Liquidity Data Bank - futures io
futures io



Liquidity Data Bank


Discussion in Emini and Emicro Index

Updated
      Top Posters
    1. looks_one itrade2win with 2 posts (0 thanks)
    2. looks_two FBT9 with 2 posts (2 thanks)
    3. looks_3 Nikos314159 with 1 posts (0 thanks)
    4. looks_4 Quick Summary with 1 posts (0 thanks)
    1. trending_up 5,643 views
    2. thumb_up 2 thanks given
    3. group 3 followers
    1. forum 6 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Liquidity Data Bank

(login for full post details)
  #1 (permalink)
 itrade2win 
New York
 
Experience: Intermediate
Platform: Sierra Charts, TOS
Trading: E-mini S&P 500
 
Posts: 753 since Aug 2010
Thanks: 447 given, 437 received

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.

Started this thread Reply With Quote

Can you help answer these questions
from other members on futures io?
Is there inherently more opportunity in smaller markets?
Traders Hideout
Eurex Denali vs dxFeed
Sierra Chart
1 min chart v-shape scan help please
ThinkOrSwim
For the experts of Metastock
Platforms and Indicators
TD Sequential for NT or MW?
Platforms and Indicators
 
 
(login for full post details)
  #3 (permalink)
 addchild 
Bay Area California
 
Experience: None
Platform: TT T4
Broker: Phillip Capital
Trading: Futures
 
Posts: 809 since Nov 2011
Thanks: 908 given, 894 received


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

CME Datamine - Historical Market Data on select CME Group contracts

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

.
Reply With Quote
 
(login for full post details)
  #4 (permalink)
 itrade2win 
New York
 
Experience: Intermediate
Platform: Sierra Charts, TOS
Trading: E-mini S&P 500
 
Posts: 753 since Aug 2010
Thanks: 447 given, 437 received


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

CME Datamine - Historical Market Data on select CME 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.

Started this thread Reply With Quote
 
(login for full post details)
  #5 (permalink)
 Nikos314159 
Amsterdam Netherlands
 
Experience: Advanced
Platform: NinjaTrader 8
Broker: Stage 5 Trading - Rithmic/CQG
Trading: ES
 
Posts: 51 since May 2012
Thanks: 12 given, 110 received


itrade2win View Post
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.

Follow me on Twitter Reply With Quote
 
(login for full post details)
  #6 (permalink)
FBT9
Santa Cruz De Tenerife; Spain
 
 
Posts: 10 since Aug 2019
Thanks: 1 given, 10 received

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.

Reply With Quote
The following user says Thank You to FBT9 for this post:
 
(login for full post details)
  #7 (permalink)
FBT9
Santa Cruz De Tenerife; Spain
 
 
Posts: 10 since Aug 2019
Thanks: 1 given, 10 received


FBT9 View Post
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/

Reply With Quote
The following user says Thank You to FBT9 for this post:


futures io Trading Community Traders Hideout Emini and Emicro Index > Liquidity Data Bank


Last Updated on March 11, 2021


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing

Your Charts Should Speak To You w/Bob Cometta

Elite only
 

Our 12-year anniversary w/ $$,$$$ prizes (check soon)

August
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts