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Strategies & Market Trends : DAYTRADING Fundamentals
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To: Eric P who wrote (14236)9/23/2001 7:42:40 AM
From: fut_trade  Read Replies (1) of 18137
 
"I realtime paper trade new systems"

Eric, I scanned through a lot of the earlier posts and I think I read somewhere that you were once a futures trader. I'm not sure if you still follow futures, but here is the data currently available to the public:

1 - ticks and last size (in the past volume data was not available)

2 - current bid and ask price

3 - it's possible to get the bid size and ask size, but usually this information is stripped from SDK data feeds

That's it.

Clearly, by trading stocks I feel you have a competitive advantage because of additional information such as level II data.

My question is: do you have any ideas on using tick price and volume data, and perhaps bid/ask price and size data to trade a futures contract such as the e-mini?

My opinion is that this information just isn't very useful given the nature of how an index like the S&P 500 moves.
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