Tag Archives: CME

Reliable Bitcoin exchanges chosen by CME CBOE for future market

Reliable Bitcoin exchanges chosen by CME CBOE for future market

CBOE will choose Gemini

CME is using Bitstamp, GDAX and itBit

Why not use these for my upcoming cryptocurrency strategy similar this forex once complete

https://www.bloomberg.com/news/articles/2017-11-15/bitcoin-exchange-that-cme-plans-to-use-for-futures-is-down

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CME futures historical data FIX decoder?

CME futures historical data FIX decoder?

Anyone know about this data? It looks like a lot of it is not current which is expected.

http://www.cmegroup.com/market-data/datamine-historical-data.html

Not only that, there is a SDK to decode this FIX format.

http://www.fixtradingcommunity.org/pg/discussions/topicpost/169643/cme-fastfix-decoder

http://pages.cmegroup.com/fix-fast-decoder-inquiry-disclaimer.html

UGH..there needs to be a better way for historical futures data.

Quandl Futures data:

https://www.quandl.com/data/SCF/pricing?license=15&step=2

 

Product: Stevens Continuous Futures ($100/month)
All subscriptions include
  • Unlimited access to all datasets in this database, including all history and updates.
  • The ability to batch download the whole database in one call.
  • Access via the Quandl API and all Quandl conduits (Web, Excel, R, Python, Matlab and more).
  • Instant activation; any-time cancellation; unlimited support.

IQFeed may have best fees:

http://www.iqfeed.net/index.cfm?displayaction=data§ion=fees

CME (what’s this?)

  • Financial Futures (S&P 500 Index, Nasdaq 100 Index, Eurodollar, Currencies, Forex, etc)
  • Full Sized Electronic and Pit traded livestock Contracts (Hogs,Cattle, etc)
  • All Contracts from CME Mini and CME Globex
  • Lumber
  • Dairy (Milk, Cheese, Butter)
  • Cooling (CDD) and Heating Degree Days (HDD)
  • Home Price Index
$91.00 $91.00

 

COMEX (what’s this?)Access to real time Level I commodity futures and options data from the COMEX, including both electronic and pit traded contracts.
Popular Contracts Include:

  • Precious Metals (Gold, Silver, Copper)
  • All Contracts from COMEX Globex
$91.00 $91.00

 

NYMEX miNY Contracts (what’s this?)

  • Mini Crude Oil
  • Mini Natural Gas
  • Mini Heating Oil
  • Mini RBOB Gas
$36.00 $36.00

 
IQFeed RT US Futures and Futures Options $20/month*
IQFeed Level II: $20/month*

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123 correlation between #CME #stock and two year #Treasury #yield last seen in 2008

123 correlation between and two year last seen in 2008

[igp-video src=”” poster=”https://quantlabs.net/blog/wp-content/uploads/2015/12/123-correlation-between-CME-stock-and-two-year-Treasury-yield-last-seen-in-2008.jpg” size=”large”]
123 correlation between #CME #stock and two year #Treasury #yield last seen in 2008

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CME Self-Study Guide to Hedging with Livestock Futures and Options

CME Self-Study Guide to Hedging with Livestock Futures and Options

I just found this now which will be useful with the other eBook i am working off of

http://www.cmegroup.com/trading/agricultural/files/AC-215_SelfStuy_GuideNYMEX.pdf

The original I speak is this:

http://www.cmegroup.com/trading/agricultural/files/grain-oilseed-hedgers-guide.pdf

These are useful to building template C++ programs for automating these strategy ideas

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Impact of Level 10 on CME for futures trading

Impact of Level 10 on CME for futures trading

This came from someone

I was told that does not exist but I need to verify it through IQ feed

Part of this Skype discussion included:

I was told that does not exist but I need to verify it through IQ feed

[12:03:27 PM] Bryan Downing: http://www.iqfeed.net/index.cfm?displayaction=data&section=fees
[12:03:43 PM] Bryan Downing: Just OTC and. NASDAQ through I Q feet
[12:03:57 PM] Bryan Downing: Iqfeed

[12:04:20 PM] Bryan Downing: Not a priority but could be useful
[12:04:59 PM] Bryan Downing: Some other exchanges may offerfor it but you need to have direct access

[12:07:08 PM] Bryan Downing: ‘m not sure if it exists but you may need to be on the exchange
[12:07:15 PM] Bryan Downing: Very expensive

[12:08:48 PM] Bryan Downing: http://www.cmegroup.com/market-data/distributor/market-data-platform.html
[12:09:07 PM] Bryan Downing: Up to 10 levels on cme
[12:09:30 PM] Bryan Downing: 10 levels I have verified from various HFT shops that level nine exists
[12:09:39 PM] Bryan Downing: Now I know where and how

[12:12:51 PM] Bryan Downing: It could help for historical
[12:12:57 PM] Bryan Downing: Euro dollar?

Pending length of history you’ll pay six digits

Ok I have never ventured down this path and very few do

I have no idea but you need to access the exchanges set of info on what’s available

No we’re talking dark pool pool stuff

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CME QuikStrike option trading analysis tool

CMQ QuikStrike useful for option trading analysis

I just found out about this FREE tool for options analysis from the CME

http://www.cmegroup.com/tools-information/quikstrike.html

http://www.cmegroup.com/tools-information/files/quikstrike-user-guide.pdf

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FREE CME ebook to automate trading for futures and options

FREE CME book to automate

trading for options and futures

We may be onto something very very beautiful. Google can be quite

wonderful at discovering new items including this one. I got this self

study guide on options and futures training from the CME!

This works beautifully in terms of how easy it is to comprehend but yet

complements the UC Davis course. As usual, I will use this as a

roadmap to help build out a baby automated trading system.

 

See my quick overview video here on this

 

Long and short hedging futures

trading demo with basis in C++

on Ubuntu Linux source code

As this is for any real new be in the world of Quant trading, I have

decided to start breaking out small demos in C++ on the above set of

topics. I have made a very quick video explaining shorting or longing

with hedges and basis risk. This sort of knowledge will keep you in

the game of futures trading in the long run.

 

Please watch this quick video to demonstrate with source code walk-through.

If you want instant access to this source code among so many other

 

For these Examples please access here:

 

Don’t forget of my recent download section I just added here.

 

Again get instant access to all this here

 

Still not convinced? Check out all the entire the benefits here

 

Thanks for reading

Bryan

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

FREE CME book to automate trading for options and futures

FREE CME book to automate trading for options and futures

This is one easy ebook to digest to automate these trading strategies and rule from !

http://www.cmegroup.com/trading/agricultural/files/grain-oilseed-hedgers-guide.pdf

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

CME hedging future and options guide

CME hedging future and options guide

This worthy in reading not just studing the UC Davis course I have mentioned in the past

http://www.cmegroup.com/trading/agricultural/files/grain-oilseed-hedgers-guide.pdf

NOTE: This covers a lots from the UC Davis course I plan to build some C++ code around these problem examples

Join my FREE newsletter to learn more about my automated trading for options and futures

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

First spoof trader busted by CME?

First spoof trader busted by CME?

Is this the first time you have heard of this? This is common with HFT shops.

CME Group Inc. fined a trader, James Groth, $55,000 and suspended him for 10 days for spoofing, a form of market manipulation that’s received a flood of recent attention because of allegations it helped spur the 2010 flash crash.

To read the entire article, go to http://bloom.bg/1TMUcVq

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!