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I mean, is it that much delayed in its rendering?
Yes, my program received the data from Quick, but Quick itself only updated the table a few seconds later.
Yes, my program got the data from Quick, but Quick itself only updated the table a few seconds later.
There, I didn't trust Quick for nothing)
There, I didn't trust Quick for nothing.)
You can't trust anyone!
Only there is no Terminal - the Grail! (unfortunately)
I've been working on the spread (not on bid/ask, but on close) on Gazprom, the spread is about 10 - 15 p. On average, I think the commission will eat up all the profits. Or is it possible to catch more profitable divergence in a tumbler?
,
I've been working on the spread (not on bid/ask, but on close) on Gazprom, the spread is about 10 - 15 p. On average, I think the commission will eat up all the profit. Or is it possible to catch more profitable divergence in a tumbler?
,
I understood that they were looking at Gazprom (it's not clear which one), and everything else is "dark wood".
Realised that they were looking at Gazprom (not clear which one) and everything else was "dark wood".
gazprom is ordinary not a pref to futures.
If you look further afield, it's all right
What is it exactly? The formula: close (fut) - close(gazp)*100 futures
the total commission is 42.5 p. per round per contract by my calculations. If you want to catch inefficiency in the market or take long contracts and execute bids for shares at market when limits are reached.
This is not a commission. It's the difference in price between the commodity and the futures contract for it. If a futures contract is more expensive than a commodity, it's called a contango. If it's cheaper, it's called a backorder.