...sceeto Better Data Suite | A mind-bogglingly elagent conglomeration of order flow, price action, support\resistance

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...sceeto Classic | Our Tried and True Order Flow Indicators

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...sceeto S&P 500 Price Magnets | Freebie

NinjaTrader 7 version here

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TradeStation version here.

 

The trading world has changed dramatically over the last decade and it may be time for you to adapt your trading style to this reality. Here are 7 sound reasons why you should consider incorporating order flow information into your trading strategies.

1.

Professional Trading Algorithms Have Very Big Brains

Let’s face it, the top HFT and quant firms maintain significant benches of PhD's and computer programming whizzes.

Reality Check 01 | You are not going to write trading algorithms that are smarter than those being produced by the top HFT players.

2.

Algo Trading Has Become A Great Arms Race

As Michael Lewis demonstrated in his book, “Flash Boys”, the high frequency trading firms are quite willing to make significant capital investments in shaving microseconds, and even nanoseconds, off of their trade execution time.

Reality Check 02 | You are not going to get your orders filled faster than the top HFT players…so working trading strategies that are contingent upon fast fills is fruitless.

3.

More Data Means Better Information

The HFT and quant firms are looking at vast amounts of data – much more than you can bring down from the internet and process on your PC. These trading firms have access to significantly richer data sets to mine than you and this puts you at an information disadvantage. Do you envision that these firms are using this information advantage against you?

Reality Check 03 | To execute in the same markets as the HFT players you will need access to better information than you are currently using.

4.

Deeper Pockets – Better Risk Algos

Risk management is whole lot easier when you are highly capitalized. Risk management is even easier when you have a suite of algorithms constantly monitoring your positions and adjusting your trade risk automatically.

Reality Check 04 | Most traders don’t get into trouble because they have less than optimal risk management methods, they get into trouble because they don’t strictly adhere to their risk management methods. Instead of cost averaging or stopping out they double-down on losers and hold them too long.

5.

Steady Wins

HFT and algorithmic trading firms look for steady wins – they don’t swing for the fences. Their models detect very high probability setups and their trade execution algorithms manage these opportunities accordingly. In and out and in and out. They are always incrementally increasing their profits and moving on to the next trade.

Reality Check 05 | Many traders find themselves into trouble when morph a short-term losing trade into a longer term ‘wait and see and hope’ trade. 

If you have done this in your trading you may want to take a hint from the quants and look for consistent, yet small steady wins. Cash flow is the goal not overnight riches.

6.

No Tears

HFT trades are executed using strictly programmatically generated orders. There is no second guessing, no missed information because they took a phone call or got drowsy. The trading bots are not ‘ruthless’, they just don’t have any emotions.

Reality Check 06 | The HFT bots know what they are doing. If they are doing something, they are doing it for a well researched reason. Do you think that if they are doing something, it might behoove you to be aware of, and perhaps piggy-back their activities?

7.

The Counter-Party to Your Trade is Not Your Friend

It is unlikely that the counter-party to most of your trades is a retail day trader, or a pension fund buying long term investments for the hardworking school teachers, police, and firefighters of the world. 

It is more likely that the counter-party to your trades is a well informed, well capitalized trading bot who knows exactly what false technical analysis signal provoked you into clicking the Buy or Sell button on your screen

Reality Check 07 | The HFT bots know what you are doing. They are watching the order book and they know when a potential supply and demand imbalance can trigger an extended pulse of Price Discovery. Do you really want to be trading against these bot or do you want to be trading alongside of them?

8.

HFT Has Figured Out the Game For You.

The level of effort that was expended to develop and mature the electronic trading markets and the algos that dominate them is staggering.

This electronic market and algo build-out consumed some of the greatest minds of our time and the largest pools of capital in existence. It is a magnificent thing to behold. It is an effort that no one of us could even imagine accomplishing….yet the benefits of all of this work are available to those traders who are smart enough to see, and seize, this opportunity.

Reality Check 08 | Tada! Game Over. Slam Dunk. You no longer have to compete in hand to hand combat with these trading bots any longer. You can simply follow their lead. Our work has uncovered repeatable sequential patterns of order flow that coincide with price action. You, and your trading, can leverage the magnificent effort that was expended in building out today’s electronic market places.

 

 


Same Setup - Different Day

 

 Same setup -

 

Check Out Our Blog For Current Trade Examples That Were Inspired By Following HFT Activities

 

View the TradeOps Beta FAQ & download the TradeOps Beta Artifacts 

Today, imbalances in an order flow for a particular market will create a vacuum pocket within the transaction matching engine of that market, for instance in the forward e-Mini S&P 500 futures contract traded within CME's GLOBEX servers in Chicago.

As these vacuum pockets are filled, the Price Discovery process repsonds immediately, and in doing so, provides the nimble trader a quick opportunity.

This imbalance effect creates many nooks and crannies in the market that a traders can take advantage of.

The P&L below is from a ...sceeto trader who describes his approach as being 'extremenly opportunisitic'.

We will shortly be launching a service that allows subscribers to automatically shadow these trades in either a fully automated, semi-automated, or manual fashion.

If you are interested in this service, please reach out to us here.

Note | Due to the short-term nature of this trading methodology, and its impact on the depth of market, we will be limiting the number of subscription allocations for this service.

The following performance reports are for the forward e-mini S&P 500 futures contract.

These trade insights can also be administered using ETFs, via SPY, options, via SPX.

Each account allottment utilizes $30,000 of futures margin and can trade up to 5 (five) S&P 500 e-Mini futures contracts.

 

Inception (20-OCT-2014) to 31-DEC-2014 P&L
Start Date 10/20/2014 End Date 12/31/2014
Performance All Trades Long Trades Short Trades
Total Net Profit $12675.00 $11375.00 $1300.00
Total # of Trades 426 361 65
Percent Profitable 76.06% 74.79% 83.08%
# of Winning Trades 324 270 54
# of Losing Trades 102 91 11
Average Trade $29.75 $31.51 $20.00

 

DEC 2014 P&L
Start Date 12/1/2014 End Date 12/31/2014
Performance All Trades Long Trades Short Trades
Total Net Profit $4325.00 $4112.50 $212.50
Total # of Trades 196 184 12
Percent Profitable 69.39% 68.48% 83.33%
# of Winning Trades 136 126 10
# of Losing Trades 60 58 2
Average Trade $22.07 $22.35 $17.71

 

Monthly Trade Summary Report
Date Monthly Profit Gross Profit Gross Loss # of Trades % Win Average Trade Average Winner Average Loser Largest Winner Largest Loser
12-01-14 $4,325 $16,062.50 $-11,737.50 196 69.4% $22.07 $118.11 $-195.63 $575.00 $-1,100.00
11-01-14 $4,313 $5,987.50 $-1,675.00 114 78.9% $37.83 $66.53 $-69.79 $262.50 $-250.00
10-01-14 $4,038 $5,300.00 $-1,262.50 116 84.5% $34.81 $54.08 $-70.14 $187.50 $-237.50
 

Daily Trade Summary Report
Date Daily Profit Gross Profit Gross Loss # of Trades % Win Average Trade Average Winner Average Loser Largest Winner Largest Loser
12-31-14 $688 $1,100.00 $-412.50 14 71.4% $49.11 $110.00 $-103.13 $225.00 $-200.00
12-30-14 $338 $387.50 $-50.00 6 83.3% $56.25 $77.50 $-50.00 $125.00 $-50.00
12-29-14 $13 $12.50 $0.00 1 100.0% $12.50 $12.50 $0.00 $12.50 $0.00
12-23-14 $88 $87.50 $0.00 2 100.0% $43.75 $43.75 $0.00 $75.00 $0.00
12-22-14 $63 $62.50 $0.00 1 100.0% $62.50 $62.50 $0.00 $62.50 $0.00
12-19-14 $275 $325.00 $-50.00 5 80.0% $55.00 $81.25 $-50.00 $125.00 $-50.00
12-18-14 $25 $62.50 $-37.50 2 50.0% $12.50 $62.50 $-37.50 $62.50 $-37.50
12-17-14 $700 $712.50 $-12.50 8 87.5% $87.50 $101.79 $-12.50 $200.00 $-12.50
12-16-14 $-900 $1,750.00 $-2,650.00 23 60.9% $-39.13 $125.00 $-294.44 $575.00 $-662.50
12-15-14 $563 $675.00 $-112.50 9 77.8% $62.50 $96.43 $-56.25 $175.00 $-87.50
12-12-14 $925 $1,000.00 $-75.00 6 83.3% $154.17 $200.00 $-75.00 $287.50 $-75.00
12-11-14 $2,975 $4,237.50 $-1,262.50 32 65.6% $92.97 $201.79 $-114.77 $475.00 $-250.00
12-10-14 $-3,950 $650.00 $-4,600.00 16 43.8% $-246.88 $92.86 $-511.11 $212.50 $-1,100.00
12-09-14 $800 $2,000.00 $-1,200.00 17 64.7% $47.06 $181.82 $-200.00 $375.00 $-425.00
12-08-14 $250 $700.00 $-450.00 11 72.7% $22.73 $87.50 $-150.00 $175.00 $-250.00
12-05-14 $200 $262.50 $-62.50 6 66.7% $33.33 $65.63 $-31.25 $100.00 $-37.50
12-04-14 $438 $800.00 $-362.50 16 75.0% $27.34 $66.67 $-90.63 $162.50 $-162.50
12-03-14 $125 $125.00 $0.00 3 100.0% $41.67 $41.67 $0.00 $50.00 $0.00
12-02-14 $175 $175.00 $0.00 3 100.0% $58.33 $58.33 $0.00 $162.50 $0.00
12-01-14 $538 $937.50 $-400.00 15 66.7% $35.83 $93.75 $-80.00 $212.50 $-162.50
11-26-14 $225 $225.00 $0.00 3 100.0% $75.00 $75.00 $0.00 $100.00 $0.00
11-25-14 $313 $337.50 $-25.00 8 87.5% $39.06 $48.21 $-25.00 $112.50 $-25.00
11-24-14 $188 $187.50 $0.00 4 100.0% $46.88 $46.88 $0.00 $100.00 $0.00
11-21-14 $238 $950.00 $-712.50 18 61.1% $13.19 $86.36 $-101.79 $200.00 $-250.00
11-20-14 $150 $150.00 $0.00 2 100.0% $75.00 $75.00 $0.00 $100.00 $0.00
11-19-14 $538 $650.00 $-112.50 12 75.0% $44.79 $72.22 $-37.50 $262.50 $-75.00
11-18-14 $-75 $175.00 $-250.00 5 60.0% $-15.00 $58.33 $-125.00 $75.00 $-225.00
11-17-14 $200 $200.00 $0.00 3 100.0% $66.67 $66.67 $0.00 $100.00 $0.00
11-14-14 $113 $112.50 $0.00 3 100.0% $37.50 $37.50 $0.00 $50.00 $0.00
11-13-14 $513 $600.00 $-87.50 12 75.0% $42.71 $66.67 $-29.17 $100.00 $-37.50
11-12-14 $188 $187.50 $0.00 6 100.0% $31.25 $31.25 $0.00 $125.00 $0.00
11-11-14 $150 $150.00 $0.00 2 100.0% $75.00 $75.00 $0.00 $100.00 $0.00
11-07-14 $213 $212.50 $0.00 3 100.0% $70.83 $70.83 $0.00 $100.00 $0.00
11-06-14 $438 $462.50 $-25.00 6 83.3% $72.92 $92.50 $-25.00 $175.00 $-25.00
11-05-14 $275 $312.50 $-37.50 8 75.0% $34.38 $52.08 $-18.75 $125.00 $-25.00
11-04-14 $425 $675.00 $-250.00 9 66.7% $47.22 $112.50 $-83.33 $200.00 $-100.00
11-03-14 $225 $400.00 $-175.00 10 80.0% $22.50 $50.00 $-87.50 $150.00 $-137.50
10-31-14 $113 $175.00 $-62.50 4 75.0% $28.13 $58.33 $-62.50 $125.00 $-62.50
10-30-14 $438 $487.50 $-50.00 14 92.9% $31.25 $37.50 $-50.00 $100.00 $-50.00
10-29-14 $838 $875.00 $-37.50 16 93.8% $52.34 $58.33 $-37.50 $187.50 $-37.50
10-28-14 $200 $225.00 $-25.00 8 87.5% $25.00 $32.14 $-25.00 $100.00 $-25.00
10-27-14 $513 $925.00 $-412.50 16 75.0% $32.03 $77.08 $-103.13 $175.00 $-175.00
10-24-14 $463 $500.00 $-37.50 9 88.9% $51.39 $62.50 $-37.50 $150.00 $-37.50
10-23-14 $450 $762.50 $-312.50 11 81.8% $40.91 $84.72 $-156.25 $150.00 $-237.50
10-22-14 $150 $187.50 $-37.50 8 87.5% $18.75 $26.79 $-37.50 $62.50 $-37.50
10-21-14 $325 $412.50 $-87.50 11 90.9% $29.55 $41.25 $-87.50 $100.00 $-87.50
10-20-14 $550 $750.00 $-200.00 19 73.7% $28.95 $53.57 $-40.00 $187.50 $-112.50
 

 

All Trades
Trade-# Market pos. Quantity Entry price Exit price Entry time Exit time Profit Cum. profit
426 Long 1 2051.00 2053.00 12/31/14 1:00 PM 12/31/14 1:09 PM $100.00 $12,675.00
425 Long 1 2052.00 2055.00 12/31/14 12:52 PM 12/31/14 12:56 PM $150.00 $12,575.00
424 Long 1 2054.00 2055.00 12/31/14 12:50 PM 12/31/14 12:56 PM $50.00 $12,425.00
423 Long 1 2055.75 2055.00 12/31/14 12:47 PM 12/31/14 12:56 PM $-37.50 $12,375.00
422 Long 1 2060.00 2064.50 12/31/14 11:41 AM 12/31/14 12:23 PM $225.00 $12,412.50
421 Long 1 2061.50 2064.50 12/31/14 11:39 AM 12/31/14 12:23 PM $150.00 $12,187.50
420 Long 1 2061.50 2064.50 12/31/14 11:21 AM 12/31/14 12:23 PM $150.00 $12,037.50
419 Long 1 2063.00 2064.50 12/31/14 11:20 AM 12/31/14 12:23 PM $75.00 $11,887.50
418 Long 1 2064.50 2064.50 12/31/14 11:16 AM 12/31/14 12:23 PM $0.00 $11,812.50
417 Long 1 2065.75 2064.50 12/31/14 11:08 AM 12/31/14 12:23 PM $-62.50 $11,812.50
416 Long 1 2068.50 2064.50 12/31/14 10:56 AM 12/31/14 12:23 PM $-200.00 $11,875.00
415 Long 1 2068.50 2071.75 12/31/14 9:26 AM 12/31/14 10:05 AM $162.50 $12,075.00
414 Long 1 2071.00 2071.75 12/31/14 9:22 AM 12/31/14 10:05 AM $37.50 $11,912.50
413 Long 1 2074.00 2071.75 12/31/14 9:19 AM 12/31/14 10:05 AM $-112.50 $11,875.00
412 Long 1 2074.75 2075.75 12/30/14 10:41 AM 12/30/14 11:37 AM $50.00 $11,987.50
411 Long 1 2076.75 2075.75 12/30/14 10:28 AM 12/30/14 11:37 AM $-50.00 $11,937.50
410 Long 1 2077.00 2079.00 12/30/14 8:14 AM 12/30/14 8:20 AM $100.00 $11,987.50
409 Long 1 2077.00 2079.50 12/30/14 7:38 AM 12/30/14 7:56 AM $125.00 $11,887.50
408 Long 1 2078.00 2078.25 12/30/14 7:00 AM 12/30/14 7:46 AM $12.50 $11,762.50
407 Long 1 2078.50 2080.50 12/30/14 5:45 AM 12/30/14 6:04 AM $100.00 $11,750.00
406 Long 1 2086.00 2086.25 12/29/14 9:17 AM 12/29/14 9:30 AM $12.50 $11,650.00
405 Long 1 2077.25 2077.50 12/23/14 7:40 AM 12/23/14 7:53 AM $12.50 $11,637.50
404 Long 1 2078.50 2080.00 12/23/14 6:49 AM 12/23/14 6:50 AM $75.00 $11,625.00
403 Long 1 2069.75 2071.00 12/22/14 6:36 AM 12/22/14 6:44 AM $62.50 $11,550.00
402 Long 1 2061.00 2063.00 12/19/14 7:49 AM 12/19/14 7:58 AM $100.00 $11,487.50
401 Long 1 2060.50 2061.50 12/19/14 6:57 AM 12/19/14 6:58 AM $50.00 $11,387.50
400 Long 1 2057.50 2060.00 12/19/14 6:43 AM 12/19/14 6:49 AM $125.00 $11,337.50
399 Long 1 2059.00 2060.00 12/19/14 6:41 AM 12/19/14 6:49 AM $50.00 $11,212.50
398 Long 1 2060.50 2059.50 12/19/14 6:40 AM 12/19/14 6:48 AM $-50.00 $11,162.50
397 Long 1 2028.00 2029.25 12/18/14 8:08 AM 12/18/14 8:15 AM $62.50 $11,212.50
396 Long 1 2030.00 2029.25 12/18/14 8:02 AM 12/18/14 8:15 AM $-37.50 $11,150.00
395 Long 1 1985.75 1989.75 12/17/14 12:01 PM 12/17/14 12:05 PM $200.00 $11,187.50
394 Long 1 1990.25 1992.50 12/17/14 11:50 AM 12/17/14 11:52 AM $112.50 $10,987.50
393 Long 1 1992.50 1992.25 12/17/14 11:45 AM 12/17/14 11:51 AM $-12.50 $10,875.00
392 Long 1 1996.75 1998.75 12/17/14 11:32 AM 12/17/14 11:33 AM $100.00 $10,887.50
391 Long 1 1983.50 1985.50 12/17/14 9:42 AM 12/17/14 9:50 AM $100.00 $10,787.50
390 Long 1 1972.75 1975.75 12/17/14 7:31 AM 12/17/14 7:33 AM $150.00 $10,687.50
389 Long 1 1970.00 1970.75 12/17/14 6:05 AM 12/17/14 6:09 AM $37.50 $10,537.50
388 Long 1 1971.00 1971.25 12/17/14 6:04 AM 12/17/14 6:09 AM $12.50 $10,500.00
387 Long 1 1966.00 1969.00 12/16/14 1:03 PM 12/16/14 3:20 PM $150.00 $10,487.50
386 Long 1 1967.25 1968.50 12/16/14 12:59 PM 12/16/14 3:19 PM $62.50 $10,337.50
385 Long 1 1968.00 1968.25 12/16/14 12:57 PM 12/16/14 3:18 PM $12.50 $10,275.00
384 Long 1 1969.00 1968.50 12/16/14 12:53 PM 12/16/14 3:18 PM $-25.00 $10,262.50
383 Long 1 1973.50 1968.00 12/16/14 12:42 PM 12/16/14 3:01 PM $-275.00 $10,287.50
382 Long 1 1977.25 1968.25 12/16/14 12:38 PM 12/16/14 1:03 PM $-450.00 $10,562.50
381 Long 1 1980.00 1969.00 12/16/14 12:36 PM 12/16/14 1:01 PM $-550.00 $11,012.50
380 Long 1 1978.50 1980.50 12/16/14 12:25 PM 12/16/14 12:32 PM $100.00 $11,562.50
379 Long 1 1981.50 1980.50 12/16/14 12:24 PM 12/16/14 12:32 PM $-50.00 $11,462.50
378 Long 1 1983.00 1983.25 12/16/14 12:08 PM 12/16/14 12:19 PM $12.50 $11,512.50
377 Long 1 1987.00 1989.00 12/16/14 11:36 AM 12/16/14 11:39 AM $100.00 $11,500.00
376 Long 1 1980.00 1986.75 12/16/14 10:31 AM 12/16/14 10:41 AM $337.50 $11,400.00
375 Long 1 1983.25 1986.75 12/16/14 10:19 AM 12/16/14 10:41 AM $175.00 $11,062.50
374 Long 1 1985.00 1986.75 12/16/14 10:13 AM 12/16/14 10:41 AM $87.50 $10,887.50
373 Long 1 1988.50 1986.75 12/16/14 10:10 AM 12/16/14 10:41 AM $-87.50 $10,800.00
372 Long 1 1992.00 1986.75 12/16/14 10:06 AM 12/16/14 10:41 AM $-262.50 $10,887.50
371 Long 1 1994.25 1994.50 12/16/14 9:46 AM 12/16/14 9:49 AM $12.50 $11,150.00
370 Long 1 1973.25 1974.00 12/16/14 6:38 AM 12/16/14 6:42 AM $37.50 $11,137.50
369 Long 1 1974.00 1975.25 12/16/14 6:38 AM 12/16/14 6:41 AM $62.50 $11,100.00
368 Long 1 1970.75 1971.25 12/16/14 6:31 AM 12/16/14 6:32 AM $25.00 $11,037.50
367 Long 1 1962.00 1973.50 12/16/14 4:25 AM 12/16/14 5:16 AM $575.00 $11,012.50
366 Long 1 1976.00 1970.25 12/16/14 3:59 AM 12/16/14 4:31 AM $-287.50 $10,437.50
365 Long 1 1981.50 1968.25 12/16/14 3:51 AM 12/16/14 4:30 AM $-662.50 $10,725.00
364 Long 1 1988.00 1990.75 12/15/14 1:42 PM 12/15/14 2:04 PM $137.50 $11,387.50
363 Long 1 1991.50 1993.50 12/15/14 11:20 AM 12/15/14 11:22 AM $100.00 $11,250.00
362 Long 1 1995.00 1996.00 12/15/14 8:15 AM 12/15/14 8:17 AM $50.00 $11,150.00
361 Long 1 1997.00 1999.50 12/15/14 8:05 AM 12/15/14 8:09 AM $125.00 $11,100.00
360 Long 1 2000.00 1999.50 12/15/14 8:04 AM 12/15/14 8:09 AM $-25.00 $10,975.00
359 Long 1 1998.50 2002.00 12/15/14 7:44 AM 12/15/14 7:50 AM $175.00 $11,000.00
358 Long 1 2000.75 2002.00 12/15/14 7:39 AM 12/15/14 7:50 AM $62.50 $10,825.00
357 Long 1 2003.75 2002.00 12/15/14 7:34 AM 12/15/14 7:50 AM $-87.50 $10,762.50
356 Long 1 2005.75 2006.25 12/15/14 7:22 AM 12/15/14 7:26 AM $25.00 $10,850.00
355 Long 1 2012.25 2017.00 12/12/14 8:59 AM 12/12/14 9:23 AM $237.50 $10,825.00
354 Long 1 2016.00 2017.00 12/12/14 8:02 AM 12/12/14 9:23 AM $50.00 $10,587.50
353 Long 1 2021.00 2019.50 12/12/14 7:51 AM 12/12/14 8:15 AM $-75.00 $10,537.50
352 Long 1 2019.50 2023.00 12/12/14 6:31 AM 12/12/14 6:33 AM $175.00 $10,612.50
351 Long 1 2017.25 2023.00 12/12/14 2:59 AM 12/12/14 4:28 AM $287.50 $10,437.50
350 Long 1 2025.50 2030.50 12/11/14 8:10 PM 12/12/14 12:08 AM $250.00 $10,150.00
349 Long 1 2027.00 2030.00 12/11/14 4:22 PM 12/11/14 4:47 PM $150.00 $9,900.00
348 Long 1 2028.50 2029.25 12/11/14 3:30 PM 12/11/14 3:43 PM $37.50 $9,750.00
347 Long 1 2025.00 2029.50 12/11/14 1:36 PM 12/11/14 2:13 PM $225.00 $9,712.50
346 Long 1 2027.00 2029.50 12/11/14 1:33 PM 12/11/14 2:13 PM $125.00 $9,487.50
345 Long 1 2030.00 2029.50 12/11/14 1:18 PM 12/11/14 2:13 PM $-25.00 $9,362.50
344 Long 1 2032.00 2029.50 12/11/14 1:03 PM 12/11/14 2:13 PM $-125.00 $9,387.50
343 Long 1 2031.75 2036.00 12/11/14 12:53 PM 12/11/14 12:59 PM $212.50 $9,512.50
342 Long 1 2034.00 2036.00 12/11/14 12:51 PM 12/11/14 12:59 PM $100.00 $9,300.00
341 Long 1 2036.00 2036.00 12/11/14 12:49 PM 12/11/14 12:59 PM $0.00 $9,200.00
340 Long 1 2038.25 2036.00 12/11/14 12:46 PM 12/11/14 12:59 PM $-112.50 $9,200.00
339 Long 1 2037.25 2042.75 12/11/14 11:58 AM 12/11/14 12:16 PM $275.00 $9,312.50
338 Long 1 2038.00 2042.75 12/11/14 11:49 AM 12/11/14 12:16 PM $237.50 $9,037.50
337 Long 1 2038.50 2042.75 12/11/14 11:47 AM 12/11/14 12:16 PM $212.50 $8,800.00
336 Long 1 2041.00 2042.75 12/11/14 11:46 AM 12/11/14 12:16 PM $87.50 $8,587.50
335 Long 1 2042.00 2042.75 12/11/14 11:46 AM 12/11/14 12:16 PM $37.50 $8,500.00
334 Long 1 2042.00 2042.75 12/11/14 11:33 AM 12/11/14 12:16 PM $37.50 $8,462.50
333 Long 1 2043.50 2042.75 12/11/14 11:28 AM 12/11/14 12:16 PM $-37.50 $8,425.00
332 Long 1 2044.50 2042.75 12/11/14 11:27 AM 12/11/14 12:16 PM $-87.50 $8,462.50
331 Long 1 2045.50 2042.75 12/11/14 11:27 AM 12/11/14 12:16 PM $-137.50 $8,550.00
330 Long 1 2047.00 2042.75 12/11/14 11:01 AM 12/11/14 12:16 PM $-212.50 $8,687.50
329 Long 1 2048.00 2043.00 12/11/14 10:59 AM 12/11/14 12:14 PM $-250.00 $8,900.00
328 Short 1 2050.75 2052.75 12/11/14 7:25 AM 12/11/14 7:53 AM $-100.00 $9,150.00
327 Long 1 2032.00 2036.00 12/11/14 5:44 AM 12/11/14 6:31 AM $200.00 $9,250.00
326 Long 1 2028.00 2031.25 12/11/14 5:18 AM 12/11/14 5:30 AM $162.50 $9,050.00
325 Long 1 2029.00 2031.25 12/11/14 5:17 AM 12/11/14 5:30 AM $112.50 $8,887.50
324 Long 1 2032.00 2031.25 12/11/14 5:07 AM 12/11/14 5:30 AM $-37.50 $8,775.00
323 Long 1 2034.00 2031.25 12/11/14 4:53 AM 12/11/14 5:30 AM $-137.50 $8,812.50
322 Long 1 2024.50 2033.00 12/10/14 4:04 PM 12/11/14 2:31 AM $425.00 $8,950.00
321 Long 1 2024.50 2034.00 12/10/14 3:18 PM 12/11/14 2:20 AM $475.00 $8,525.00
320 Long 1 2025.00 2033.00 12/10/14 3:17 PM 12/11/14 2:19 AM $400.00 $8,050.00
319 Long 1 2027.50 2033.00 12/10/14 12:45 PM 12/11/14 2:19 AM $275.00 $7,650.00
318 Long 1 2024.00 2033.00 12/10/14 12:04 PM 12/11/14 2:19 AM $450.00 $7,375.00
317 Long 1 2026.25 2030.50 12/10/14 11:58 AM 12/10/14 5:50 PM $212.50 $6,925.00
316 Long 1 2028.00 2030.50 12/10/14 11:38 AM 12/10/14 5:49 PM $125.00 $6,712.50
315 Long 1 2029.00 2030.50 12/10/14 11:31 AM 12/10/14 5:49 PM $75.00 $6,587.50
314 Long 1 2029.75 2029.00 12/10/14 11:30 AM 12/10/14 5:38 PM $-37.50 $6,512.50
313 Long 1 2031.00 2029.00 12/10/14 11:24 AM 12/10/14 5:38 PM $-100.00 $6,550.00
312 Long 1 2032.00 2026.50 12/10/14 11:24 AM 12/10/14 4:40 PM $-275.00 $6,650.00
311 Long 1 2035.00 2026.50 12/10/14 10:59 AM 12/10/14 4:40 PM $-425.00 $6,925.00
310 Long 1 2036.00 2027.00 12/10/14 10:50 AM 12/10/14 3:43 PM $-450.00 $7,350.00
309 Long 1 2038.50 2033.00 12/10/14 10:47 AM 12/10/14 12:22 PM $-275.00 $7,800.00
308 Long 1 2047.75 2029.50 12/10/14 6:49 AM 12/10/14 12:14 PM $-912.50 $8,075.00
307 Long 1 2050.00 2029.50 12/10/14 6:45 AM 12/10/14 12:14 PM $-1,025.00 $8,987.50
306 Long 1 2050.00 2028.00 12/10/14 6:36 AM 12/10/14 12:09 PM $-1,100.00 $10,012.50
305 Long 1 2051.00 2053.00 12/10/14 6:31 AM 12/10/14 6:39 AM $100.00 $11,112.50
304 Long 1 2052.00 2053.00 12/10/14 6:15 AM 12/10/14 6:32 AM $50.00 $11,012.50
303 Long 1 2052.00 2053.25 12/10/14 5:17 AM 12/10/14 6:24 AM $62.50 $10,962.50
302 Long 1 2053.25 2053.75 12/10/14 5:05 AM 12/10/14 5:29 AM $25.00 $10,900.00
301 Long 1 2039.50 2041.50 12/9/14 8:10 AM 12/9/14 8:19 AM $100.00 $10,875.00
300 Long 1 2033.50 2037.75 12/9/14 7:33 AM 12/9/14 7:40 AM $212.50 $10,775.00
299 Long 1 2035.00 2037.75 12/9/14 7:32 AM 12/9/14 7:40 AM $137.50 $10,562.50
298 Long 1 2038.25 2037.75 12/9/14 7:25 AM 12/9/14 7:40 AM $-25.00 $10,425.00
297 Long 1 2040.50 2037.75 12/9/14 7:13 AM 12/9/14 7:40 AM $-137.50 $10,450.00
296 Long 1 2037.00 2044.50 12/9/14 6:36 AM 12/9/14 6:59 AM $375.00 $10,587.50
295 Long 1 2038.00 2044.50 12/9/14 6:29 AM 12/9/14 6:59 AM $325.00 $10,212.50
294 Long 1 2040.25 2044.50 12/9/14 5:32 AM 12/9/14 6:59 AM $212.50 $9,887.50
293 Long 1 2039.75 2044.50 12/9/14 5:29 AM 12/9/14 6:59 AM $237.50 $9,675.00
292 Long 1 2044.00 2044.50 12/9/14 4:41 AM 12/9/14 6:59 AM $25.00 $9,437.50
291 Long 1 2046.50 2044.50 12/9/14 4:41 AM 12/9/14 6:59 AM $-100.00 $9,412.50
290 Long 1 2048.00 2040.50 12/9/14 4:37 AM 12/9/14 6:42 AM $-375.00 $9,512.50
289 Long 1 2051.50 2043.00 12/9/14 3:44 AM 12/9/14 5:52 AM $-425.00 $9,887.50
288 Long 1 2052.50 2054.50 12/9/14 1:45 AM 12/9/14 2:07 AM $100.00 $10,312.50
287 Long 1 2051.00 2055.25 12/9/14 12:44 AM 12/9/14 1:28 AM $212.50 $10,212.50
286 Long 1 2054.00 2055.25 12/8/14 7:56 PM 12/9/14 1:28 AM $62.50 $10,000.00
285 Long 1 2058.00 2055.25 12/8/14 6:19 PM 12/9/14 1:28 AM $-137.50 $9,937.50
284 Long 1 2058.00 2060.25 12/8/14 12:50 PM 12/8/14 12:55 PM $112.50 $10,075.00
283 Long 1 2060.00 2060.25 12/8/14 12:34 PM 12/8/14 12:55 PM $12.50 $9,962.50
282 Long 1 2059.00 2061.00 12/8/14 12:07 PM 12/8/14 12:22 PM $100.00 $9,950.00
281 Short 1 2062.00 2061.00 12/8/14 11:52 AM 12/8/14 11:59 AM $50.00 $9,850.00
280 Long 1 2058.00 2061.50 12/8/14 10:36 AM 12/8/14 11:49 AM $175.00 $9,800.00
279 Long 1 2060.50 2061.50 12/8/14 10:33 AM 12/8/14 11:49 AM $50.00 $9,625.00
278 Long 1 2062.25 2061.50 12/8/14 10:21 AM 12/8/14 11:49 AM $-37.50 $9,575.00
277 Long 1 2064.75 2061.50 12/8/14 10:14 AM 12/8/14 11:49 AM $-162.50 $9,612.50
276 Long 1 2066.50 2061.50 12/8/14 10:13 AM 12/8/14 11:49 AM $-250.00 $9,775.00
275 Long 1 2065.50 2067.50 12/8/14 9:18 AM 12/8/14 9:41 AM $100.00 $10,025.00
274 Long 1 2069.00 2071.00 12/8/14 6:32 AM 12/8/14 6:35 AM $100.00 $9,925.00
273 Long 1 2070.75 2072.50 12/5/14 12:47 PM 12/5/14 12:57 PM $87.50 $9,825.00
272 Long 1 2072.25 2072.50 12/5/14 12:35 PM 12/5/14 12:57 PM $12.50 $9,737.50
271 Long 1 2073.00 2072.50 12/5/14 12:33 PM 12/5/14 12:57 PM $-25.00 $9,725.00
270 Long 1 2073.00 2074.25 12/5/14 11:55 AM 12/5/14 12:05 PM $62.50 $9,750.00
269 Long 1 2075.00 2074.25 12/5/14 11:31 AM 12/5/14 12:05 PM $-37.50 $9,687.50
268 Long 1 2070.00 2072.00 12/5/14 6:01 AM 12/5/14 6:10 AM $100.00 $9,725.00
267 Long 1 2066.00 2068.00 12/4/14 12:23 PM 12/4/14 12:34 PM $100.00 $9,625.00
266 Long 1 2067.00 2068.00 12/4/14 12:23 PM 12/4/14 12:34 PM $50.00 $9,525.00
265 Long 1 2068.00 2068.00 12/4/14 12:21 PM 12/4/14 12:34 PM $0.00 $9,475.00
264 Long 1 2069.50 2068.00 12/4/14 12:19 PM 12/4/14 12:34 PM $-75.00 $9,475.00
263 Long 1 2070.00 2071.75 12/4/14 11:51 AM 12/4/14 12:05 PM $87.50 $9,550.00
262 Long 1 2071.25 2071.75 12/4/14 11:35 AM 12/4/14 12:05 PM $25.00 $9,462.50
261 Short 1 2076.50 2073.25 12/4/14 9:32 AM 12/4/14 9:37 AM $162.50 $9,437.50
260 Short 1 2073.50 2073.25 12/4/14 9:32 AM 12/4/14 9:37 AM $12.50 $9,275.00
259 Short 1 2070.00 2073.25 12/4/14 9:08 AM 12/4/14 9:37 AM $-162.50 $9,262.50
258 Long 1 2063.00 2066.00 12/4/14 7:38 AM 12/4/14 8:44 AM $150.00 $9,425.00
257 Long 1 2064.50 2066.00 12/4/14 7:36 AM 12/4/14 8:44 AM $75.00 $9,275.00
256 Long 1 2066.50 2066.00 12/4/14 7:30 AM 12/4/14 8:44 AM $-25.00 $9,200.00
255 Long 1 2068.00 2066.00 12/4/14 7:28 AM 12/4/14 8:44 AM $-100.00 $9,225.00
254 Short 1 2069.50 2069.00 12/4/14 6:16 AM 12/4/14 6:28 AM $25.00 $9,325.00
253 Short 1 2069.25 2069.00 12/4/14 6:12 AM 12/4/14 6:28 AM $12.50 $9,300.00
252 Short 1 2071.00 2069.00 12/4/14 5:42 AM 12/4/14 5:51 AM $100.00 $9,287.50
251 Long 1 2069.25 2069.75 12/3/14 8:57 AM 12/3/14 9:50 AM $25.00 $9,187.50
250 Long 1 2068.00 2069.00 12/3/14 7:07 AM 12/3/14 7:10 AM $50.00 $9,162.50
249 Short 1 2067.50 2066.50 12/3/14 6:28 AM 12/3/14 6:32 AM $50.00 $9,112.50
248 Short 1 2067.50 2067.25 12/2/14 11:49 AM 12/2/14 11:57 AM $12.50 $9,062.50
247 Short 1 2062.75 2062.75 12/2/14 8:00 AM 12/2/14 8:03 AM $0.00 $9,050.00
246 Long 1 2052.50 2055.75 12/2/14 6:30 AM 12/2/14 6:34 AM $162.50 $9,050.00
245 Long 1 2050.75 2052.50 12/1/14 1:15 PM 12/1/14 4:37 PM $87.50 $8,887.50
244 Long 1 2051.25 2052.50 12/1/14 1:10 PM 12/1/14 4:37 PM $62.50 $8,800.00
243 Long 1 2054.25 2052.50 12/1/14 12:38 PM 12/1/14 4:37 PM $-87.50 $8,737.50
242 Long 1 2054.50 2055.25 12/1/14 11:05 AM 12/1/14 12:03 PM $37.50 $8,825.00
241 Long 1 2055.50 2055.25 12/1/14 11:05 AM 12/1/14 12:03 PM $-12.50 $8,787.50
240 Long 1 2050.50 2053.50 12/1/14 7:51 AM 12/1/14 8:22 AM $150.00 $8,800.00
239 Long 1 2053.00 2053.50 12/1/14 7:38 AM 12/1/14 8:22 AM $25.00 $8,650.00
238 Long 1 2054.00 2053.50 12/1/14 7:37 AM 12/1/14 8:22 AM $-25.00 $8,625.00
237 Long 1 2052.25 2056.00 12/1/14 7:08 AM 12/1/14 7:16 AM $187.50 $8,650.00
236 Long 1 2049.75 2054.00 12/1/14 6:51 AM 12/1/14 7:01 AM $212.50 $8,462.50
235 Long 1 2051.75 2054.00 12/1/14 6:50 AM 12/1/14 7:01 AM $112.50 $8,250.00
234 Long 1 2053.75 2054.00 12/1/14 6:49 AM 12/1/14 7:01 AM $12.50 $8,137.50
233 Long 1 2056.25 2054.00 12/1/14 6:47 AM 12/1/14 7:01 AM $-112.50 $8,125.00
232 Long 1 2057.25 2054.00 12/1/14 6:45 AM 12/1/14 7:01 AM $-162.50 $8,237.50
231 Short 1 2060.00 2059.00 12/1/14 6:17 AM 12/1/14 6:23 AM $50.00 $8,400.00
230 Long 1 2065.50 2066.50 11/26/14 7:05 AM 11/26/14 7:06 AM $50.00 $8,350.00
229 Short 1 2068.50 2067.00 11/26/14 6:30 AM 11/26/14 6:34 AM $75.00 $8,300.00
228 Long 1 2066.50 2068.50 11/26/14 5:00 AM 11/26/14 5:12 AM $100.00 $8,225.00
227 Long 1 2067.00 2068.00 11/25/14 11:48 AM 11/25/14 12:01 PM $50.00 $8,125.00
226 Short 1 2069.50 2069.00 11/25/14 9:44 AM 11/25/14 9:52 AM $25.00 $8,075.00
225 Short 1 2068.50 2069.00 11/25/14 9:42 AM 11/25/14 9:52 AM $-25.00 $8,050.00
224 Long 1 2063.00 2065.25 11/25/14 8:16 AM 11/25/14 8:32 AM $112.50 $8,075.00
223 Long 1 2064.50 2065.25 11/25/14 8:10 AM 11/25/14 8:32 AM $37.50 $7,962.50
222 Long 1 2065.00 2065.25 11/25/14 8:02 AM 11/25/14 8:32 AM $12.50 $7,925.00
221 Long 1 2066.25 2068.25 11/25/14 7:05 AM 11/25/14 7:29 AM $100.00 $7,912.50
220 Long 1 2068.25 2068.25 11/25/14 6:51 AM 11/25/14 7:29 AM $0.00 $7,812.50
219 Long 1 2064.75 2065.75 11/24/14 8:38 AM 11/24/14 8:44 AM $50.00 $7,812.50
218 Long 1 2065.25 2067.25 11/24/14 6:52 AM 11/24/14 7:11 AM $100.00 $7,762.50
217 Long 1 2066.25 2066.50 11/24/14 6:42 AM 11/24/14 7:09 AM $12.50 $7,662.50
216 Short 1 2068.50 2068.00 11/24/14 6:35 AM 11/24/14 6:37 AM $25.00 $7,650.00
215 Long 1 2058.75 2059.75 11/21/14 11:55 AM 11/21/14 12:00 PM $50.00 $7,625.00
214 Long 1 2056.00 2058.75 11/21/14 11:30 AM 11/21/14 11:42 AM $137.50 $7,575.00
213 Long 1 2057.00 2058.75 11/21/14 11:26 AM 11/21/14 11:42 AM $87.50 $7,437.50
212 Long 1 2058.50 2058.75 11/21/14 11:20 AM 11/21/14 11:42 AM $12.50 $7,350.00
211 Long 1 2059.50 2058.75 11/21/14 11:16 AM 11/21/14 11:42 AM $-37.50 $7,337.50
210 Short 1 2059.75 2059.50 11/21/14 10:54 AM 11/21/14 10:57 AM $12.50 $7,375.00
209 Long 1 2055.00 2059.00 11/21/14 10:31 AM 11/21/14 10:53 AM $200.00 $7,362.50
208 Long 1 2057.00 2059.00 11/21/14 10:26 AM 11/21/14 10:53 AM $100.00 $7,162.50
207 Long 1 2058.00 2059.00 11/21/14 10:09 AM 11/21/14 10:53 AM $50.00 $7,062.50
206 Long 1 2059.50 2059.00 11/21/14 9:55 AM 11/21/14 10:53 AM $-25.00 $7,012.50
205 Long 1 2060.50 2059.00 11/21/14 9:28 AM 11/21/14 10:53 AM $-75.00 $7,037.50
204 Long 1 2063.00 2059.00 11/21/14 8:41 AM 11/21/14 10:53 AM $-200.00 $7,112.50
203 Long 1 2064.00 2059.00 11/21/14 8:36 AM 11/21/14 10:53 AM $-250.00 $7,312.50
202 Short 1 2071.00 2068.00 11/21/14 6:28 AM 11/21/14 6:44 AM $150.00 $7,562.50
201 Short 1 2070.50 2068.75 11/21/14 5:19 AM 11/21/14 5:30 AM $87.50 $7,412.50
200 Short 1 2070.00 2068.75 11/21/14 5:18 AM 11/21/14 5:30 AM $62.50 $7,325.00
199 Short 1 2068.00 2068.75 11/21/14 4:57 AM 11/21/14 5:30 AM $-37.50 $7,262.50
198 Short 1 2067.00 2068.75 11/21/14 4:36 AM 11/21/14 5:30 AM $-87.50 $7,300.00
197 Long 1 2047.75 2048.75 11/20/14 12:17 PM 11/20/14 12:25 PM $50.00 $7,387.50
196 Long 1 2035.50 2037.50 11/20/14 6:12 AM 11/20/14 6:30 AM $100.00 $7,337.50
195 Long 1 2038.00 2043.25 11/19/14 8:05 AM 11/19/14 8:43 AM $262.50 $7,237.50
194 Long 1 2038.50 2040.50 11/19/14 8:00 AM 11/19/14 8:07 AM $100.00 $6,975.00
193 Long 1 2040.00 2040.50 11/19/14 7:37 AM 11/19/14 8:07 AM $25.00 $6,875.00
192 Long 1 2040.50 2040.50 11/19/14 7:29 AM 11/19/14 8:07 AM $0.00 $6,850.00
191 Long 1 2041.00 2041.50 11/19/14 7:26 AM 11/19/14 7:31 AM $25.00 $6,850.00
190 Long 1 2040.00 2042.00 11/19/14 7:15 AM 11/19/14 7:20 AM $100.00 $6,825.00
189 Long 1 2041.00 2042.00 11/19/14 7:12 AM 11/19/14 7:20 AM $50.00 $6,725.00
188 Long 1 2042.50 2042.00 11/19/14 7:00 AM 11/19/14 7:20 AM $-25.00 $6,675.00
187 Long 1 2043.50 2042.00 11/19/14 6:52 AM 11/19/14 7:20 AM $-75.00 $6,700.00
186 Long 1 2044.00 2044.75 11/19/14 6:35 AM 11/19/14 6:39 AM $37.50 $6,775.00
185 Long 1 2045.00 2044.75 11/19/14 6:31 AM 11/19/14 6:39 AM $-12.50 $6,737.50
184 Long 1 2046.00 2047.00 11/19/14 5:37 AM 11/19/14 6:05 AM $50.00 $6,750.00
183 Long 1 2048.25 2049.25 11/18/14 1:55 PM 11/18/14 2:49 PM $50.00 $6,700.00
182 Long 1 2044.50 2045.50 11/18/14 7:34 AM 11/18/14 7:41 AM $50.00 $6,650.00
181 Short 1 2046.50 2045.00 11/18/14 6:58 AM 11/18/14 7:29 AM $75.00 $6,600.00
180 Short 1 2044.50 2045.00 11/18/14 6:43 AM 11/18/14 7:29 AM $-25.00 $6,525.00
179 Short 1 2040.50 2045.00 11/18/14 6:34 AM 11/18/14 7:29 AM $-225.00 $6,550.00
178 Long 1 2034.75 2035.75 11/17/14 7:48 AM 11/17/14 7:53 AM $50.00 $6,775.00
177 Short 1 2039.00 2038.00 11/17/14 7:25 AM 11/17/14 7:30 AM $50.00 $6,725.00
176 Short 1 2034.00 2032.00 11/17/14 4:56 AM 11/17/14 5:35 AM $100.00 $6,675.00
175 Long 1 2034.25 2035.25 11/14/14 6:50 AM 11/14/14 6:52 AM $50.00 $6,575.00
174 Short 1 2037.25 2036.25 11/14/14 6:35 AM 11/14/14 6:38 AM $50.00 $6,525.00
173 Long 1 2035.00 2035.25 11/14/14 5:45 AM 11/14/14 5:56 AM $12.50 $6,475.00
172 Long 1 2028.25 2029.25 11/13/14 11:14 AM 11/13/14 11:27 AM $50.00 $6,462.50
171 Long 1 2027.50 2029.25 11/13/14 10:37 AM 11/13/14 10:45 AM $87.50 $6,412.50
170 Long 1 2028.00 2028.50 11/13/14 10:35 AM 11/13/14 10:39 AM $25.00 $6,325.00
169 Long 1 2032.25 2033.25 11/13/14 10:12 AM 11/13/14 10:18 AM $50.00 $6,300.00
168 Long 1 2033.50 2035.50 11/13/14 9:06 AM 11/13/14 9:09 AM $100.00 $6,250.00
167 Long 1 2034.00 2035.50 11/13/14 8:38 AM 11/13/14 8:55 AM $75.00 $6,150.00
166 Long 1 2036.00 2035.50 11/13/14 8:33 AM 11/13/14 8:55 AM $-25.00 $6,075.00
165 Long 1 2036.00 2037.25 11/13/14 8:15 AM 11/13/14 8:18 AM $62.50 $6,100.00
164 Long 1 2038.00 2037.25 11/13/14 8:10 AM 11/13/14 8:18 AM $-37.50 $6,037.50
163 Long 1 2036.50 2038.50 11/13/14 6:30 AM 11/13/14 6:35 AM $100.00 $6,075.00
162 Long 1 2036.00 2037.00 11/13/14 5:32 AM 11/13/14 5:50 AM $50.00 $5,975.00
161 Long 1 2037.50 2037.00 11/13/14 5:16 AM 11/13/14 5:50 AM $-25.00 $5,925.00
160 Long 1 2035.25 2035.25 11/12/14 12:52 PM 11/12/14 12:58 PM $0.00 $5,950.00
159 Long 1 2034.00 2034.25 11/12/14 12:18 PM 11/12/14 12:22 PM $12.50 $5,950.00
158 Long 1 2032.50 2032.75 11/12/14 11:53 AM 11/12/14 12:02 PM $12.50 $5,937.50
157 Short 1 2033.25 2033.00 11/12/14 11:41 AM 11/12/14 11:49 AM $12.50 $5,925.00
156 Long 1 2027.50 2030.00 11/12/14 5:04 AM 11/12/14 5:50 AM $125.00 $5,912.50
155 Long 1 2028.50 2029.00 11/12/14 4:42 AM 11/12/14 5:38 AM $25.00 $5,787.50
154 Long 1 2031.50 2033.50 11/11/14 6:48 AM 11/11/14 6:53 AM $100.00 $5,762.50
153 Long 1 2032.50 2033.50 11/11/14 6:40 AM 11/11/14 6:52 AM $50.00 $5,662.50
152 Long 1 2023.50 2025.50 11/7/14 6:35 AM 11/7/14 6:38 AM $100.00 $5,612.50
151 Short 1 2029.00 2028.75 11/7/14 5:56 AM 11/7/14 6:00 AM $12.50 $5,512.50
150 Short 1 2032.50 2030.50 11/7/14 5:31 AM 11/7/14 5:33 AM $100.00 $5,500.00
149 Long 1 2013.00 2015.75 11/6/14 7:16 AM 11/6/14 7:25 AM $137.50 $5,400.00
148 Long 1 2014.00 2015.75 11/6/14 7:14 AM 11/6/14 7:25 AM $87.50 $5,262.50
147 Long 1 2015.50 2015.75 11/6/14 7:12 AM 11/6/14 7:25 AM $12.50 $5,175.00
146 Long 1 2016.25 2015.75 11/6/14 6:58 AM 11/6/14 7:25 AM $-25.00 $5,162.50
145 Long 1 2018.00 2021.50 11/6/14 6:30 AM 11/6/14 6:36 AM $175.00 $5,187.50
144 Long 1 2019.00 2020.00 11/6/14 6:22 AM 11/6/14 6:32 AM $50.00 $5,012.50
143 Long 1 2017.00 2017.50 11/5/14 12:01 PM 11/5/14 12:02 PM $25.00 $4,962.50
142 Long 1 2011.50 2012.50 11/5/14 10:47 AM 11/5/14 10:50 AM $50.00 $4,937.50
141 Long 1 2009.00 2011.50 11/5/14 7:34 AM 11/5/14 7:49 AM $125.00 $4,887.50
140 Long 1 2011.25 2011.50 11/5/14 7:33 AM 11/5/14 7:49 AM $12.50 $4,762.50
139 Long 1 2011.50 2011.50 11/5/14 7:33 AM 11/5/14 7:49 AM $0.00 $4,750.00
138 Long 1 2011.75 2011.50 11/5/14 7:27 AM 11/5/14 7:49 AM $-12.50 $4,750.00
137 Long 1 2012.25 2011.75 11/5/14 7:27 AM 11/5/14 7:49 AM $-25.00 $4,762.50
136 Long 1 2013.50 2015.50 11/5/14 7:15 AM 11/5/14 7:18 AM $100.00 $4,787.50
135 Long 1 1997.50 2001.50 11/4/14 8:48 AM 11/4/14 9:06 AM $200.00 $4,687.50
134 Long 1 1998.00 1998.50 11/4/14 8:45 AM 11/4/14 8:49 AM $25.00 $4,487.50
133 Long 1 1996.00 1999.50 11/4/14 8:08 AM 11/4/14 8:29 AM $175.00 $4,462.50
132 Long 1 1998.50 1999.50 11/4/14 7:59 AM 11/4/14 8:29 AM $50.00 $4,287.50
131 Long 1 2001.00 1999.50 11/4/14 7:49 AM 11/4/14 8:29 AM $-75.00 $4,237.50
130 Long 1 2002.00 2000.00 11/4/14 7:47 AM 11/4/14 8:28 AM $-100.00 $4,312.50
129 Long 1 2002.00 2003.50 11/4/14 7:34 AM 11/4/14 7:41 AM $75.00 $4,412.50
128 Long 1 2005.00 2003.50 11/4/14 7:28 AM 11/4/14 7:41 AM $-75.00 $4,337.50
127 Long 1 2005.75 2008.75 11/4/14 6:43 AM 11/4/14 7:02 AM $150.00 $4,412.50
126 Long 1 2006.25 2007.50 11/3/14 5:29 PM 11/3/14 6:07 PM $62.50 $4,262.50
125 Long 1 2006.75 2007.75 11/3/14 5:16 PM 11/3/14 5:44 PM $50.00 $4,200.00
124 Long 1 2008.25 2011.25 11/3/14 12:28 PM 11/3/14 12:56 PM $150.00 $4,150.00
123 Long 1 2012.00 2011.25 11/3/14 11:32 AM 11/3/14 12:56 PM $-37.50 $4,000.00
122 Long 1 2014.00 2011.25 11/3/14 11:30 AM 11/3/14 12:56 PM $-137.50 $4,037.50
121 Long 1 2009.50 2010.50 11/3/14 7:49 AM 11/3/14 7:52 AM $50.00 $4,175.00
120 Long 1 2009.50 2009.75 11/3/14 7:20 AM 11/3/14 7:25 AM $12.50 $4,125.00
119 Short 1 2010.75 2010.50 11/3/14 7:17 AM 11/3/14 7:18 AM $12.50 $4,112.50
118 Long 1 2013.00 2014.00 11/3/14 7:05 AM 11/3/14 7:05 AM $50.00 $4,100.00
117 Long 1 2013.75 2014.00 11/3/14 6:23 AM 11/3/14 6:31 AM $12.50 $4,050.00
116 Short 1 2007.00 2006.50 10/31/14 7:15 AM 10/31/14 7:16 AM $25.00 $4,037.50
115 Long 1 2004.00 2006.50 10/31/14 6:46 AM 10/31/14 7:01 AM $125.00 $4,012.50
114 Long 1 2006.00 2006.50 10/31/14 6:41 AM 10/31/14 7:01 AM $25.00 $3,887.50
113 Long 1 2007.75 2006.50 10/31/14 6:35 AM 10/31/14 7:01 AM $-62.50 $3,862.50
112 Long 1 1983.25 1985.25 10/30/14 12:17 PM 10/30/14 12:21 PM $100.00 $3,925.00
111 Long 1 1982.25 1983.50 10/30/14 11:57 AM 10/30/14 12:02 PM $62.50 $3,825.00
110 Long 1 1983.00 1983.50 10/30/14 11:55 AM 10/30/14 12:02 PM $25.00 $3,762.50
109 Long 1 1985.00 1984.00 10/30/14 11:51 AM 10/30/14 12:02 PM $-50.00 $3,737.50
108 Long 1 1989.00 1989.25 10/30/14 11:39 AM 10/30/14 11:42 AM $12.50 $3,787.50
107 Short 1 1992.00 1991.75 10/30/14 10:54 AM 10/30/14 11:04 AM $12.50 $3,775.00
106 Long 1 1977.00 1977.25 10/30/14 8:23 AM 10/30/14 8:27 AM $12.50 $3,762.50
105 Short 1 1978.00 1977.75 10/30/14 8:01 AM 10/30/14 8:03 AM $12.50 $3,750.00
104 Short 1 1974.50 1973.50 10/30/14 7:18 AM 10/30/14 7:18 AM $50.00 $3,737.50
103 Long 1 1969.00 1970.75 10/30/14 7:00 AM 10/30/14 7:03 AM $87.50 $3,687.50
102 Long 1 1971.00 1971.00 10/30/14 6:58 AM 10/30/14 7:03 AM $0.00 $3,600.00
101 Short 1 1974.25 1974.00 10/30/14 6:36 AM 10/30/14 6:40 AM $12.50 $3,600.00
100 Long 1 1962.00 1964.00 10/30/14 3:47 AM 10/30/14 4:07 AM $100.00 $3,587.50
99 Long 1 1964.00 1964.00 10/30/14 3:43 AM 10/30/14 3:57 AM $0.00 $3,487.50
98 Long 1 1965.00 1967.25 10/29/14 12:09 PM 10/29/14 12:14 PM $112.50 $3,487.50
97 Long 1 1968.00 1967.25 10/29/14 12:05 PM 10/29/14 12:14 PM $-37.50 $3,375.00
96 Long 1 1969.00 1971.50 10/29/14 11:47 AM 10/29/14 11:58 AM $125.00 $3,412.50
95 Long 1 1971.00 1971.25 10/29/14 11:45 AM 10/29/14 11:58 AM $12.50 $3,287.50
94 Long 1 1965.00 1967.25 10/29/14 11:15 AM 10/29/14 11:18 AM $112.50 $3,275.00
93 Long 1 1968.00 1968.00 10/29/14 11:15 AM 10/29/14 11:18 AM $0.00 $3,162.50
92 Long 1 1967.50 1971.25 10/29/14 11:06 AM 10/29/14 11:10 AM $187.50 $3,162.50
91 Long 1 1968.50 1971.75 10/29/14 11:02 AM 10/29/14 11:10 AM $162.50 $2,975.00
90 Long 1 1970.50 1970.75 10/29/14 11:00 AM 10/29/14 11:10 AM $12.50 $2,812.50
89 Long 1 1975.00 1975.25 10/29/14 10:14 AM 10/29/14 10:57 AM $12.50 $2,800.00
88 Long 1 1974.00 1976.00 10/29/14 9:32 AM 10/29/14 9:36 AM $100.00 $2,787.50
87 Long 1 1976.00 1976.00 10/29/14 9:20 AM 10/29/14 9:36 AM $0.00 $2,687.50
86 Long 1 1976.50 1976.75 10/29/14 9:02 AM 10/29/14 9:07 AM $12.50 $2,687.50
85 Long 1 1978.50 1978.75 10/29/14 7:49 AM 10/29/14 8:07 AM $12.50 $2,675.00
84 Short 1 1981.00 1981.00 10/29/14 7:31 AM 10/29/14 7:37 AM $0.00 $2,662.50
83 Short 1 1980.00 1979.75 10/29/14 6:25 AM 10/29/14 6:33 AM $12.50 $2,662.50
82 Long 1 1974.75 1976.75 10/28/14 3:59 PM 10/28/14 5:26 PM $100.00 $2,650.00
81 Short 1 1966.50 1966.25 10/28/14 10:04 AM 10/28/14 10:06 AM $12.50 $2,550.00
80 Short 1 1966.00 1965.50 10/28/14 9:07 AM 10/28/14 9:08 AM $25.00 $2,537.50
79 Long 1 1966.00 1965.50 10/28/14 8:48 AM 10/28/14 9:04 AM $-25.00 $2,512.50
78 Short 1 1968.00 1967.75 10/28/14 8:20 AM 10/28/14 8:23 AM $12.50 $2,537.50
77 Long 1 1963.00 1963.25 10/28/14 7:22 AM 10/28/14 7:26 AM $12.50 $2,525.00
76 Short 1 1965.50 1964.50 10/28/14 6:35 AM 10/28/14 6:36 AM $50.00 $2,512.50
75 Short 1 1962.25 1962.00 10/28/14 6:00 AM 10/28/14 6:01 AM $12.50 $2,462.50
74 Long 1 1951.75 1952.75 10/27/14 11:59 AM 10/27/14 12:00 PM $50.00 $2,450.00
73 Long 1 1953.25 1953.50 10/27/14 11:26 AM 10/27/14 11:34 AM $12.50 $2,400.00
72 Long 1 1953.50 1954.50 10/27/14 10:36 AM 10/27/14 10:37 AM $50.00 $2,387.50
71 Long 1 1950.50 1953.50 10/27/14 9:43 AM 10/27/14 10:00 AM $150.00 $2,337.50
70 Long 1 1949.50 1950.75 10/27/14 9:32 AM 10/27/14 9:41 AM $62.50 $2,187.50
69 Long 1 1952.25 1950.75 10/27/14 9:16 AM 10/27/14 9:41 AM $-75.00 $2,125.00
68 Long 1 1949.50 1953.00 10/27/14 8:51 AM 10/27/14 9:07 AM $175.00 $2,200.00
67 Long 1 1952.00 1953.25 10/27/14 8:39 AM 10/27/14 9:07 AM $62.50 $2,025.00
66 Long 1 1953.00 1953.00 10/27/14 8:35 AM 10/27/14 9:07 AM $0.00 $1,962.50
65 Long 1 1956.50 1953.00 10/27/14 8:15 AM 10/27/14 9:06 AM $-175.00 $1,962.50
64 Long 1 1949.00 1951.00 10/27/14 7:34 AM 10/27/14 7:38 AM $100.00 $2,137.50
63 Long 1 1945.50 1947.25 10/27/14 7:03 AM 10/27/14 7:07 AM $87.50 $2,037.50
62 Long 1 1948.00 1947.25 10/27/14 6:50 AM 10/27/14 7:07 AM $-37.50 $1,950.00
61 Long 1 1949.00 1952.00 10/27/14 6:07 AM 10/27/14 6:39 AM $150.00 $1,987.50
60 Long 1 1951.00 1951.50 10/27/14 5:48 AM 10/27/14 6:29 AM $25.00 $1,837.50
59 Long 1 1954.00 1951.50 10/27/14 5:33 AM 10/27/14 6:29 AM $-125.00 $1,812.50
58 Long 1 1948.25 1949.75 10/24/14 10:16 AM 10/24/14 10:28 AM $75.00 $1,937.50
57 Long 1 1950.00 1950.25 10/24/14 10:13 AM 10/24/14 10:28 AM $12.50 $1,862.50
56 Long 1 1950.75 1950.00 10/24/14 10:12 AM 10/24/14 10:28 AM $-37.50 $1,850.00
55 Long 1 1948.00 1949.00 10/24/14 8:04 AM 10/24/14 8:04 AM $50.00 $1,887.50
54 Long 1 1944.00 1945.00 10/24/14 7:25 AM 10/24/14 7:27 AM $50.00 $1,837.50
53 Long 1 1946.50 1947.50 10/24/14 6:51 AM 10/24/14 7:01 AM $50.00 $1,787.50
52 Long 1 1949.50 1950.50 10/24/14 6:40 AM 10/24/14 6:41 AM $50.00 $1,737.50
51 Long 1 1944.25 1945.50 10/24/14 6:32 AM 10/24/14 6:33 AM $62.50 $1,687.50
50 Long 1 1937.50 1940.50 10/24/14 4:42 AM 10/24/14 5:16 AM $150.00 $1,625.00
49 Long 1 1944.50 1946.50 10/23/14 12:41 PM 10/23/14 12:44 PM $100.00 $1,475.00
48 Long 1 1943.00 1946.00 10/23/14 12:26 PM 10/23/14 12:34 PM $150.00 $1,375.00
47 Long 1 1943.75 1946.00 10/23/14 12:18 PM 10/23/14 12:34 PM $112.50 $1,225.00
46 Long 1 1944.25 1946.00 10/23/14 12:04 PM 10/23/14 12:34 PM $87.50 $1,112.50
45 Long 1 1947.50 1946.00 10/23/14 11:55 AM 10/23/14 12:34 PM $-75.00 $1,025.00
44 Long 1 1950.75 1946.00 10/23/14 11:53 AM 10/23/14 12:34 PM $-237.50 $1,100.00
43 Long 1 1946.00 1948.00 10/23/14 9:56 AM 10/23/14 10:06 AM $100.00 $1,337.50
42 Long 1 1947.00 1947.25 10/23/14 8:38 AM 10/23/14 8:41 AM $12.50 $1,237.50
41 Long 1 1943.75 1944.75 10/23/14 7:42 AM 10/23/14 7:43 AM $50.00 $1,225.00
40 Long 1 1939.25 1940.25 10/23/14 6:58 AM 10/23/14 7:00 AM $50.00 $1,175.00
39 Long 1 1929.75 1931.75 10/23/14 3:38 AM 10/23/14 4:05 AM $100.00 $1,125.00
38 Long 1 1938.75 1939.00 10/22/14 8:05 AM 10/22/14 8:07 AM $12.50 $1,025.00
37 Long 1 1938.00 1938.50 10/22/14 7:58 AM 10/22/14 8:00 AM $25.00 $1,012.50
36 Long 1 1938.50 1938.75 10/22/14 7:35 AM 10/22/14 7:37 AM $12.50 $987.50
35 Long 1 1938.00 1938.25 10/22/14 7:30 AM 10/22/14 7:32 AM $12.50 $975.00
34 Long 1 1935.00 1936.25 10/22/14 7:17 AM 10/22/14 7:18 AM $62.50 $962.50
33 Long 1 1937.00 1936.25 10/22/14 7:08 AM 10/22/14 7:18 AM $-37.50 $900.00
32 Short 1 1938.50 1938.00 10/22/14 7:05 AM 10/22/14 7:07 AM $25.00 $937.50
31 Short 1 1938.00 1937.25 10/22/14 6:28 AM 10/22/14 6:31 AM $37.50 $912.50
30 Short 1 1934.00 1933.75 10/21/14 12:22 PM 10/21/14 12:32 PM $12.50 $875.00
29 Short 1 1933.00 1932.75 10/21/14 12:13 PM 10/21/14 12:15 PM $12.50 $862.50
28 Short 1 1930.50 1929.50 10/21/14 11:19 AM 10/21/14 11:21 AM $50.00 $850.00
27 Long 1 1923.00 1924.00 10/21/14 10:21 AM 10/21/14 10:27 AM $50.00 $800.00
26 Short 1 1927.25 1926.25 10/21/14 9:17 AM 10/21/14 9:18 AM $50.00 $750.00
25 Short 1 1927.00 1926.75 10/21/14 9:05 AM 10/21/14 9:08 AM $12.50 $700.00
24 Short 1 1923.00 1924.75 10/21/14 8:29 AM 10/21/14 8:54 AM $-87.50 $687.50
23 Short 1 1918.50 1917.50 10/21/14 7:26 AM 10/21/14 7:29 AM $50.00 $775.00
22 Short 1 1917.25 1917.00 10/21/14 7:14 AM 10/21/14 7:15 AM $12.50 $725.00
21 Short 1 1915.50 1914.25 10/21/14 6:46 AM 10/21/14 6:48 AM $62.50 $712.50
20 Short 1 1912.00 1910.00 10/21/14 3:24 AM 10/21/14 3:40 AM $100.00 $650.00
19 Short 1 1896.00 1896.00 10/20/14 12:34 PM 10/20/14 12:35 PM $0.00 $550.00
18 Short 1 1897.00 1896.00 10/20/14 12:08 PM 10/20/14 12:11 PM $50.00 $550.00
17 Short 1 1895.00 1896.00 10/20/14 12:01 PM 10/20/14 12:11 PM $-50.00 $500.00
16 Long 1 1892.25 1893.25 10/20/14 11:18 AM 10/20/14 11:20 AM $50.00 $550.00
15 Long 1 1889.25 1889.75 10/20/14 10:48 AM 10/20/14 10:53 AM $25.00 $500.00
14 Long 1 1884.50 1885.50 10/20/14 10:03 AM 10/20/14 10:04 AM $50.00 $475.00
13 Short 1 1888.00 1887.00 10/20/14 9:35 AM 10/20/14 9:39 AM $50.00 $425.00
12 Short 1 1887.00 1887.25 10/20/14 9:33 AM 10/20/14 9:39 AM $-12.50 $375.00
11 Short 1 1887.25 1887.25 10/20/14 8:34 AM 10/20/14 8:35 AM $0.00 $387.50
10 Long 1 1884.00 1885.25 10/20/14 8:00 AM 10/20/14 8:08 AM $62.50 $387.50
9 Short 1 1887.75 1887.25 10/20/14 7:25 AM 10/20/14 7:26 AM $25.00 $325.00
8 Short 1 1887.00 1887.25 10/20/14 7:24 AM 10/20/14 7:26 AM $-12.50 $300.00
7 Long 1 1879.25 1881.25 10/20/14 6:55 AM 10/20/14 6:57 AM $100.00 $312.50
6 Long 1 1880.50 1882.50 10/20/14 6:50 AM 10/20/14 6:51 AM $100.00 $212.50
5 Short 1 1882.00 1881.75 10/20/14 6:40 AM 10/20/14 6:43 AM $12.50 $112.50
4 Long 1 1872.50 1876.25 10/20/14 6:18 AM 10/20/14 6:30 AM $187.50 $100.00
3 Long 1 1875.50 1876.25 10/20/14 6:12 AM 10/20/14 6:30 AM $37.50 $-87.50
2 Long 1 1876.50 1876.25 10/20/14 6:04 AM 10/20/14 6:30 AM $-12.50 $-125.00
1 Long 1 1878.50 1876.25 10/20/14 5:47 AM 10/20/14 6:30 AM $-112.50 $-112.50
**All Trades are in Pacific Standard Time (PST)**

Today, imbalances in an order flow for a particular market will create a vacuum pocket within the transaction matching engine of that market, for instance in the forward e-Mini S&P 500 futures contract traded within CME's GLOBEX servers in Chicago.

As these vacuum pockets are filled, the Price Discovery process repsonds immediately, and in doing so, provides the nimble trader a quick opportunity.

This imbalance effect creates many nooks and crannies in the market that a traders can take advantage of.

TradeOps is a service that allows subscribers to automatically shadow these trades in either a fully automated, semi-automated, or manual fashion.

TradeOps sits on top of ...sceeto's data relay network.  Trade recommendations initiated by our house account are sent to a relay server in Chicago and then forwarded on to subscriber's PCs.

Once the trade recommendation arrives at the subscriber's PC, TradeOps injects this information into NinjaTrader via a NinjaTrader Strategy.

Subscribers can then use their current broker to automatically take action on these recommendations.

TradeOps Network sceeto

All stops and targets are managed by the TradeOps software.

If you are interested in being a beta tester for this service, please take open a help desk ticket here.

Note | Due to the short-term nature of this trading methodology, and its impact on the depth of market, we will be limiting the number of subscription allocations for this service.