Shaun12uk
Member
- Messages
- 92
- Likes
- 1
Do you mean the order book. If so I am not sure that anyone offers that level of data (level II) historically only the live orderbook.
I know even the subscription providers sharescope and prorealtime that I have used would struggle to provide that kind of information.
Maybe you would have to go to the professional LSE LIFFE for that kind of service/info which would not be cheap if available.
As another issue I noticed you are trading Prospreads - what is their charge for trading the FTSE Indices. Are you happy with them?
Which are you trading 3m etc. and what style are you using to trade day - tick charts or swing.
Cheers Shaun
I know even the subscription providers sharescope and prorealtime that I have used would struggle to provide that kind of information.
Maybe you would have to go to the professional LSE LIFFE for that kind of service/info which would not be cheap if available.
As another issue I noticed you are trading Prospreads - what is their charge for trading the FTSE Indices. Are you happy with them?
Which are you trading 3m etc. and what style are you using to trade day - tick charts or swing.
Cheers Shaun
Hi Shaun,
Yes - Order Book Data. I have basically drawn the same conclusion. Past Data for the order book is v.expensive. I think about £12.5k from LSE for daily order book rebuild data. This for me is prohibitively expensive at the moment.
I think I will end up collecting my own data via live feed (know any good / Cheap ones???). I looked at zen fire that is fantastic but not quite sure how I can use it just as a live feed without actually trading through a broker (i'd sooner spreadbet via ProSpreads for the actual trade).
I like ProSpreads and usually trade the current FTSE Futures contract (currently March 2010). You can try a demo with them to see for yourself. The charge (under 200 lots/Month) in total is 1 point (in and out) i.e. 1 contract = £10/pt. However im gutted they stopped using ninjatrader as I'd like to automate some of my trading strategies and it wouldve solved the live feed problem.
Im currently out of the market in "research" mode. I generally trade using a mixture of candlesticks (1min), stochastic (1min) chart, with the trend analysis (elliot waves)/ EMA's. Other times Support & Resistance , Fib Levels (sometimes tick). I dont usually stay in a position for more than an hour or two. Usually just minutes. I am aiming to get my strategies more robust this year.
I am looking to use Market Depth to improve my timing but am pretty much a beginner (in my 1st year Full Time since April) and very much still learning.
Thanks for the reply.
M
Yes - Order Book Data. I have basically drawn the same conclusion. Past Data for the order book is v.expensive. I think about £12.5k from LSE for daily order book rebuild data. This for me is prohibitively expensive at the moment.
I think I will end up collecting my own data via live feed (know any good / Cheap ones???). I looked at zen fire that is fantastic but not quite sure how I can use it just as a live feed without actually trading through a broker (i'd sooner spreadbet via ProSpreads for the actual trade).
I like ProSpreads and usually trade the current FTSE Futures contract (currently March 2010). You can try a demo with them to see for yourself. The charge (under 200 lots/Month) in total is 1 point (in and out) i.e. 1 contract = £10/pt. However im gutted they stopped using ninjatrader as I'd like to automate some of my trading strategies and it wouldve solved the live feed problem.
Im currently out of the market in "research" mode. I generally trade using a mixture of candlesticks (1min), stochastic (1min) chart, with the trend analysis (elliot waves)/ EMA's. Other times Support & Resistance , Fib Levels (sometimes tick). I dont usually stay in a position for more than an hour or two. Usually just minutes. I am aiming to get my strategies more robust this year.
I am looking to use Market Depth to improve my timing but am pretty much a beginner (in my 1st year Full Time since April) and very much still learning.
Thanks for the reply.
M
