with the code?

sorry, I am not familiar with other spreadsheets.

Tuesday Sep 20 FOMC Meeting Begins Wednesday Sep 21 FOMC Meeting Announcement 2:15 PM ET

can you see the market in the video? [ame=http://www.youtube.com/watch?v=NA-ST8nXl4U&feature=channel_video_title]RC Round Up !Very Funny! - YouTube[/ame]

if you want to experiment... here's an excel worksheet for IB http://www.traderslaboratory.com/forums/trading-indicators/5900-dom-excel-ib.html 176

Excel can handle approx 2 updates per second. Beyond that, you might run into timing issues. If you are collecting all the streaming data, you will run out of cells at some point.

this video might be of interest to you (post #3056) http://www.traderslaboratory.com/forums/technical-analysis/6320-price-volume-relationship.html#post128204

before you go live, there are a few things you should be sure of... 1. do you have a consistent positive sim result? (daily, weekly, monthly?) sim is not real, sim profit does not guarantee real profit. but if you can't make consistent sim profit, there is no chance in hell that you can make consistent real profit. (some might want to argue differently, that is fine with me.) 2. what is your MFE to MAE ratio on each trade? 3. what is your commission multiple? take your net profit and divide it by the total commission paid. Who makes more money? you or your broker? 4. what has been the max daily draw down in your sim trades? if you don't know the answers... that means you have not been keeping a business record. ie. you are not treating trading as a business. ie. there is no chance in hell you will be a long term survivor. if you know the answers, you are on the 1st step to be a trader. ... more later. ps. get a realistic sim trader. Not all the simmer are made the same. ie the sim should buy on ask and sell on bid, etc.,

I use IB with MultiCharts. The charting program captures the data from IB automatically and saves them in a database in my computer. I hope you have observed a few things with this data: 1. the time scale is in 1 second increments. ie. The data is aggregated. a) IB sends out their data in approx 250~300 second increments. (Other data provider might do better, read the fine print on their service agreement.) b) The market moves faster than 1 trade per second, but the retrieved data from the computer's own database is at 1 second increment. That means the charting software is further aggregating the data. 2. there is no bid ask size. Because of the auction nature of the market, the changes in bid and ask is actually more frequent than the consumated trade price. ie. you should have MORE data points seesawing back and forth on both size, even if the bid ask price do not move, the size would. Currently there are few retail software that can reliably capture all the data. ie. even if the data provider is sending you true ticks, your software might not be able to save all the quotes into your computer's database. MultiCharts has started using tick ID, which can time stamp and sequence the data into more traceable format. But I have not utilized it yet. If you capture all the market's data, the database size would be enormous. It was a cost prohibitive undertaking a few years ago, that's why most software aggregate their data. With today's harddisk cost, database size is no long an issue, you will see more software with true tick databases in the near future.

from my database. I collected the data in real time. This is only one minute's worth of data, just enough for you to get a feel for the bid ask interaction.

here's the bid ask trade of the YM Mar 11 contract for 20110214 8:45:00 to 8:45:59 enjoy ym mar 11 trade 20110214 0845 (1 min).txt

... probably... maybe?

you might be able to guess if you know the quote before and the quote after. I don't know when did you get that quote, but YM spreads are much tighter, usually at 2 ticks wide, and occasionally oscillate between a 1~5 ticks window. (see my example above)

you are calling 99% of the population noob?

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There is no way to tell. In options, you will see the trade price hoovering in between the bid and the ask. In futures, you will most likely see the trade price hugging either the bid or the ask. e.g. Bid..... Ask.....Last 10964 10966 10966 10965 10966 10965 10964 10965 10965 10964 10966 10966 10965 10967 10967