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  • $ ~ 8:40 am on 05/21/2018 Permalink
    Tags: , ES_Future Market Data, Trading   

    ES_Futures Market Data 20170103 -20171229 

    DATEOPENHIGHLOWCLOSEVOL
    20170104112638.0000113363.0000112550.0000113213.00001385650
    20170105113225.0000113300.0000112700.0000113213.00001312627
    20170106113213.0000113850.0000112913.0000113575.00001542214
    20170109113563.0000113763.0000113175.0000113250.00001019957
    20170110113225.0000113700.0000112975.0000113188.00001300368
    20170111113188.0000113588.0000112750.0000113525.00001728267
    20170112113525.0000113525.0000112425.0000113175.00001747172
    20170113113225.0000113675.0000113138.0000113625.00001183362
    20170117113513.0000113525.0000112863.0000113138.00001532405
    20170118113100.0000113425.0000112913.0000113325.00001105488
    20170119113275.0000113475.0000112650.0000113075.00001380107
    20170120113050.0000113638.0000112988.0000113300.00001709890
    20170123113300.0000113375.0000112588.0000113100.00001425498
    20170124113038.0000114025.0000112975.0000113725.00001259276
    20170125113788.0000114763.0000113738.0000114700.00001373506
    20170126114688.0000114975.0000114475.0000114700.00001158788
    20170127114700.0000114838.0000114350.0000114450.0000935648
    20170130114100.0000114288.0000113163.0000113800.00001839106
    20170131113788.0000113913.0000113113.0000113725.00001614719
    20170201113850.0000114250.0000113413.0000113725.00001552967
    20170202113750.0000113988.0000113225.0000113775.00001409287
    20170203113700.0000114700.0000113525.0000114550.00001405520
    20170206114650.0000114713.0000114175.0000114325.00001157602
    20170207114313.0000114750.0000114200.0000114425.00001191892
    20170208114288.0000114600.0000114050.0000114513.00001277856
    20170209114525.0000115388.0000114388.0000115213.00001347083
    20170210115213.0000115788.0000115150.0000115638.00001165082
    20170213115713.0000116450.0000115663.0000116313.00001199878
    20170214116325.0000116888.0000115988.0000116850.00001381949
    20170215116775.0000117575.0000116563.0000117525.00001512296
    20170216117513.0000117538.0000116838.0000117275.00001728823
    20170217117250.0000117438.0000116825.0000117400.00001376784
    20170221117325.0000118250.0000117300.0000118000.00001621224
    20170222118000.0000118188.0000117763.0000118050.00001285982
    20170223118100.0000118375.0000117650.0000118138.00001552446
    20170224118075.0000118288.0000117475.0000118250.00001534649
    20170227118138.0000118538.0000118050.0000118413.00001147391
    20170228118288.0000118438.0000117875.0000118138.00001568227
    20170301118225.0000120050.0000118163.0000119675.00002128134
    20170302119613.0000119713.0000118900.0000119100.00001730192
    20170303118988.0000119163.0000118688.0000119063.00001336318
    20170306119013.0000119038.0000118350.0000118775.00001359673
    20170307118563.0000118775.0000118225.0000118325.00001287556
    20170308118188.0000118500.0000117825.0000118050.0000306011
    20170309118013.0000118313.0000117550.0000118163.0000809165
    20170310118225.0000118813.0000117950.0000118425.00001848310
    20170313118388.0000118600.0000118238.0000118588.00001612641
    20170314118538.0000118575.0000117738.0000118150.00002012727
    20170315118175.0000119388.0000118150.0000119025.00001771106
    20170316118963.0000119438.0000118675.0000118950.00001604084
    20170317118963.0000119113.0000118638.0000118763.00001260247
    20170320118688.0000118800.0000118275.0000118513.00001068659
    20170321118450.0000118938.0000116900.0000117113.00002561718
    20170322117025.0000117438.0000116613.0000117125.00001867679
    20170323117113.0000117800.0000116913.0000117000.00001623363
    20170324117050.0000117638.0000116588.0000117238.00001586782
    20170327116850.0000117075.0000115888.0000116925.00001599064
    20170328117025.0000118025.0000116675.0000117575.00001609213
    20170329117650.0000117988.0000117438.0000117850.00001146485
    20170330117850.0000118338.0000117663.0000118225.00001158742
    20170331118275.0000118338.0000117838.0000117963.00001537333
    20170403117875.0000118163.0000117000.0000117800.00001696546
    20170404117713.0000117938.0000117238.0000117825.00001203495
    20170405117938.0000118750.0000117188.0000117325.00001925443
    20170406117275.0000118063.0000116900.0000117688.00001576103
    20170407117763.0000118038.0000116838.0000117613.00001459651
    20170410117588.0000118163.0000117375.0000117625.00001345921
    20170411117713.0000117788.0000116663.0000117550.00001844449
    20170412117588.0000117825.0000116875.0000117038.00001521451
    20170413116938.0000117250.0000116200.0000116375.00001574295
    20170417116200.0000117300.0000116138.0000117250.0000970895
    20170418117250.0000117350.0000116513.0000116863.00001424462
    20170419116888.0000117463.0000116563.0000116688.00001237406
    20170420116663.0000117913.0000116625.0000117600.00001445311
    20170421117638.0000117800.0000117025.0000117375.00001257878
    20170424118288.0000118838.0000118263.0000118500.00001532426
    20170425118500.0000119463.0000118413.0000119250.00001313467
    20170426119150.0000119738.0000119075.0000119113.00001480057
    20170427119075.0000119438.0000118938.0000119300.00001100596
    20170428119313.0000119438.0000118913.0000119025.00001145074
    20170501119075.0000119538.0000118850.0000119350.0000897581
    20170502119313.0000119438.0000119088.0000119288.0000949709
    20170503119200.0000119300.0000118775.0000119163.00001069079
    20170504119100.0000119538.0000118800.0000119275.00001216759
    20170505119300.0000119963.0000118950.0000119888.00001117083
    20170508120125.0000120188.0000119488.0000119750.0000948984
    20170509119725.0000120000.0000119438.0000119663.00001100123
    20170510119588.0000119850.0000119375.0000119763.0000992071
    20170511119750.0000119763.0000118950.0000119550.00001349506
    20170512119513.0000119575.0000119213.0000119438.00001069025
    20170515119438.0000120113.0000119400.0000119925.00001025998
    20170516119988.0000120225.0000119688.0000119850.00001068724
    20170517119825.0000119838.0000117738.0000117875.00002784613
    20170518117750.0000118750.0000117225.0000118175.00002446565
    20170519118200.0000119400.0000118050.0000119075.00001654206
    20170522119088.0000119713.0000118913.0000119638.00001108280
    20170523119675.0000119975.0000119338.0000119900.00001021864
    20170524119850.0000120200.0000119738.0000120100.0000975714
    20170525120150.0000120888.0000120125.0000120675.00001309737
    20170526120650.0000120788.0000120400.0000120688.0000859823
    20170530120700.0000120850.0000120388.0000120538.00001030338
    20170531120525.0000120838.0000120138.0000120550.00001712282
    20170601120688.0000121525.0000120525.0000121475.00001426040
    20170602121463.0000121988.0000121350.0000121888.00001712391
    20170605121763.0000121950.0000121650.0000121725.0000876858
    20170606121713.0000121788.0000121313.0000121538.00001344999
    20170607121475.0000121750.0000121200.0000121600.00001405067
    20170608121513.0000121838.0000121250.0000121513.0000636152
    20170609121263.0000122175.0000120625.0000121413.00002094771
    20170612121400.0000121438.0000120838.0000121325.00002172442
    20170613121325.0000121963.0000121263.0000121900.00001908513
    20170614121913.0000122163.0000121288.0000121763.00001811129
    20170615121688.0000121725.0000120813.0000121600.00001870568
    20170616121563.0000121838.0000121013.0000121550.00001322355
    20170619121675.0000122575.0000121638.0000122375.00001213287
    20170620122388.0000122550.0000121700.0000121875.00001322839
    20170621121788.0000122000.0000121400.0000121675.00001362536
    20170622121588.0000121950.0000121400.0000121588.00001048845
    20170623121563.0000121938.0000121413.0000121750.00001187845
    20170626121600.0000122375.0000121500.0000121800.00001257593
    20170627121788.0000121863.0000120825.0000121025.00001625794
    20170628120850.0000122125.0000120688.0000121925.00001545009
    20170629122100.0000122250.0000120113.0000121000.00002329022
    20170630121038.0000121488.0000120750.0000121050.00001614299
    20170703121100.0000121825.0000121075.0000121250.0000726839
    20170705121188.0000121613.0000120963.0000121400.00001276362
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    20170707120463.0000121250.0000120375.0000121125.00001249140
    20170710121150.0000121500.0000120963.0000121225.0000849888
    20170711121188.0000121388.0000120513.0000121225.00001127920
    20170712121250.0000122188.0000121125.0000122000.00001129422
    20170713122063.0000122350.0000121950.0000122275.0000934983
    20170714122325.0000123063.0000122100.0000122800.00001076239
    20170717122850.0000123025.0000122700.0000122925.0000846768
    20170718122963.0000123050.0000122400.0000122888.00001072350
    20170719122988.0000123600.0000122888.0000123575.0000941160
    20170720123550.0000123813.0000123275.0000123563.00001095397
    20170721123625.0000123763.0000123138.0000123475.00001080206
    20170724123488.0000123525.0000123175.0000123425.0000847057
    20170725123350.0000123938.0000123313.0000123700.00001067744
    20170726123763.0000123988.0000123575.0000123663.0000950620
    20170727123725.0000124025.0000122850.0000123600.00001642155
    20170728123600.0000123600.0000123075.0000123513.00001138605
    20170731123525.0000123750.0000123263.0000123400.00001184133
    20170801123400.0000123863.0000123313.0000123613.00001036810
    20170802123700.0000123800.0000123163.0000123675.00001292615
    20170803123663.0000123725.0000123300.0000123588.00001079166
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    20170807123613.0000123913.0000123600.0000123875.0000586256
    20170808123875.0000124425.0000123375.0000123638.00001360425
    20170809123500.0000123725.0000122950.0000123650.00001546074
    20170810123700.0000123713.0000121638.0000121875.00002307321
    20170811121725.0000122325.0000121513.0000122000.00001645294
    20170814122075.0000123325.0000122075.0000123175.00001460697
    20170815123225.0000123663.0000123000.0000123188.00001050857
    20170816123225.0000123700.0000123075.0000123375.00001128960
    20170817123338.0000123425.0000121188.0000121475.00002218607
    20170818121338.0000121975.0000120975.0000121338.00002181421
    20170821121438.0000121575.0000120788.0000121400.00001320240
    20170822121400.0000122713.0000121375.0000122638.00001357110
    20170823122650.0000122738.0000121938.0000122075.00001230848
    20170824122013.0000122450.0000121725.0000122038.00001389728
    20170825122125.0000122675.0000121875.0000122125.00001181314
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    20170906123013.0000123450.0000122825.0000123275.00001553109
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    20170911123388.0000124363.0000123338.0000124288.00001883953
    20170912124325.0000124750.0000124263.0000124713.00001731940
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    20170914124725.0000124813.0000124375.0000124713.00001350493
    20170915124688.0000125000.0000124350.0000124863.00001329499
    20170918124950.0000125300.0000124888.0000125138.00001076633
    20170919125138.0000125300.0000125050.0000125238.0000952378
    20170920125188.0000125363.0000124700.0000125263.00001214848
    20170921125225.0000125313.0000124825.0000125050.00001110754
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    20170925124950.0000125225.0000124250.0000124850.00001527029
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    20170927124750.0000125463.0000124650.0000125225.00001562400
    20170928125163.0000125413.0000124950.0000125388.00001097115
    20170929125388.0000125888.0000125238.0000125800.00001325100
    20171002125900.0000126400.0000125850.0000126313.00001113226
    20171003126363.0000126675.0000126275.0000126638.0000836809
    20171004126650.0000126900.0000126450.0000126813.0000943600
    20171005126763.0000127538.0000126725.0000127500.00001086185
    20171006127438.0000127488.0000127075.0000127250.00001138029
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    20171010127163.0000127663.0000127138.0000127425.00001141304
    20171011127438.0000127675.0000127213.0000127650.0000804892
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    20171013127400.0000127775.0000127350.0000127638.0000905072
    20171016127613.0000127888.0000127538.0000127813.0000780973
    20171017127775.0000127888.0000127613.0000127850.0000728656
    20171018127825.0000128113.0000127813.0000128000.0000738261
    20171019128000.0000128075.0000127125.0000128025.00001346925
    20171020128050.0000128725.0000127975.0000128700.00001236659
    20171023128638.0000128863.0000128075.0000128175.00001217936
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    20171108129200.0000129625.0000128988.0000129550.00001037057
    20171109129562.5000129725.0000128162.5000129200.00002203891
    20171110129100.0000129287.5000128575.0000128950.00001178663
    20171113129012.5000129275.0000128512.5000129050.00001040186
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    20171115128837.5000128850.0000127775.0000128212.50001895203
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    20171117129212.5000129300.0000128737.5000128787.50001163473
    20171120128800.0000129200.0000128387.5000129137.5000987863
    20171121129100.0000130025.0000128962.5000129800.00001129983
    20171122129787.5000130000.0000129637.5000129675.0000746907
    20171124129662.5000130150.0000129475.0000130050.0000551196
    20171127130050.0000130275.0000129825.0000130087.5000960112
    20171128130112.5000131350.0000129875.0000131300.00001558414
    20171129131275.0000131712.5000130987.5000131250.00001661775
    20171130131250.0000132925.0000131087.5000132400.00002346236
    20171201132037.5000132537.5000130250.0000132200.00002520826
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    20171205131800.0000132437.5000131362.5000131412.50001392821
    20171206131337.5000131725.0000131000.0000131462.50001239225
    20171207131525.0000132062.5000131312.5000131975.00001288310
    20171208131975.0000132625.0000131887.5000132550.00001132215
    20171211132750.0000133387.5000132612.5000133312.50001619399
    20171212133300.0000133650.0000133162.5000133425.00001631344
    20171213133387.5000133775.0000132962.5000133450.00001516269
    20171214133425.0000133675.0000132587.5000132637.50001446334
    20171215132637.5000134162.5000132625.0000134150.00001367039
    20171218134150.0000134900.0000134125.0000134787.50001002285
    20171219134750.0000134900.0000134125.0000134225.0000965199
    20171220134237.5000134775.0000133950.0000134075.0000933330
    20171221134075.0000134800.0000134037.5000134362.5000810818
    20171222134337.5000134575.0000134112.5000134350.0000588696
    20171226134337.5000134475.0000134175.0000134375.0000359327
    20171227134375.0000134550.0000134075.0000134262.5000625930
    20171228134200.0000134450.0000134150.0000134262.5000517791
    20171229134237.5000134912.5000133387.5000133412.50001053148
     
  • $ ~ 8:45 am on 05/06/2018 Permalink
    Tags: algo, , hft.high-frequency-trading, , , Trading   

    the e-mini flash crash algo disaster 

    the e-mini flash crash algo desaster 10 years ago nanex research.

    On january 14, 2008, in the early hours of trading, prices of the March 2008 eMini (ES) futures contract began oscillating rapidly.

    after 4 seconds…[kick me]

    source: nanex

     
  • $ ~ 6:28 am on 09/14/2016 Permalink
    Tags: , , , , Trading   

    The Rise of the Maschines / Part2 

    Nanex Study the Rise of the HFT Maschines from 01.012007 – 12.31.2012

    “It’s not high frequency trading (HFT) that concerns us. It’s high frequency quoting, and it should concern everyone. The two images below tell the story”.

    [Kick-Me]

     

     
  • $ ~ 11:35 am on 05/07/2016 Permalink
    Tags: gambling, soccer, Trading   

    Trading is like playing soccer… 

    Trading Futures is like playing Soccer in the Champions League, why do you think you can do that? Please send me your thoughts about trading and why do you believe in it? You are welcome with your thoughts, but you should read this before: → [Kick-Me]

     
  • $ ~ 11:26 am on 03/27/2016 Permalink
    Tags: Markov Chain, , Trading   

    NUCOM Order Book scalp trading / Markov Chain 

    March. 27. 2016

    The NUCOM scalp trading simulation is based on a first order discrete stochastic Markov Chain with a memoryless random walk and 2 absorbtion states.

    5 Conditions =  L0 – L5   (Price Level)

    This Video shows 9 – Scalp  trades  (2 Ticks) with a win rate out of 60:40 percentage distribution tradet at a LVN Level in the Order Book.

    [Vid is kicked]

    Das NUCOM scalp trading  basiert auf einer diskreten gedächnisslosen Markoff Kette [DTMC] erster Ordnung mit 2 absorbierenden zuständen . Simuliert werden in diesem Beispiel bedingte Wahrscheinlichkeiten in der Übergangs Matrix mit einem positiven Erwartungswert von 60%:40%  an einem LVN Level im Order Buch unter rücksichtnahme des gehandelten Volumens und die in diesem Video nicht sichtbaren 2’ten übergangs Matrix  mit der Warscheinlichkeit * Wert der  Variabel X :]

    Simulation mit jeweils 9 durchläufen ausgehend von Level=2  (Start) – Level-0 (Stop Loss) Level=4 (TP).

    [Video wurde gelöscht]

     
  • $ ~ 5:40 pm on 02/23/2016 Permalink
    Tags: dom.ladder, Orderbuch, oredrbook, Trading   

    Order Book trading + Tape reading 

    New Order Book trading Vid is coming soon:

    The next free trading lesson contains a few skills how to read the tape, to make the right decision for a good trade entry in the EuroStoxx 50 Future  (FESX) – Eurex Exchange.

    [Click+Pic]

     
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