Understanding futures market ( delta , time and sale ) | Reviews of Brokers and Data Feeds


futures.io - futures trading strategies, market news, trading charts and platforms


Reviews of Brokers and Data Feeds


Review and discuss futures brokers, their requirements and features, or ask questions about brokers and data feeds




 

Understanding futures market ( delta , time and sale )

  #11 (permalink)

charlotte nc
 
Trading Experience: Master
Platform: Sierra Chart, TOS, Tradestation, NinjaTrader
Favorite Futures: energy
 
Posts: 114 since Jul 2012
Thanks: 81 given, 171 received

I dont know. there could be some differences in CME products depending on MDP 3.0 vs bundled. I dont have access to both to run a comparison. My hope is that it wouldnt be too different on appropriate time frames (such as what i posted), but may look wildly different on a volume based BvA/Numbers chart, or a fast 300 tick chart. Ive watched it for many years on a number of different products, platforms and data providers, and they have all had about the same character and behavior on 3-5min bar timeframes.

Reply With Quote
The following user says Thank You to hobart for this post: