Trade Viper

What is provided officially by the CME are in the links, If you are saying there is more, well I would not doubt that for one second but as you say there is no access in realtime. So what the OP is stating is that by Volume Intensity you can see these types of trades, I differ on this but if it helps someone make a buck ok. Look I don't want to start a fight, however I have been in Spot Currencies for a while now, and I am only telling how CX executes and what I have heard from full time futures traders. And yes there are super fast quants that will bite size one piece at a time. But what I doubt is that any retail trader could compete with this. The Ever Somewhat Respectful VIPER

Interesting, I have been trading on the CurreneX platform for 5 years now and that is how the limit orders work, recently they have added BOB, but before this thats how it was. The Ever Cool Viper

What platform are you using? The Ever Curious VIPER

TRO whaaaaats up dude. I wish you guys would write some free stuff that I can mess with for Neo. The Ever Loving Free stuff VIPER

Ahhh, the plot thickens. Hehehehe 1. The standard Limit order is basically a Market order with a trigger. In other words once the price is hit, the platform will send out a market order. In a normal market this is usually not a problem, but in a fast market you can get massive slippage, the same as a manually entered Market order. Some platforms like CurreneX now have "Best or Better" but that is a totally different subject. 2. As far as what kind of order can been seen on the "time and sales", I believe that you only will see that recorded on your trade blotter. Furthermore it is my observation that exchanges do not record what type of order was placed on the "official" record, only time, size, bid, ask, cancellation, etc. All they want to keep track of is the transaction, that was completed on their exchange. Orderes do not "rest" on their servers, only on the brokers servers, then from the broker they are transmitted to the exchage. Without spending any $$$ you can go here and see what I mean. http://www.cmegroup.com/market-data/datamine-historical-data/timeandsales.html This FAQ helps to see what is incuded in the book Data http://www.cme.com/files/historicaldataFAQ.pdf The More You Know The More You Grow VIPER

Folks, Hello. It seems to me all you are trying to do here is detect an iceberg order. All high end execution platforms have a feature for iceberging or "berging" an order, nothing special about it. I am not sure if you can find it in a retail Futures platform though. As far as how helpful this would be to a retail trader, I don't know, for instance a large player could just be dumping at a certain price, and if you are in a trend the trend will stall and then continue, or there could be genuine buying at a certain price and you get the start of a trend or maybe a trend reversal, and obviously the same is true with selling. So you would have to know the motivation of the size to be certain of the direction. Now Spot Currency is another animal completely, on the high end order systems, like CurreneX, you have RFQ and RFT, the traders talk to one another by chat. I won't get into all the abbreviations and traderspeak, but the reality is one asks for a quote and size, the other responds, and then the seller puts up the size in an iceberg. Lets say 500 million units, they will specify to the platform a size of 10 million, next they will push a button and you will see continual trades of 10 million on your DOM or L2 (whatever you want to call it), until he reaches 500 million, and then they vanish just like the wind. Again how helpful this could be I don't know, but the first time you see it, you can't help but be impressed. The Ever Helpful VIPER

Urma, it is my observation that you are dealing with the abstract and theoretical and not the reality of Time/Price. In other words, since your system is "sealed", your posting charts really serves no purpose other than stimulating some kind of theoretical discussion. I guess that is fine, but it does seem a lot like a vendor setup, if I am wrong sorry, but only time will on this. One more thing, your comment about size was, in my opinion, unprofessional. Unless myself, you or anyone else here posts an audited, certified statement showing a Yard or more a week, we should refrain from this kind of foolishness. The Ever Sincere VIPER

Hello all, interesting discussion. Here are some facts. 1. If you are a consistantly profitable trader, just 10-12 percent per year consistantly, you will have more size enabled to you than you can handle. How to prove what I am saying is true? Post 1 or 2 years certified results on any board, Elite, Traders Lab, Forex Factory etc. You will have them lining up to enable you, you will start small but if you keep your wits, size is never a problem. So the bottom line is, if you are consistant you will always be able to make more money than being a vendor. 2. Vendors vend because they cannot trade, some traders put out newsletters etc. But a chat room, no way it is too distracting, people wanting your attention, whining about losses etc. Nope if they could trade they would be trading. 3. They never ever post certified live trade statements, why, because they are not trading live. Why do you think they have the "theoretical" trading disclaimers, because the trades are theoretical and not real! 4. Systems, holy grails etc. Unless you trade using game theory, the system and holy grail is in your head, not from some guy who says he has conquered the markets, Dude if you have conquered the markets why are you bothering to teach, just trade. 5. The I like to teach syndrome, how altruistic, this fool is going to teach you how to trade and altruistically he will remove a few hundred bucks from your pocket. C'mon folks, "McFly is anybody home". I mentor a select few, for free, why? I don't need others money. Please excuse my tenor but I really am sick of seeing people throw away their hard earned cash to some fraud, due dilligence, due dilligence, due dilligence, if you learn nothing else from trading please learn this. The Ever Disliking Vendors VIPER