Hi,
Looking possibility start latency arb trading on CME.
Plan trade SP500 e-mini.
Tried run this summer this project based on e-mini data analyze, but not successfully. In my opinion another arb guys removes my liquidity before 2-3 ms from my entry model's moment. I traded in CME DMA of course (sure I developed software that trades CME DMA via MDP3/FIX).
Send me direct message if you like talk with me about it, please.
PS. Why I'm thinking that it can work? I'm using this way for small latency arb fx (trade fx based on cme e6 futures data) trading now. It's small because in another way LP will cancel me.
Regards,
Eugene.
Looking possibility start latency arb trading on CME.
Plan trade SP500 e-mini.
Tried run this summer this project based on e-mini data analyze, but not successfully. In my opinion another arb guys removes my liquidity before 2-3 ms from my entry model's moment. I traded in CME DMA of course (sure I developed software that trades CME DMA via MDP3/FIX).
Send me direct message if you like talk with me about it, please.
PS. Why I'm thinking that it can work? I'm using this way for small latency arb fx (trade fx based on cme e6 futures data) trading now. It's small because in another way LP will cancel me.
Regards,
Eugene.
