Liquidity Data Bank

August 27th, 2012, 08:55 PM

Does anyone know if there is anything similar to LDB for CBOT where I can get a CTI "Customer Trade Indicator" for NYMEX particularly the ES SP500 market? I would imagine there isn't yet otherwise it would be a topic of discussion in the forum. This would be a great tool to use along side MP.

August 27th, 2012, 09:30 PM

Datamine would tell you block trades and execution location but not the customer level.

CME Datamine - Historical Market Data on select [AUTOLINK]CME[/AUTOLINK] Group contracts

Pretty sure CME squashed the liquidity data bank only a few months ago.

August 28th, 2012, 08:28 AM

addchild

Datamine would tell you block trades and execution location but not the customer level.

CME Datamine - Historical Market Data on select [AUTOLINK]CME[/AUTOLINK] Group contracts

Pretty sure CME squashed the liquidity data bank only a few months ago.

Thanks for the info, but I am looking for something along the lines similar to LDB, its more of a MP bracket and where I can see the volume at each price and the % per CTI per price.

From everything I have found, this may only be a institutional benefit or you have to pay CME for the report which is a 15 minute report.

November 25th, 2012, 05:57 AM

itrade2win

Thanks for the info, but I am looking for something along the lines similar to LDB, its more of a MP bracket and where I can see the volume at each price and the % per CTI per price.

From everything I have found, this may only be a institutional benefit or you have to pay CME for the report which is a 15 minute report.

Im looking into that too.. Hard to find any info on that and the CME website isnt a big help also.
Did you find any usefull stuff yet?

The first thing you have to do is get the info.. To get it on the MP is easier imo.

February 17th, 2021, 05:54 AM

Yea in many books they use the LDB report for analysing charts but if you google it you hardly find something. Though I've found the CoT - Commitments of Traders - report. It also shows the open interest. There is even a system integrated indicator in NT8 for getting the report onto your chart. The report gets published every Friday.
it's not the same as the cti but similar. Might this be what you are locking for.

March 11th, 2021, 08:11 AM

FBT9

Yea in many books they use the LDB report for analysing charts but if you google it you hardly find something. Though I've found the CoT - Commitments of Traders - report. It also shows the open interest. There is even a system integrated indicator in NT8 for getting the report onto your chart. The report gets published every Friday.
it's not the same as the cti but similar. Might this be what you are locking for.

And here is the link: https://ninjatrader.com/blog/track-institutional-trading-with-new-cot-indicator/

Liquidity Data Bank

Discussion in Emini and Emicro Index

Liquidity Data Bank