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Search: Posts Made By: Hulk
Forum: Options April 21st, 2023, 12:30 PM
Replies: 13
Views: 1,183
Posted By Hulk
You can ask whatever you want. You are not...

You can ask whatever you want. You are not abusing anything. I am happy to help to the extent I can.

Depth = 0 means that this is the best bid or offer. Databento has another schema called MBP-10....
Forum: Options April 21st, 2023, 10:33 AM
Replies: 13
Views: 1,183
Posted By Hulk
diegs I saw your PM. You asked: ...

diegs

I saw your PM.

You asked:


I am assuming you are looking for the best bid/ask data at all times.

I have attached 2 files to this message:
Forum: Options April 20th, 2023, 04:37 PM
Replies: 13
Views: 1,183
Posted By Hulk
And if you are interested in learning how I did...

And if you are interested in learning how I did this then read below:

I downloaded the TBBO schema (this is the one you need based on the image you shared) data for BTC options for Dec 30th in the...
Forum: Options April 20th, 2023, 04:29 PM
Replies: 13
Views: 1,183
Posted By Hulk
I understand the difficulty you are having....

I understand the difficulty you are having. Unfortunately, market data gets complicated very quickly.

I have converted the data for Dec 30th for you. See attached.

The 2nd column (ts_event) is...
Forum: Options April 20th, 2023, 11:24 AM
Replies: 13
Views: 1,183
Posted By Hulk
Unless you understand the MDP 3.0 specification,...

Unless you understand the MDP 3.0 specification, it will be difficult for you to work with this data. Not impossible but very difficult to learn the specification and extract the data you want. I...
Forum: Emini and Emicro Index March 12th, 2023, 05:04 PM
Replies: 3
Views: 764
Posted By Hulk
I agree. Its a large difference. A tick or two...

I agree. Its a large difference. A tick or two here and there is expected and it is expected to be random so it should go both ways. In my case, the differences were immaterial. I had no problems...
Forum: Emini and Emicro Index March 12th, 2023, 04:15 PM
Replies: 3
Views: 764
Posted By Hulk
Easiest way to find out is to check the trades...

Easiest way to find out is to check the trades list. If you are executing entries/exits at market, over 1000 trades, the difference could add up.

While algos will keep both markets aligned they...
Forum: Emini and Emicro Index March 11th, 2023, 02:31 PM
Replies: 3
Views: 511
Posted By Hulk
A very reasonable option for historical (and...

A very reasonable option for historical (and live) market data is Databento (https://databento.com/portal/browse).
Forum: Trading Reviews and Vendors February 6th, 2023, 03:44 PM
Replies: 14
Views: 5,448
Posted By Hulk
Hi artemiso, just wanted point out that the...

Hi artemiso, just wanted point out that the implementation you shared will skew more to the negative since implied matches (side='N') will count as negative.

I modified the lambda as follows (I...
Forum: Trading Reviews and Vendors February 6th, 2023, 03:16 PM
Replies: 14
Views: 5,448
Posted By Hulk
FWIW, this is what my system calculated. Deltas...

FWIW, this is what my system calculated. Deltas in this view reset at session open (5 PM central). This is for the CLH3 contract.
CD (Trade Count)...
Forum: NinjaTrader February 1st, 2023, 10:09 AM
Replies: 7
Views: 954
Posted By Hulk
It will be difficult for you to find something...

It will be difficult for you to find something that accurately detects large order execution consistently. Many brokers have a suite of execution algos that do a pretty good job of hiding large...
Forum: Commodities January 22nd, 2023, 10:41 AM
Replies: 7
Views: 771
Posted By Hulk
It is important to roll on the same date because...

It is important to roll on the same date because thats how you would roll your position if you are in a trade. For instance If you are long 1 March RBBZ contract today and you want to keep your...
Forum: Commodities January 22nd, 2023, 09:52 AM
Replies: 7
Views: 771
Posted By Hulk
Gasoline/Brent is an exchanged traded spread. You...

Gasoline/Brent is an exchanged traded spread. You can get the spread data without having to do any calculations. The NYMEX symbol is RBBZ and ICE Europe its UHUBRN. Unlike futures that have contract...
Forum: Options January 6th, 2023, 10:35 AM
Replies: 14
Views: 3,428
Posted By Hulk
Thanks Waryman. Most options learning...

Thanks Waryman.

Most options learning resources available are for stocks and ETFs. I have never traded those and I doubt I ever will. I am too old and you know what they say about old dogs...
Forum: Options December 25th, 2022, 11:03 AM
Replies: 14
Views: 3,428
Posted By Hulk
Symple Discover options offers mentoring and...

Symple

Discover options offers mentoring and has a course specifically for options on futures. Do you have an opinion on that?
Forum: Options December 25th, 2022, 10:37 AM
Replies: 14
Views: 3,428
Posted By Hulk
I have been going over this thread since...

I have been going over this thread since yesterday, There is a lot good information shared and trading strategies discussed while being traded by FIO members:...
Forum: Options December 23rd, 2022, 12:11 PM
Replies: 14
Views: 3,428
Posted By Hulk
Thank you, Symple. This is very helpful.

Thank you, Symple. This is very helpful.
Forum: Options December 23rd, 2022, 11:46 AM
Replies: 14
Views: 3,428
Posted By Hulk
Options learning resources

Hello everyone,

I am looking for some advice on how one can learn about trading options. I trade commodity futures and spreads and understand them well but when it comes to options, I know next to...
Forum: Traders Hideout December 12th, 2022, 08:40 PM
Replies: 541
Views: 357,141
Posted By Hulk
The ATR extensions are one of my favorites too....

The ATR extensions are one of my favorites too. All of the published material is for intra-day trading and I dont know if you have tried this but the same concepts are very interesting to study on...
Forum: Traders Hideout December 12th, 2022, 02:14 PM
Replies: 541
Views: 357,141
Posted By Hulk
I have been a student of ACD for a while. Still...

I have been a student of ACD for a while. Still use it but not at all like his book or videos suggest. A long time ago, I backtested most of the ideas in his book/videos. I dont remember if I tested...
Forum: EasyLanguage Programming October 29th, 2022, 10:00 PM
Replies: 3
Views: 1,723
Posted By Hulk
These are old submissions but maybe they will...

These are old submissions but maybe they will help:
https://nexusfi.com/download/tradestation/1518-download.html?view

and another one that uses ADE and I dont know if that still works with...
Forum: Psychology and Money Management October 28th, 2022, 04:02 PM
Replies: 91
Views: 13,468
Posted By Hulk
Thats the difference between knowing the path and...

Thats the difference between knowing the path and walking it and the only way to bridge that difference is to start walking one step at a time like tigertrader said. Have enough money in your account...
Forum: Traders Hideout October 27th, 2022, 11:47 PM
Replies: 5
Views: 1,005
Posted By Hulk
gurji, this is correct and clearer than what I...

gurji, this is correct and clearer than what I said. For the times that correlate to open/close of US exchanges, the volume spikes on your chart will likely not change but they will for those outside...
Forum: Traders Hideout October 27th, 2022, 05:47 PM
Replies: 5
Views: 1,005
Posted By Hulk
The open today is a carry over from the pit open...

The open today is a carry over from the pit open before electronic markets. Even though the market is open 23x5, the pit open and close times are still significant. There are special order types like...
Forum: TradeStation October 20th, 2022, 07:51 AM
Replies: 16
Views: 8,725
Posted By Hulk
https://nexusfi.com/download/tradestation/. FIO...

https://nexusfi.com/download/tradestation/. FIO members have shared some of their work here. Maybe some of it is useful to you.
Showing results 1 to 25 of 213

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