Search found 59 matches

by zacharyoxman
Thu Sep 20, 2012 12:22 pm
Forum: Futures Markets
Topic: Azuki beans
Replies: 5
Views: 3241

I agree with Chris on this. I traded it for years, but it seemed to fall apart. Many days of OHLC at the same price and/or terrible volume and slip on trades.
by zacharyoxman
Thu Feb 02, 2012 12:45 pm
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 7619

sluggo wrote:Ask about Milling Wheat at MATIF (Euronext-Paris), or Robusta Coffee at LIFFE, or Brent Crude Oil (London), or Rubber (TOCOM-Tokyo).
Not having any execution issues with those....are you?
by zacharyoxman
Wed Oct 26, 2011 11:55 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27315

Another bad high in NBB overnight. CSi is reporting the March high as 97.22 and the actual high was 97.15

Yet another DEC into MARCH price error.
by zacharyoxman
Tue Oct 25, 2011 11:19 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27315

I will see what I can do...not hopeful that they will fix these though.

I do love the FDI (Futures Data Investigator) though...it's a great tool!
by zacharyoxman
Tue Oct 25, 2011 12:22 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27315

Sluggo, It is almost a weekly event that NBB has issues. It is happening so frequently that I have a specific contact at CSI that I deal with for these data issues. She is great at making corrections when I discover the suspect data. Seems there are a lot of transcription errors with different price...
by zacharyoxman
Mon Oct 24, 2011 3:56 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27315

Suspect Data, NBB (again)

Twice in two days...bad high in NBB.

Looks like someone transcribed a DEC high price in for the MARCH contract....

CSI has been alerted
by zacharyoxman
Wed Oct 12, 2011 11:03 am
Forum: Futures Markets
Topic: trading question
Replies: 4
Views: 2424

Depends on what opening you are talking about. With electronic exchanges, most markets are open for a large swath of the day. In most markets, the traditional MOO (Market On Open) order is not accepted anymore.

Which market are you trying to get done at the open?
by zacharyoxman
Wed Sep 07, 2011 9:57 am
Forum: Futures Markets
Topic: Non Trending Futures
Replies: 5
Views: 3013

What I'm about to say is complete speculation, but it seems that gold was hammered overnight on nothing. No major news, disruption, margin hike, etc...just nailed down to 1818...now holding a low of 1803. Could it be the next target? I think we will continue to see more and more price control as gov...
by zacharyoxman
Sun Sep 04, 2011 3:18 pm
Forum: Futures Markets
Topic: ICE UK Nat Gas (NGL)
Replies: 7
Views: 3188

Or put a post up and see if anyone else has fired off a lot and can screen print a statement for you ;)
by zacharyoxman
Fri Sep 02, 2011 9:48 am
Forum: Futures Markets
Topic: ICE UK Nat Gas (NGL)
Replies: 7
Views: 3188

As Sluggo masterfully points out, even the exchanges muff it up from time to time. Lets reconcile directly from an open trade (snapshot sheet from an MFG account): open trade entry price 68.50 last price 65.30 68.50-65.30 = -3.2 points -3.2 * 5 contracts = -16 points -16 x 300GPB = -4,800 GBP check ...
by zacharyoxman
Fri Sep 02, 2011 1:25 am
Forum: Futures Markets
Topic: ICE UK Nat Gas (NGL)
Replies: 7
Views: 3188

Quoted/Traded in XX.XX form...69.80, etc.

BPV should be listed as 300

Currency should be listed as GBP

Also, you must trade it in 5 lot increments

I hope this helps.

Zach
by zacharyoxman
Sat Aug 27, 2011 8:25 pm
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27315

That's a good bar....I show that close via. eMIdas on an open long trade as well.

October settling at 68.12 for IPE Nat Gas
by zacharyoxman
Thu Aug 18, 2011 1:55 am
Forum: Futures Markets
Topic: Aug 2011: Can't short these Stock Index Futures
Replies: 14
Views: 5661

Chris

I'm short EuroSTOXX right now, and just exited some CAC shorts the other day (on stops, not forced out). No issues on my end.
by zacharyoxman
Mon Aug 15, 2011 8:45 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27315

Chris,

You are correct. I've sent another email this morning and will follow up with a call today.

Zach
by zacharyoxman
Thu Aug 11, 2011 11:02 pm
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27315

LWB (EURONEXT WHEAT)

For those trading LWB, there was a bad entry tonight in the OI column (0 shown), causing a false roll to X12.

Front month is still X11, I have emailed CSI on the mistake.

Zach
by zacharyoxman
Wed Jun 22, 2011 9:36 am
Forum: Futures Markets
Topic: Crude Palm Oil
Replies: 3
Views: 1907

KPO

We can trade Malaysian Palm Oil through MFG, and are doing so for a number of clients.

Zach Oxman
949 874 8477
zach@trendmax.com
by zacharyoxman
Tue May 17, 2011 5:56 pm
Forum: Futures Markets
Topic: CSI Symbol NGL -- A bit more confusion
Replies: 3
Views: 2382

We are currently trading IPE Nat Gas (NGL) and have been for about 2 years. You have to trade it in 5 lot increments, and the orders are placed through ICE/IPE. Despite what CSI says, the price is XX.XX...(no thousandths decimal) I have always rolled on open interest on CSI and have never ran into a...
by zacharyoxman
Tue Apr 26, 2011 11:08 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27315

London Cocoa, 4/21/11

Volume/Open Interest "0" for London Cocoa:
by zacharyoxman
Sun Apr 03, 2011 1:30 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27315

I had a few clients stop in to CAC, but we didn't show the fill in real time. I had them refresh their CSI data (as did I), and the bad bar was corrected and the fill was removed from their Order Sheets.
by zacharyoxman
Thu Mar 17, 2011 9:28 pm
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12145

Sticking by the system, I find that during times like this, it makes it all a bit (I said...a bit) easier to deal with.

These Yen moves are insane. The trade sizes both yesterday and today during the blow up and blow...down...today were some of the largest per trade that I've seen.

Wild.