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Reading between the lines of escourt2000, I really wish people would
have the courtesy to sign their posts, is that not many will use TF,
it will be thinly traded and harder to get a good price. ES might be
a better vehicle anyway due to the volume. When ER2 volume was 3.44K
this morning TF was 1.88K and ES was 458.3K, huge volume difference.
The spread on ES was 0.25 to ER2s and TF was 0.1 but the contract is
1200 vs 710 so I would expect a wider spread. TF may pick up after
ER2 expires.
The correct IB symbol on AB is TRZ8-NYBOT-FUT as others have
confirmed. You have to subscribe to the NYBOT exchange in Account
Management, fee $1/month, to get the symbol on TWS and the data into
AB. ICE may own it but IB or someone is still using NYBOT.
The larger TF volume over the last few days may be due to people
moving to TF from ER2. I will watch it to see of people start using
it more or as much as ER2.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "amarilloblanco"
<amarilloblanco@xxx> wrote:
>
> tfz8-nybot-fut is working right now for me using AmiBroker-
> InteractiveBrokers
> Ed.
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Richard Dale" <richard@> wrote:
> >
> > Lots has happened in this area.
> >
> >
> >
> > Russell have stopped giving the CME Group to list futures
contracts
> over its
> > indexes.
> >
> >
> >
> > ICE took over NYBOT in March 2008, closed all floor trading, and
> now all
> > US-based trading for ICE is called ICE Futures US. There is no
> longer an
> > exchange called NYBOT.
> >
> >
> >
> > Russel have contracted with ICE to allow them to list futures on
> the Russell
> > indexes. This happened in May 2007, and Russell futures have
been
> trading
> > on both CME Group and ICE Future US. The last Russell futures
> delivery
> > listed on CME Group is September 2009.
> >
> >
> >
> > Best regards,
> > Richard Dale.
> > Norgate Investor Services
> > - Premium quality Stock, Futures and Foreign Exchange Data for
> > markets in Australia, Asia, Canada, Europe, UK & USA -
> > www.premiumdata.net <http://www.premiumdata.net/>
> >
> >
> >
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of Barry Scarborough
> > Sent: Wednesday, 17 September 2008 8:56 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Symbol on AB RUT
> >
> >
> >
> > ES is the S$P 500 emini. What are you saying? Is the symbol I
gave
> > invalid? Or are people not useing as well as we would expect and
> that
> > makes you think it won't perrform as well as ER2 did? What has
> caused
> > people to give up on it? It just started. Will it recover later
as
> > people get used to it? What has ICE to do with it? Isn't the new
> RUT
> > emini on NYBOT not ICE?
> >
> > Confused,
> > Barry
> >
>
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