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Updated July 11, 2017
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July 9th, 2017, 06:43 PM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,997 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
kevinkdog
Maybe they are using TF data for history. That is what I (and others) are trying to get Tradestation to do. It makes sense to use TF for history, since it is the same symbol (and this is what was done when TF initially moved from
CME to ICE)...
But there is no 5 min history, so i guess the data comes from NT servers for the daily
and no history from IQFeed, would need to deep dive in my log files
Can you help answer these questions from other members on NexusFi?
Best Threads (Most Thanked) in the last 7 days on NexusFi
July 9th, 2017, 06:52 PM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,997 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
We're good, for the Russel on CME i can see the feed coming in...
C:\logs>type ZombieTrader-Capture-2017-07-10-01-33.zom | find "Q,@RTY"
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.00,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.00,2,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.10,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.20,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.80,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.90,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.80,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.80,2,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.90,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.00,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.10,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.00,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.60,2,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
This is on IQfeed
July 10th, 2017, 10:09 AM
United Kingdom
Experience: Intermediate
Platform: Sierra Charts
Trading: NQ
Posts: 15 since Jun 2014
Thanks Given: 0
Thanks Received: 7
I wonder how long it will take traders to move over from ICE to CME ....
ICE on the left. CME on the right.
July 10th, 2017, 10:19 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,997 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
Rexz
I wonder how long it will take traders to move over from ICE to
CME ....
ICE on the left. CME on the right.
very thin market...
will take time i guess
July 10th, 2017, 01:19 PM
Houston TX
Legendary Market Wizard
Experience: Advanced
Platform: TT Stellar & Tradestation
Broker: Primarily Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals, U308 and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,059 since Dec 2013
Thanks Given: 4,410
Thanks Received: 10,226
rleplae
very thin market...
will take time i guess
So for the time being, everybody loses. Wonder whether it kills the contract .
July 10th, 2017, 04:49 PM
United Kingdom
Experience: Intermediate
Platform: Sierra Charts
Trading: NQ
Posts: 15 since Jun 2014
Thanks Given: 0
Thanks Received: 7
I also noticed on theice.com very little information about Russell 2k moving to CME . How would current Russell 2k index traders know?
July 10th, 2017, 04:59 PM
Houston TX
Legendary Market Wizard
Experience: Advanced
Platform: TT Stellar & Tradestation
Broker: Primarily Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals, U308 and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,059 since Dec 2013
Thanks Given: 4,410
Thanks Received: 10,226
Rexz
I also noticed on theice.com very little information about Russell 2k moving to
CME . How would current Russell 2k index traders know?
They are sending out emails almost daily.
July 10th, 2017, 05:01 PM
Reading UK
Legendary no drama Llama
Posts: 1,776 since Oct 2016
Thanks Given: 2,830
Thanks Received: 5,059
rleplae
very thin market...
will take time i guess
It stayed pretty skinny all day. How thick was it on ICE?
July 11th, 2017, 11:58 AM
United Kingdom
Experience: Intermediate
Platform: Sierra Charts
Trading: NQ
Posts: 15 since Jun 2014
Thanks Given: 0
Thanks Received: 7
Russell2k looking a bit better today on CME . First trade and it seemed to be filled regardless of the volume on CME. Did they connect the exchanges for liquidity? Seems to show different liquidity on both but I was filled quite easily.
July 11th, 2017, 12:05 PM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
Trading: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
Posts: 2,997 since Sep 2013
Thanks Given: 2,442
Thanks Received: 5,863
Rexz
Russell2k looking a bit better today on
CME . First trade and it seemed to be filled regardless of the volume on CME. Did they connect the exchanges for liquidity? Seems to show different liquidity on both but I was filled quite easily.
if the price fits the market makers
you will hit arbitrage
Last Updated on July 11, 2017