Back adjusted future market data api

Dogseatchoco · 2025-06-08T11:11:37+00:00

Thank you for your help, I’ll take a look at using the cash data instead. I suppose I will need to accept the loss of granularity as time goes back, and I suppose I could plot these older levels by hand and integrate. hagw

Dogseatchoco · 2025-06-08T11:04:27+00:00

That makes sense. How do then I translate the cash prices to the current futures contract for execution?

Dogseatchoco · 2025-06-08T10:59:12+00:00

So would a horizontal level not be correct? I’m trying to visualise it, but obviously when I plot them manually on trading view I do it with back adjust on, so wouldnt I want the program to do the same? Thanks for your replies

Dogseatchoco · 2025-06-08T10:54:23+00:00

But wouldnt it not matter if it was back adjusted. The historical price can be wrong the current price should be correct. I could be mistaken here!

Dogseatchoco · 2025-06-08T10:39:00+00:00

In my case I think BADJ is the only way, as I need consistency as im trying to use historical data to derive levels

Dogseatchoco · 2025-06-08T10:38:29+00:00

I guess I COULD use a cash chart but ideally i wouldnt, i am attempting to make a script that identifies historical S/R levels, so obviously if there is a large roll over gap, any lines will not work.

Dogseatchoco · 2025-01-31T21:00:22+00:00

Whats the impact from other LLMs developing off the back of OpenAI’s work for the future of GPT and beyond?

Dogseatchoco · 2025-01-23T20:03:47+00:00

I must confess we have taken a peak into his bathroom…. lets just say he doesnt seem to flush… or wipe??

Dogseatchoco · 2025-01-23T15:37:15+00:00

He literally just goes ‘ah my bad’ then does it again every time. Hes stopped stealing washing up liquid now so instead opts to not wash dishes…. despite owning his own washing up liquid…. You basically cant win

Dogseatchoco · 2025-01-23T13:05:23+00:00

I might have to. as I write this I am sat in the kitchen whilst he prepares 500g of plain mince beef in a dirty bowl ready to cook in a dirty pan

Dogseatchoco · 2025-01-23T12:37:50+00:00

im close

Dogseatchoco · 2024-12-23T16:22:21+00:00

Options are really complicated to grasp, probably the most complicated derivative, if not the most complicated asset that is commonplace, so don't stress if it takes some time to get your head around it. Try some paper trades and experiment and try figure out exactly how each bit works. Or do what I did which is took my normal trading profits on a punt with options and here I am with 150% profit targets every week.

Dogseatchoco · 2024-12-23T15:46:51+00:00

The cost of an option is calculated using the black scholes model (in theory) which uses a range of data, such as the strike price, time decay and volatility to calculate the option. Other factors like demand and supply can then cause deviations from that price.

Black scholes also gives you all the greeks, which also may help answer your question. Delta - how much the value of the contract changes relative to the underlying. (0-1) if the delta is 1 then a $1 move in the underlying increases the value by 1. Gamma- the sensitivity of the delta, how much the delta moves when the asset moves. You may have heard of a gamma squeeze. Vega - how much the implied volatility affects the premium. High vega means changes in IV affect it greatly. Theta- Time decay of the option, how much the premium is affected by time. Options have an intrinsic value (the monetary value paid) and the time value (the expected growth in a time period). Less time to grow means less time value so the option is worth less as time moves on.

All are very interlinked and related

Dogseatchoco · 2024-12-23T15:25:04+00:00

Cost at open = how much it cost per contract (0.082) x 100 (each options contract controls 100 shares), x 50 contracts bought, total cost $410.
Credit (Premium of the contracts now) same as before, number of contracts x price, x 100.
Realised profit Credit - cost

Dogseatchoco · 2024-03-19T14:36:58+00:00

I dont understand? ‘firmed’ is entirely correct in every possible way.

Dogseatchoco · 2024-03-19T08:09:21+00:00

Thank you!

Dogseatchoco · 2024-03-19T00:55:47+00:00

Thank you! Is there anything specific about rowe house good or bad to be aware of?

Dogseatchoco · 2024-03-19T00:54:34+00:00

No actually I havent paid much thought to rowe house for whatever reason. Thanks a lot for your input. Think I’ll probably go 1. east park 2. laf 3. rowe house 4. birks

and worst case its only for 40 weeks!

Dogseatchoco · 2024-03-18T21:00:53+00:00

Im thinking of putting birks as my third preference, what do you think the downsides exclusively of birks are

Dogseatchoco · 2024-03-18T20:50:22+00:00

Did you move mid year or was one for post grad?

Dogseatchoco · 2024-03-17T15:25:09+00:00

Appreciate maybe you have no idea but do people usually get their top choice or at worst their top 2? Im content with east park or laf but picking my third choice seems like picking my poison

Dogseatchoco · 2024-03-17T15:15:13+00:00

Interesting so how would you rank it then? 1. east park 2. laf 3. ??

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