[carltonp]

Hello Traders,

Can someone please tell me where I can get the list of trades for mini-dow? For example, a list of trades at bid or trades at below bid, etc.. ?

Cheers

Carlton

[Tams]

Originally Posted by carltonp »

Hello Traders,

Can someone please tell me where I can get the list of trades for mini-dow? For example, a list of trades at bid or trades at below bid, etc.. ?

Cheers

Carlton

you can get historical trade prices,
but don't know anybody provides historical bid/ask.

you can try the exchange, they sell data.

[carltonp]

Originally Posted by Tams »

you can get historical trade prices,
but don't know anybody provides historical bid/ask.

you can try the exchange, they sell data.

Thanks Tams,

I guess I'm left with just historical trade prices. Would I need to go to the exchange to get it?

Cheers

Carlton

[carltonp]

Tams/Traders,

I have a newbie question.

Lets say we have the following for Mini-Dow(YM)

Bid Ask Bid Size Ask Size Last Last Size
10964 11075 1 2 11020 1

Was the last trade of 11020 executed at bid or offer?


Cheers

Carlton

[wrbtrader]

Originally Posted by carltonp »

Thanks Tams,

I guess I'm left with just historical trade prices. Would I need to go to the exchange to get it?

Cheers

Carlton

Hi Carlton,

Whom is your current data vendor ?

You going to plug times & sales info excel or a charting program ?

Also, have you started doing live recordings of the bid/ask and time & sales info ?

By the way, whom ever you're currently using, make sure you start downloading/accumulating your own times & sales data on several trade instruments besides just mini-sized Dow YM futures just in case you decide at a later data you're interested in a different trading instrument.

[carltonp]

Originally Posted by wrbtrader »

Hi Carlton,

Whom is your current data vendor ?

You going to plug times & sales info excel or a charting program ?

Also, have you started doing live recordings of the bid/ask and time & sales info ?

By the way, whom ever you're currently using, make sure you start downloading/accumulating your own times & sales data on several trade instruments besides just mini-sized Dow YM futures just in case you decide at a later data you're interested in a different trading instrument.

Thanks for responding.

Answer to you questions:

Esignal (Data Vendor)
IB (Broker)
I'm already plugging T & S data into Excel. I'm now seeking strategies to trade T&S. Once I'm happy with a few strategies I will attempt to write a formula in Excel to alert me as to when an individual strategy appears. For example, in the last thread, I asked if the 11020 constitutes the last price traded at bid or ask? Once I get answer to that question I will go about writing a formula to alert me to certain conditions containing last price traded at bid / ask (or something like that)

I've just started doing live recordings of T & S, bid / ask.

I will be looking at ES very soon.

Cheers

[carltonp]

Gents/Ladies,

Just saw that the bid ask table didn't come out very well. So, same question but easier to view illustration:

[Tams]

Originally Posted by carltonp »

Tams/Traders,

I have a newbie question.

Lets say we have the following for Mini-Dow(YM)

Bid Ask Bid Size Ask Size Last Last Size
10964 11075 1 2 11020 1

Was the last trade of 11020 executed at bid or offer?


Cheers

Carlton

There is no way to tell.

In options, you will see the trade price hoovering in between the bid and the ask.

In futures, you will most likely see
the trade price hugging either the bid or the ask.

e.g.

Bid..... Ask.....Last
10964	10966	 10966
10965	10966	 10965
10964	10965	 10965
10964	10966	 10966
10965	10967	 10967