Tag Archives: CME

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

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!

Fed watch tool from CME

Sholom sent this so thanks to him. You ALWAYS need to research your own data instead of relying on other tools as a crutch

http://www.cmegroup.com/trading/interest-rates/countdown-to-fomc.html

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 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)

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

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

NYMEX miNY Contracts (what’s this?)

Mini Crude Oil
Mini Natural Gas
Mini Heating Oil
Mini RBOB Gas

$36.00

IQFeed RT US Futures and Futures Options

$20/month*

IQFeed Level II:

$20/month*

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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!

123 correlation between #CME #stock and two year #Treasury #yield 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”]

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 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

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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