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Russell 2k back to CME


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Russell 2k back to CME

  #11 (permalink)
 
rleplae's Avatar
 rleplae 
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kevinkdog View Post
Maybe they are using TF data for history. That is what I (and others) are trying to get Tradestation to do. It makes sense to use TF for history, since it is the same symbol (and this is what was done when TF initially moved from CME to ICE)...

But there is no 5 min history, so i guess the data comes from NT servers for the daily
and no history from IQFeed, would need to deep dive in my log files

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  #12 (permalink)
 
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 rleplae 
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We're good, for the Russel on CME i can see the feed coming in...

C:\logs>type ZombieTrader-Capture-2017-07-10-01-33.zom | find "Q,@RTY"
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.00,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.00,2,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.10,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.20,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.80,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.90,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.80,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.80,2,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.90,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.00,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.10,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1413.00,1,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,
Q,@RTYU17,1412.00,1,18:06:09.483,43,5,1412.60,2,1413.60,2,1414.00,1414.00,1412.00,1416.40,b,01,20170709,

This is on IQfeed

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  #13 (permalink)
 Rexz 
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I wonder how long it will take traders to move over from ICE to CME....



ICE on the left. CME on the right.

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  #14 (permalink)
 
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Rexz View Post
I wonder how long it will take traders to move over from ICE to CME....



ICE on the left. CME on the right.

very thin market...
will take time i guess

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  #15 (permalink)
 
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rleplae View Post
very thin market...
will take time i guess

So for the time being, everybody loses. Wonder whether it kills the contract.

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  #16 (permalink)
 Rexz 
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I also noticed on theice.com very little information about Russell 2k moving to CME. How would current Russell 2k index traders know?

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  #17 (permalink)
 
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Rexz View Post
I also noticed on theice.com very little information about Russell 2k moving to CME. How would current Russell 2k index traders know?

They are sending out emails almost daily.

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  #18 (permalink)
 Grantx 
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rleplae View Post
very thin market...
will take time i guess

It stayed pretty skinny all day. How thick was it on ICE?

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  #19 (permalink)
 Rexz 
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Russell2k looking a bit better today on CME. First trade and it seemed to be filled regardless of the volume on CME. Did they connect the exchanges for liquidity? Seems to show different liquidity on both but I was filled quite easily.

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  #20 (permalink)
 
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Rexz View Post
Russell2k looking a bit better today on CME. First trade and it seemed to be filled regardless of the volume on CME. Did they connect the exchanges for liquidity? Seems to show different liquidity on both but I was filled quite easily.

if the price fits the market makers
you will hit arbitrage

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