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by Ashraf Laidi
Posted: Feb 20, 2010 5:00
Comments: 30765
Forum Topic:

EUR

Discuss EUR in this thread
 
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jacek
Melbourne, Australia
Posts: 2579
13 years ago
Jul 28, 2011 14:37
actually.. data much more transparent with FX futures.. with proper volume too.. different price levels of course.. trade futures with options only for time decay..
DaveO
N.Cornwall, UK
Posts: 5733
13 years ago
Jul 28, 2011 14:33
they trading micro seconds
DaveO
N.Cornwall, UK
Posts: 5733
13 years ago
Jul 28, 2011 14:32
yeah you need your server at the exchange and play futures. Only GS and their clan have that privilege :-(
jacek
Melbourne, Australia
Posts: 2579
13 years ago
Jul 28, 2011 14:28
Dave as a matter of fact Ive noticed big enough discrepancies on few occasions that made me thinking of arbitrage between streams.. but dont have enough computing grunt:-) anyway there is enough delay between order and fill to kill this idea unless you are at the data source..
DaveO
N.Cornwall, UK
Posts: 5733
13 years ago
Jul 28, 2011 14:25
for ES (SPX) usually after such neg breadth readings yesterday we would typically see some kinda bounce today before further downside.
DaveO
N.Cornwall, UK
Posts: 5733
13 years ago
Jul 28, 2011 14:21
I could be accused of nit picking :-)
jacek
Australia
Posted Anonymously
13 years ago
Jul 28, 2011 14:21
interesting.. were both right Dave:-).. traded at 1.10025 low on one data stream but 1.0998 low on the other.. both within 15 sec.. not sure about actual ticks.. beauty of best fill if one was actually trading at that point..
subway90
Posts: 1078
13 years ago
Jul 28, 2011 14:13
mine says 1.1001 as well... :)
DaveO
N.Cornwall, UK
Posts: 5733
13 years ago
Jul 28, 2011 14:02
1.1001
DaveO
N.Cornwall, UK
Posts: 5733
13 years ago
Jul 28, 2011 13:59
I saw 1.001
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