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?
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
IQFeed may have best fees:
http://www.iqfeed.net/index.cfm?displayaction=data§ion=fees
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CME (what’s this?)
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| $91.00 | $91.00
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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.
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| $91.00 | $91.00 | |
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NYMEX miNY Contracts (what’s this?)
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| $36.00 | $36.00
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| IQFeed RT US Futures and Futures Options | $20/month* |
| IQFeed Level II: | $20/month* |
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[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”]
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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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§ion=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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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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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
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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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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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
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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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