Table of Contents. Part I Introduction. Part II Program setup. Contents. Patterns. Foreword. 4 Important Note. 4 Signal Creation.

Transcription

1 Contents I Table of Contents Foreword 0 1 Part I Introduction 1 Welcome... 1 Startup screen License and... Disclaimer 3 3 What the program... does 4 4 Important Note Author Files used... in install 5 7 Registration... and 6 8 Errors... 7 Part II Program setup 7 1 Parameters Data... 7 Interactive Brokers... 8 CSI... 9 MyTrack... 9 Firewall for MyTrack Quote Stock Updater AmiQuote AmiQuote setup AmiQuote data Signals... 17!HH !HH3W... 19!P #!5PCOR #ATENN #LL #ML #MLL $@WL ^@2FF ^VB2P ^WLL3P Signal Creation Spreads Bars Back Quote Bars I

2 II Part III Interactive Brokers 25 1 Connecting Status Other Windows Financial... Advisor 29 3 Contracts... Table 30 4 Account Historical... Data 32 6 Orders Default Order Fields in Orders Combination Box Fields for Box Stop and Limit Part IV Charts 1 Moving in... the chart 47 2 Day at a time Pdf files Trend Lines Weekly Colored Lines Curves Part V Contracts Table 53 1 Adding stocks Spreads Filters Tags Filter CSV filters San files Real Time... Data Collection 61 6 Daily Data Sectors Signals StockUpdater Run Test Tables Part VI Symbols 67 1 Symbols... 67

3 Contents III Stocks -- Non-Nasdaq Options on Non-Nasdaq... Stocks 68 Stocks -- Nasdaq Options on NASDAQ... Stocks 71 Specific Exchange... Option Creation 71 Futures Symbol Guide BOND & NOTE... FUTURES / OPTIONS SYMBOL DIRECTORY 76 CURRENCY & CROSS RATE FUTURES / OPTIONS SYMBOL DIRECTORY INTEREST RATE... FUTURES / OPTIONS SYMBOL DIRECTORY 80 Futures Options After Hours Trading Exchange Hours Exchanges Part VII Trading 1 Trading Automatic Trading On Line Orders Types of trades (stop,... limit, etc.) 91 After Hours MyTrack Future Symbols Technology Part VIII Accounting and Summaries Accounting Tables Summary... of Features Process... of adding trades Account... Table Trades Import and... Export Drawdown Accounting... and Summaries Cash Balances Filter Query Fonts Part IX Images Contracts... Table Chart for... IBM minute Chart for... IBM daily Chart move Trend Lines III

4 IV Index 125

5 Introduction 1 1 Introduction This chapter gives general information about the program and its installation. Copyright 1992, 2006, Analysis & Knowledge. All rights reserved. Last updated 11/26/ Welcome permits you to view stock market data in real time, as a column list or as charts (in any time framework), make trades, both based upon automatic conditions and manual input. Its design was to incorporate technical analysis signal files, and to test these signal concepts, by visually by viewing charts or by running historical tests using the stock market database. Accounting tool to record all trades, real or simulated, along with P&L and fees, to perform summaries (hourly, yearly, per stock, per account, or whatever), and issue reports. This program was written by a software programming expert, along with a stock and commodity expert. It contains features unique to technical analysis. The program makes use of databases and user-friendly interfaces. The theory is based upon Andrews: Please contact support for help, questions, and comments. The URL is The program permits you to view charts of live interday or daily data. The charts include a small signal library that draws signals using geometric analysis, in addition to the standard algebraic analysis. You can test signals by going back in time to see the geometry then. You can run historical tests to see which system is the most profitable and has the smallest drawdown. Using mathematical formulas, various points called pivots are created on the chart of the commodity. Lines are drawn between select points. The behavior of the chart with respect to these lines determines the signals. Groups of signals act together to form a

6 2 system. You can run historical tests with various systems to determine which gives the greatest profits after commissions, without large drawdowns. You can look at daily stocks, or intraday stocks in real time. The unique features of this software are the following: 1. The use of geometric techniques in addition to algebraic (various types of means) in analysis 2. The ability to run historical tests to find the best system 3. Success based on profits and small drawdowns, not profits only, as is the case with most systems 4. Can be used to capture real time data, and perform analysis in real time 5. Can be set to run automatically, printing out orders. 6. The ability to view and chart sectors 7. You can view a chart in the past, with the pivots and lines valid for that day. See: Day at a time Accounting and summaries of trades, both real and simulated In addition, the program permits you to do the usual things: 1. View a list of stocks and the real time prices 2. View charts of stocks, updated in real time, with various indicators and time frames (hourly, weekly, etc.) 3. Export data to text and pdf files. 4. Trade 5. Receive alerts via , screen messages, beeper. Will automatically trade if you choose. A unique and very important feature is the ability to examine your trading history including maximum drawdowns. This feature is not found anywhere. It is important not only to know your profits and losses in the past, as a guide to examining your trading strategies. Maximum drawdowns are also critical. If a stock drops too far from a recent high, there is a point where we cannot tolerate the loss and sell. Examining the maximum drawdowns gives you a feel for how you can tolerate your trading strategies, and how you must adjust them. Enjoy this very unique and wonderful program. Use it to make money! Thank you very much Startup screen The start up screen looks like this. Click on the button Interactive Brokers to connect to Interactive Brokers 25.

7 Introduction License and Disclaimer All rights reserved. Reproduction, adaptation or translation without permission is prohibited, except as allowed under copyright laws. Disclaimer of Warranty This program is for educational purposes only and no representation is made that it is useable for any particular purpose. By using this program the user agrees with this, and further agrees that the software is still in the development stage, not yet completely tested for accuracy or reliability. The user agrees to hold harmless and defend the developers any errors in the software and bear full responsibility for his own actions. Analysis & Knowledge is not responsible for any loss or damages, direct or indirect, arising from or related to the use of this product. ALL EXPRESS OR IMPLIED REPRESENTATIONS AND, INCLUDING WITHOUT LIMITATION ANY IMPLIED OF MERCHANTABILITY, FITNESS FOR A PARTICULAR OR NON-INFRINGEMENT, ARE HEREBY EXCLUDED. THE RISK AS TO THE QUALITY AND PERFORMANCE OF THE IS BORNE BY YOU. User agrees that trading in securities and derivatives has a potential for loss and gain and therefore the User is totally responsible for all trading gains, losses and costs that result from such activity. Markets are in a constant state of change and historical track records never bring

8 4 identical future results and do not even guarantee similar future results. MyTrackdll.dll is copyright by Track Data Corporation. The user agrees to hold harmless Track Data Corporation from and against any claims or lawsuits, including attorney's fees, that arise or result from the use or distribution this product. ContinuumClient.dll is copyright by Quote.com Inc. The user agrees to hold harmless Quote.com Inc. from and against any claims or lawsuits, including attorney's fees, that arise or result from the use or distribution this product. The user many not distribute ContinuumClient.dll and ContinuumX.ocx except in conjunction of this application. You are licensed to use this without registering for 30 days. After this period, the product must be registered. The registration grants a license for use on a single computer at one time. You may freely distribute the software, before or after registration. 1.3 What the program does This program does the following: 1. Permits you to collect Data 7 on the stock market from various sources and store the data as files on the hard disk. 2. You can collect stock market data in real time and store the data on the hard disk. You can view a list of stocks and watch the data being updated. You can view charts of stocks, along with various indicators and lines, being updated in real time. 3. You can run historical tests 64 using various signals. These tests will show which signals made the most money. You can view charts showing in color the dates and times when the signals were made. 4. Accounting: Shows records of stock trades and profits and losses. Shows your current worth. 5. Trading. Can execute trades. This feature is under development. Includes automatic trading. A unique and very important feature is the ability to examine your trading history including maximum drawdowns. This feature is not found anywhere. It is important not only to know your profits and losses in the past, as a guide to examining your trading strategies. Maximum drawdowns are also critical. If a stock drops too far from a recent high, there is a point where we cannot tolerate the loss and sell. Examining the maximum drawdowns gives you a feel for how you can tolerate your trading strategies, and how you must adjust them.

9 Introduction Important Note It is important that not be run simultaneously along with the MyTrack application. Brokerage messages can get lost. 1.5 Author The author has had years experience in software development, including Top Secret work for defense. Received a Ph.D. in theoretical physics, published many papers, and taught physics at universities. The program is written by Analysis & Knowledge. 1.6 Files used in install The following files have been added to your system during the install process. \patterns\patterns.exe. This is the executable. You have the choice which directory to choose. Once you choose this directory, other files are put here. C\WINNT\System32\cfx32.ocx C:\WINNT\System32\sase.OCX C:\WINNT\System32\wPDF010A.dll C:\Program Files\Common Files\Quote.com\ContinuumClient.dll C:\Program Files\Common Files\Quote.com\ContinuumX.ocx In the executable directory we have, among others: ZipDll.dll UnzDLL.dll ZipSFX.bin mytrackdll.dll technlgy.ico ContinuumClient.ini exchange.txt The database tables are in : \tables The help files are in: \help\ A directory containing signals is created: \signals A directory containing a sample csi file is created: \contracts During the running of the program, the following files are generated:

10 6 patterns.ini.contains program setup infomation. activity.txt Generated during the program run. It can be viewed during the running by pressing Activity1. EXCMAGIC.log Generated in case of an error. The above files are renamed to.bak upon running patterns. In case of an error, please excmagic.log to me. Thanks. Note: Normally one should never turn off the power of the computer while the program is running. If you do this, the ini file, patterns.ini, may become corrupted. If you do turn off the power, then prior to running patterns again, delete patterns.ini and rename patterns.bak to ini. 1.7 Registration and To register, send e_mail to While the is opened, enter the register dialog, and press Register: In your , enter the subject line, and press Ctrl+V. This will put the registration key into the subject line. In the body of the , please give your name, address, and telephone number. Mention the program name:. Send the . Return to the program. Press Cancel. This will close the program. To pay for the program, please go to When we receive payment, we will send you via the new key. When reading the , select this key and press Ctrl+C. While the is opened, enter the program and the registration dialog. Click on the key box and press Ctrl+V. This will put the key into the box.

11 Introduction 7 Select License. You are now fully registered. It will give you a confirmation number. This number should be the same as that given in the . This verifies that the registration process was satisfactory. 1.8 Errors In case of an error, please send me . See 3. [email protected] Thanks. 2 Program setup Here are some general comments about setting up and running the program. 2.1 Parameters Parameters. You can run the program with parameters. patterns. exe -c starts with automatically opening Contract Tables. patterns.exe -q automatically connects to MyTrack or Quote. patterns.exe - a automatically starts by opening Contract Tables and Accounting. patterns.exe -i automatically connects to Interactive Brokers 8. The IB program, TWS, must be running. 2.2 Data Data can be found at these locations. There are two steps in adding data. The first step is to add records in the database specifying the locations (directories) of the data files. This is explained below in Adding stocks 54. For dta (csi) files, you view the data by double clicking on the record. For MyTrack data, if you are connected, double clicking will update the data, otherwise, it will read from the file on the disk.

12 Interactive Brokers One needs to sign up with IB: After you have an account, it is necessary to log in. One way is to download the software: Scroll down to Standalone Downloads. Run Install TWS. This will appear as an icon on the desktop, named Trader Workstation. Click on it, and the Login screen will appear. Once you login, you can then use to collect data or to manage your account. You may login to TWS with a demo account. The login and password are: edemo demouser. The login for the demo Financial Advisor account are: fdemo demouser. You may also sign up with IB for a paper account, which is a simulated account. There is no paper account for a financial advisor. You must configure TWS to run with. This is a screen shot of TWS. Enable ActiveX must be checked.

13 Program setup 9 When patterns is running and connected to TWS, you can download real time data (not delayed). You can view your orders. For further details, see Interactive Brokers CSI something like Daily data as dta or csi files. The format of each line of a csi file would be 04/08/1997,13:50,10.375,10.375, ,10.375,6800 For csi files, the name of the file would be something like ACS_130.csv, where the 130 means 130 minute files. See Adding stocks for details. MyTrack signup at MyTrack Intraday and daily data, and on-line trading. When connected to MyTrack (or Quote), you will see an icon on the lower right. This way you know you are connected. Stay connected only if you want to get updates. If you want to do analysis, disconnect. The connection polls the server, and this can interfere with the analysis operations. Data from Quote is being developed, and so this option is not currently available.

14 10 Once you have signed up with MyTrack, and received a user name and password, you need to insert this into the patterns program. First, be sure that My Track is selected: Then you insert the user name and password: Firewall for MyTrack If you intend to use mytrack from your place of business there is a good chance that your company has an internal firewall. A firewall acts as a filter to limit access into and out of the company's network. It is a piece of software which acts like a gateway in a company to allow or deny access to their computers. If you are using mytrack from your place of business there

15 Program setup 11 is a good chance that your company has an internal firewall. However, if you are paying around $20 or less per month for Internet service and/or use a modem to connect, chances are you are Not behind a firewall. Most people are not. MyTrack will allow you to access your quotes without having your Lan administrator open a pinhole to mytrack.tdc.com in TCP/IP protocol on port In order for mytrack to function through a proxy server you must enter the IP address of you proxy server and the port on which it uses (usually port number 80). If you are using either a Netscape or Microsoft browser you can find the IP address and port number as follows: Netscape (4.0 or later): - Select Edit then Preferences from the menu bar. - In the "category" box of the Preferences window select Advanced then Proxies. - Click the "View" button next to the words "manual proxy configuration. - A chart will appear. Next to " you will see the address of the proxy to use and the port number. Internet Explorer: - Select View then Internet Options from the menu bar. - Click on the Connection tab of the Internet Options window. - In the Proxy Server box click on the Advanced button. - A chart will appear. Next to " you will see the address of the proxy to use and the port number. 2. When you have determined these values, enter the host as a string in the mytrack host name, and the port number as a number. You will be prompted for these two values.

16 Quote Intraday and daily data Stock Updater Stock Updater Daily files that can be added to the program. You have to use Yahoo! Finance AmiQuote Download AmiQuote. You will have to scroll down. This program is free, although they ask a $25.00 voluntary contribution. This is a screen shot of the Internet site.

17 Program setup AmiQuote setup Here is how to use AmiQuote. After you install the program, create a subdirectory called something like Stocks. In AmiQuote, go to Tools Settings. 13

18 14 Pick this directory that you selected. Also use Server #1 as shown, with Livecharts not checked. If you have a Livecharts account, you may check it, and add your user name and password. Then enter, press Contracts, and choose the download file directory:

19 Program setup 15 AmiQuote will then download into this directory, and will look into this directory for the data.

20 16 Also be sure that AmiQuote is checked in, so that the data is read using AmiQuote data. Uncheck it if you wish to use StockUpdater AmiQuote data You now have to give AmiQuote a list of stocks to download. It needs two lists, one for end of day data, EOD data, and the other for one minute data. When you see a list, you may uncheck (remove the mark). Only marked items are downloaded. In order to get one minute data, select Quote: Note that Automatic import is unchecked. For EOD data: You have several choices for data source. Shown above is Yahoo Historical. It is possible to open AmiQuote, download one minute data, and while this is working, open AmiQuote again, and download daily data. The files are different, and so will not interfere. When this is done, the data can be imported into :

21 Program setup 17 Press Load csv, and it will upload the data into Pattern's database, and create san files on your hard disk. These san files contain updated data. Although you may be able to download only 500 one minute bars, if you do this daily, you will get files that contain data going far back in time. This will permit you to use to analyze the data. You may also view the one minute data in different time frames, such as, e.g., hourly. You do not have to collect hourly data to do this. 2.3 Signals There are various types of signal files. Files with.sig extension are identified by the first character. A system is a collection of signal files.! phantom. If a phantom signal was true at some time in the past, it remains true until it is false. # setup. This may depend upon a phantom. This may determine if an entry or exit may be made. ^ entry or exit. $ exit. These are usually stops. The easiest way to add signals is in the Contracts table:

22 18 Here is a list of signals you have previously chosen. Press View to select on. To add a signal to this list, press " Add Signal. To see an explanation of the signal, on the main form (on in the chart), press View Conditions: Here are some signals and their explanations below !HH3!HH3 1 Min pivots D Min pivots no h&g, nmin_min=0, Any maj, no maj h&g, nmajor=4, nmin_maj=0, Prob, no stops, RSI period: 14 RSI_OBV n days=3 n ticks=1. The explanation is this. The! tells that it is a phantom signal. The letters are simply code letters, as each signal is restricted to 8 characters. The next item, number 1, tells us that this is the first condition. A signal may consist of many conditions. Min pivots The Andrews concept is min pivots. Daily pivots. The option is Daily, Weekly, etc. D no h&g No holidays and gaps. A signal may include bars for holidays and "gaps", where a gap is a price jump. nmin_min=0 Min 0 pivots. A low pivot can follow a high pivot with no bars between. Any major. The choice is this, or majors monthly, with each major being in a Any maj. different month.

23 Program setup no maj h&g nmajor=4 nmin_maj=0 Prob 19 Majors are defined with pivots that do not incude holidays and gaps. Majors need 4 pivots between each major The pivots defining the major are min 0 pivots. Probable pivots define the line conditions. The last pivot, a possible pivot, is not used. This signal does not contain stop exits. no stops RSI period The signal includes RSI, with a period of 14 days. This signal contains a obv divergence, one of the technical concepts used !HH3W Min pivots W Weekly pivots, no h&g, nmin_min=0, Any maj, no maj h&g, nmajor=4, nmin_maj=0, Prob, no stops, RSI period: 14 RSI_OBV n days=3 n ticks=1. Weekly 2.3.3!P2!P2 1 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2, Prob, line made, closes bey=1, no stops, CL, RSI period: 5 1.!P2 2 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2, Poss, line not made, closes bey=1, no stops, ML, RSI period: 5 2.!P2 3 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2, Pivots xyz, line not made, closes bey=1, no stops, OMLH, RSI period: 5 2 last piv. This signal has 3 conditions. The first has a CL (Center Line), the next ML, and the third OMLH. Here is an example:

24 #!5PCOR #!5PCOR 1 no auto buys Min pivots h&g nticks=1, ndays=1, nmin_min=2, n_in=0, maj_in=2, Any maj, maj h&g, maj_nticks=1, maj_ndays=1, nmajor=2, nmin_maj=2, Prob, no stops, correct: 5p, RSI period: 5. This signal is true in a correction: a 5p correction #ATENN #ATENN 1 Min pivots D Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2, Prob, line not made, closes bey=1, no stops, ML, RSI period: 5 e. #ATENN 2 Min pivots D Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2, Prob, line not made, closes bey=1, no stops, OMLH, RSI period: 5 z. The first condition is true if there is an e point. The second is true if there is a z point #LL #LL 1 no auto buys Min pivots no h&g, nmin_min=2, No majors, Prob, no stops, 1) da 6, ti 1, L<=L. no auto buys No majors Does not perform any automatic trades Pivots only, no majors

25 Program setup 21 1) da 6, ti 1, L<=L The signal is true if for the past 6 days (or bars), todays Low is at least one tick lower than the past lows #ML #ML 1 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2, Prob, line made, pts bey=1, no stops, ML. The signal is true if the line was made (e.g., broke above. See below). Another signal would have line not made. pts bey=1 The value was one tick beyond the line. You can have a signal with, say, 2 ticks beyond. line made This is a ML, median, line. This line is a line from the midpoint of the last two probable pivots and the previous pivot. Another line could be a RL line. You can manually draw these lines in the chart window. The signal does this automatically. ML #MLL #MLLL 1 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2, Prob, line made, pts bey=1, no stops, ML, 1) da 5, ti 1, L<=L. This line requires not only is the ML line made, with one point beyond, but that today's low is at least one tick lower than the low of the past five days $@WL2 $@WL2 1 exit Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2, Prob, line made, pts bey=1, profit=400 flat, OMLH 2 warnings, RSI period: 5. This is an exit signal, when the profit has been reached and the line made ^@2FF ^@2FF 1 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2, Poss, % 0, flip flop, closes bey=1, closes in=1, loss=200 profit= day, MA, RSI period: 5 2 last piv. A flip flop signal ^VB2P ^VB2P 1 Min pivots no h&g, nmin_min=2, Any maj, no maj h&g, nmajor=2, nmin_maj=2, Prob, line made, pts bey=1, no stops, even 2p, RSI period: 5 n days=1 n ticks=1. This is an even 2 p line.

26 ^WLL3P ^WLL3P 1 long Min pivots D Min pivots no h&g, nmin_min=0, Any maj, no maj h&g, nmajor=4, nmin_maj=0, Prob, no stops, RSI period: 14 RSI_OBV n days=3 n ticks=2. long 2.4 This will cause an entry to a long position. Another signal would be short. Signal Creation You can create your own signals build upon existing signals. On the main form, press Create complex signal. You will be prompted for a name. If this signal exists, it will be renamed from.sig to.bak. You then add signals to the grid:

27 Program setup 23 Choose signals. Here we already choose a #ML signal. You can enter numbers in the Order field to reorder them. The critical order is the first signal. The new signal type will be that of the first one. E.g., in this case, the new signal will be a setup, as the name begins with a #. When done, press the S. Confirm that you wish to save this. During the save process, if it is a setup or exit, you will be prompted to enter an optional max loss or max profit. You may also create systems of signals by pressing Create system file in the above menu. 2.5 Spreads You can view spreads, which is the chart of the difference between two stocks. This menu operation is valid only for Quote stocks. To view spreads otherwise, enter Contracts Table, and press To use this feature: On the main form, View Spread. You then enter a value for the spread, such as 1. Press Okay. You will next be prompted to give the time period, from 5 to 480 minutes. Then the stock name. Wait while it is loading. Prompt again for the next stock. It will load and pull up the chart. A constant number may be added to every bar to insure that the spread chart has only

28 24 positive numbers. You can also see spreads for daily stocks in Contract Tables. 2.6 Bars Back The pivot calculations for a large file could take considerable time. For example, performing a run test with history AddHistSignals1 does the following for each stock: It looks at the stock with only the first 60 bars, and tests if a signal was made. It then adds one bar, and tests again. If there are, say, 5000 bars, the test will be very long. You may want to view only the last 100 bars. Set the number of Bars Back 24 o a non-zero value. Then set the Start Date to any date. StartDate1. For files other than csi files, the only meaning is whether it is null, '//', or an actual date. If it is null, then the entire file will be read. For csi files, it goes back to the date specified in the Start Date and counts bars back. For other files, it counts bars back. The file, as viewed in the chart and for run tests, will then have only the small number of bars back. If you wish to view the entire file, set Bars Back to 0. To repeat, Start Date is relevant only for csi files. 2.7 Quote Bars You may choose how much data to download. See QuoteBars1. If you choose quote bars = 0, then you will get all the data available. Here are some statistics from activity.txt: Note the following: It took 10 seconds to log on to MyTrack. This is okay, as their program takes much longer. But this time is very noticeable! 0.1 sec to open Contracts Table. This is fine, as it takes time to build up the screen display sec to build the memory database. I had 21 contracts. This is fine. For real time updates, one would not have more than a few hundred at the most, and the time is still less than a second. Faster than you can blink. Quote bars = 0. It gets 255 bars of data at a time. This is about a year's worth. Basically, it takes 5-10 seconds a year. This a long time. Normally you will not do this. You need to choose a small number for quote bars. 11/16/ :48: pm Working Connecting to MyTrack... 11/16/ :48: pm 11/16/ :48: pm logged on Finished Connected to MyTrack. Time:

29 Program setup 00:00: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :48: /16/ :49: pm pm pm pm pm pm pm pm pm pm pm pm pm pm pm 25 Contracts Table Working Building Database... Finished building database. Time: 00:00: Loading DIS 0 Good DIS Working Collecting data... DIS 11/16/2002 Finished create_this_symbol DIS 11/12/2001 DIS 11/01/2000 DIS 10/31/1999 DIS 10/26/1998 DIS 10/21/1997 DIS 10/17/1996 DIS 10/16/1995 Interactive Brokers Here are explanations for using Interactive Brokers. This works together with TraderWorkStation, or TWS. The TWS program must be running in order for to interact with it. That is, one must firsts login to TWS, and then connect using. For details, see Interactive Brokers 8. You can collect data, view your portfolio and order executions. The execution details are automatically added to your Trades 110 table in the Accounting 107 window. Click on a Show menu. Account shows your your account. Portfolio brings up the grid of your portfolio. Press Orders to see your orders and executions. If you are a financial advisor, you can see the list of accounts by pressing Managed Accounts. If you are not a financial advisor, that is, Financial Advisor on the main window is not checked, then the Managed Accounts menu item is disabled (greyed out). If you wish to jump to another window, select the window (Main, Accounting, or Contracts Tables), and press.

30 26 While running, status messages appear in a box. 3.1 Connecting Once connected with TWS, you now connect in. Press the Interactive Brokers button, or the menu. The first item connects with IB. If you are already connected, and wish to return to the IB window, press Go to the IB window. If you wish to change the settings of the connection (normally, there should be no need for this), the IP address and IP port menu items will do this. There is a delay, normally of one second, after connecting. You can change this by pressing AccountInfoTime. When collecting data, if you wish to collect during extended hours, press Extended Hours. You can also select certain stocks in the accounting table to always get extended hours data. If you are a financial advisor, check Financial Advisor before connecting. Once you check this, it will remember the next time you run. If you open TWS as a financial advisor, but open with financial advisor not checked, an error will result. Conversely, if you open TWS as a user (not as a financial advisor), but in connect with IB with Financial Advisor checked, you will not be able to see anything. Once is connected, you can open again to view several charts simultaneously in real time. Each time you open the program again, the IB ClientID is incremented. You will not be able to view orders with a ClientID larger than zero. Normally, when you close, the records of these ClientID's are decremented. If something went wrong, such as a

31 Interactive Brokers 27 forced closing (Ctrl Alt Del) of the program, you may find that when you connect, you have a non-zero ClientID. In this case, disconnect, press Empty IB_Client to clear the ClientID database, and then connect again Status When you connect, the IB window appears. Status messages appear in a box on the right: If this box is covered by a grid, click on it to bring it to the front. If you wish to view it more carefully, such as to scroll or print it, then press Status: If there are too many messages, you can clear this window by pressing Clear status. Press Fonts to change the fonts in the grid. Personally, I prefer Courier New, a monotype font, as it shows numbers clearest. When looking at numbers of your trades, you want to see each number, your money, as clearly as possible. Dates can be shown with a pop-up calendar or not, depending on if Use Date Time Picker is checked Other Windows There are other windows you may want to jump to.

32 28 The Main window allows you to view Activity, to change the number of bars read, and such. If you load a minute file that is too large, it will take too much time to calculate the pivots, and this will interfere with viewing updates. Choose a smaller number of Bars Back 24. If bars back is too small, you may not be able to view the minute file as, say 60 minute files. The Contracts Window shows you the list of stocks. Double click on a stock and it will get updated from IB, and show the real time chart. The accounting window will show you your trading activity. When the IB window comes up, you can see the Contracts window behind it:

33 Interactive Brokers 29 If you prefer to see the Accounts window visible when IB first comes up, uncheck Contracts visible. 3.2 Financial Advisor If you connect as a financial advisor, when the connection is made, the IB window will look like this:

34 30 Double click on a user and then you will be able to view the trades and portfolio associated with this user. 3.3 Contracts Table When connected to IB, there are new menu items available:

35 Interactive Brokers 31 The first item, Add a stock, brings up a message box where you enter the stock name. Enter as many as you like, one stock at a time. The default exchange is SMART. If it is an index, specify index. The data that is downloaded from IB is stored on the hard disk as san files. If you wish to collect data on many stocks, press Data from IB. If you want data on a single stock, and then to view the updated chart, press One data from IB, or, if DblClk updates chart is checked, simply double click on the stock. If you want to collect a small amount of data, Recent data must be checked. Otherwise, it will collect one year's worth of daily data or 6 days worth of one minute data. When viewing the chart, if you wish it to get updated in real time, then Real Time must be checked. Finally, when you wish to go back to the IB window, press Go to the IB window For further details of what information is stored for each stock, see Contracts Table 3.4 Account This gives info about your account. 53

36 Historical Data If you intend to make historical data requests that return more than 1000 bars, it is recommended that TWS be configured to increase the sizes of the API socket buffer. This can be done in the "settings.xml" file in the user's Jts directory. It is important that TWS not be running when its settings.xml file is manually modified. In the <SystemSettings> XML element, the <apisocketbuffersizes> elements can be used for this purpose. Adding this line to the <SystemSettings> element in settings.xml should suffice: <apisocketbuffersizes>500000</apisocketbuffersizes> 3.6 Orders Here is how you set up and view your orders. This is not available at the present time Default Order When creating an order, certain fields will be filled in by default. Here is how you set up the default. The User name DU shown above means Demo User. A real user has a User name starting with a U Fields in Orders These are the various fields, which are called property.

37 Interactive Brokers 33 Changed: Boolean; Identifies if the Filled value has just changed. Check this to indicate if the last OnOrderStatus

38 34 notification from TWS actually amended the Filled quantity. This is more reliable than interpreting the various order status. (read and write). The Changed property is reset to false when an order status changes, but the filled quantity does not. Completed: Boolean; Completed is true when an order is successfully cancelled, or an order is completely filled, otherwise false. Value is set automatically from notifications from TWS (read and write). TempId: Integer; The TempId is the identity used by TWS to identify this order. See also ClientId. (read and write). PermId: Integer; PermId is created by TWS, and is filled in by TIABSocket component when first discovered. (read and write). ClientId: Integer; ClientId that generated this Order. If the order was made from the TWS, then ClientID is 0. If you run, set ClientID to 1. You may open again, and create another order. In this case, set ClientId to 2 for the second. Filled: Integer; Total volume of executed filled shares / contracts for this order. Updated automatically. (read and write). Remaining: Integer; Remaining of open volume of shares / contracts for this order. Updated automatically. (read and write). FillPrice: Double; Current fill price of executed shares. This value is the average price for all fills in this order so far. Updated automatically. (read and write). LatestFillQty: Integer; The last number of filled shares / contracts when a partial fill occurs. Updated automatically. (read and write).

39 Interactive Brokers 35 LatestFillPrice: Money; The price of the last filled shares / contracts when a partial fill occurs. This is the price of the portion of LatestFillQty shares / contracts. Updated automatically. Note: API version 7.01 The TWS now sends this data. Prior versions the TWS does not send this data - it is a calculated value from the current accumulated Price. The TWS usually only goes to 4 decimal places, and often this isn't enough to calculate the actual price exactly of each partial fill portion. I recommend you use some rounding on this property. (read and write). Account: string; For institutional customers only. Account number / name. (read and write). Action: TIABAction; TIABAction = (Idle,Buy,Sell,Short,Exercise,Lapse); Sets the action (buy, sell, short) for this order when passed to the PlaceOrder method. For Options use the ExerciseOptions method and the action set to Exercise or Lapse. Changing this property does not send the order. (read and write). AuxPrice: Money; This is the STOP price for stop-limit orders, and the offset amount for Relative orders and Trail orders. In all other cases, specify zero. (read and write). The auxprice is the amount by which IB substracts from the last price to get the stop price. If lastprice changes to 52 and your aux price is set to then your stop price becomes 51. If lastprice drops to your stop price for a sell is still 51. (51 is still higher than 50.5) If lastprice moves up to 53 - your stop price for a sell will be 53-1 = 52. (52 is higher than 51) The aux price does not shrink unless you change the order yourself. I.e. stop price does not come down for a sell order, it either goes up or you get stopped out at the last stop price. That's theory - please check it out with your paper account - I notice it sometimes doesn't work especially when it is very volatile, in particular for futures, the price can drop drastically - don't forget the stop becomes a market order. Currency: string; Specifies the currency. This field is only required when the SecurityType = stcash. Otherwise it is ignored. (read and write).

40 36 Exchange: string; The order destination such as 'SMART' or 'GLOBEX'. NOTE: When you connect to TWS using any of the API components, you must route all U.S. stock and option orders through Smart order routing. (read and write). Note: see also PrimaryExchange property. Expiry: string; The expiration date of a Future or Option. LocalSymbol: string; This is the local exchange symbol of the underlying asset. OCAgroup: string; Identifies an OCA (one cancels all) group. Set this to any unique string, and all open orders with same value, will be tied together. (read and write). OpenClose: string; For institutional customers only. Specifies whether the order is an open or close order. Valid values are 'O', 'C'. (read and write, default = 'O'). OrderRef: string; For institutional customers only. The order reference. (read and write). OrderOrigin: TIABOrderOrigin; TIABOrderOrigin = (Customer,Firm,Unknown); (read and write). OrderType: TIABOrderType; NoChange, Market,Limit, Stop,StopLimit, Relative,VWAP, MarketClose, LimitClose, Trail,LimitOpen, MarketOpen,OneCancelOrder, ISEBlock,PegMarket, Volume,TrailLimit, None, Unknown Use NoChange for a call to ModifyOrder only. Not all order types are supported in the API as yet. Quantity: Integer;

41 Interactive Brokers 37 Order share / contract quantity. Price: Money; Order limit price. Maximum precision is 6 places. The TWS may limit this further depending on the asset. (read and write). Right: TIABRight; For options. TIABRight = (None, Put,Call). SecurityType: TIABSecurityType; Stock, Option,Future, Index,FutOpt, Cash,Bag, Bond Strike: Money; For options. Symbol: string; This is the symbol of the asset. TrailStopPrice: Money; For Trailing stop limit orders. Use the order type of TrailLimit. When placing trailing stop limit orders, the AuxPrice property specifies the trailing amount, and the stop price is specified as this TrailStopPrice property. TimeInForce: TIABTimeInForce; Values are Day, GoodTilCancelled, ImmediateOrCancel(FillOrKill), opg(?), Good Till Date (read and write). Transmit: Boolean; Specifies whether the order will be transmitted by TWS. If set to false, the order will be created at TWS but will not be sent. ParentId: Integer; The order ID of the parent order, used for bracket and auto trailing stop orders. BlockOrder: Boolean; If set to true, specifies that the order is an ISE Block order. SweepToFill: Boolean; If set to true, specifies that the order is a Sweep-to-Fill order.

42 38 Multiplier: string; The desired futures or options contract multiplier in any API operation that involves describing a contract. These operations are: placing orders, requesting market data, requesting market depth, and requesting contract (instrument) specifications. An example of when this functionality is useful is when a corporate action has resulted in more than one options contract being traded on the same underlying, with the same right (put or call), strike, and expiration. If a contract only trades with a single multiplier (typically 100), specifying the multiplier is not necessary. DisplaySize: Integer; The publicly disclosed order size, used when placing Iceberg orders. ShortSaleSlot: Integer; Retail customers set to a value of 0. Institutional (ie non-cleared) customer specify "Short Sale Slot" information when placing an order of side "SSHORT." This information concerns the location from which shares will be delivered, and has two parameters, "Short Sale Slot" and "Designated Location." If "Short Sale Slot" is 1, then shares will be delivered from the customer's clearing firm, and no "Designated Location" is specified. If "Short Sale Slot" is 2, then shares will be delivered from a "Designated Location" clearing firm, and the value of "Designated Location" is a comma-delimitted list of possible firms. TriggerMethod: Integer; Specifies how Simulated Stop, Stop-Limit and Trailing Stop orders are triggered. Valid values are: O - the default value. The "Money bid/ask" method will be used for orders for OTC stocks and US options. All other orders will used the "last" method. 1 - use "Money bid/ask" method, where stop orders are triggered based on two consecutive bid or ask prices. 2 - "last" method, where stop orders are triggered based on the last price. 3 - "Money-last" method, where stop orders are triggered based on last two prices. ExtendedHours: Boolean; If set to true, allows triggering of orders outside of regular trading hours. (read and write). Hidden: Boolean;

43 Interactive Brokers 39 If set to true, the order will not be visible when viewing the market depth. This option only applies to orders routed to the ISLAND exchange. (read and write). ShareAllocation: string; Specifies the number of order shares allocated to each FA managed account. The format of the allocation string is as follows: <account_code1>/<number_shares1>,... For example, to allocate 20 shares of a 100 share order to account 'U101' and the other 80 shares to account 'U203', enter the following share allocation string: U101/20,U203/80 DiscretAmount: Money; Field discretionaryamt - unknown purpose? FAdvGroup: string; For Finacial Adviser accounts, otherwise a blank string ''; FAdvMethod: string; For Finacial Adviser accounts, otherwise a blank string ''; FAdvPercentage: string; For Finacial Adviser accounts, otherwise a blank string ''; FAdvProfile: string; For Finacial Adviser accounts, otherwise a blank string ''; GoodAfterTime: string; The trade's "Good After Time," GoodTillDate: string; The trade's "Good Till Date," PrimaryExchange: string; Specify the PrimaryExchange for Smart Routing. You must specify the primary exchange when placing orders routed through SMART exchange, or when making SMART market data requests. Specifying the primary exchange allows the API to resolve routing ambiguities for example in instances when an asset trades in the same currency on multiple exchanges (i.e. QQQ trades in US dollars on both AMEX and NYSE). Note that the primary exchange for NASDAQ-traded products is SUPERSOES.

44 40 DesignatedLocation: string; Unknown... see TWS help. OcaMethod: TIABOcaMethod; CancelWithBlock, ReduceWithBlock, ReduceNonBlock RegTradingHoursOnly: Boolean; Rule80A: TIABRule80A; Individual, Agency, AgentOtherMember, IndividualPTIA, AgencyPTIA, AgentOtherMemberPTIA, IndividualPT, AgencyPT, AgentOtherMemberPT OverridePercentageConstraints: Boolean; Overrides TWS's order price percentage constraints, which are applied to orders that TWS sees as deviating too much from the NBBO of the contract. This functionality was put into place to work in conjunction with the fact that TWS will no longer pop up a confirmation dialog when an API order violates the percentage constraints TWS imposes. If this is set to false, such orders going forward will be rejected. Keep in mind that orders with prices that severely depart from the contract's NBBO but would otherwise be filled will be rejected by IB's servers. SettlingFirm: string; Pertains to institutional only. AllOrNone: Boolean; MinQuantity: Integer; Minimum quantity. PercentOffset: Money; Pertains to relative orders only. ETradeOnly: Boolean; FirmQuoteOnly: Boolean; Trade with firm quotes..? NBBOPriceCap: Money; Maximum SMART order distance from the NBBO

45 Interactive Brokers 41 AuctionStrategy: TIABAuctionStrategy;; TIABAuctionStrategy = (Unset, Match, Improvement, Transparent); StartingPrice: Money; StockRangeUpper: Money; StockRangeLower: Money; Delta: Money; StockRefPrice: Money; The following are for BOX orders: All volatility orders have these two parameters: Volatility: What the price is computed from via TWS's options analytics. For VOL orders, the limit price sent to an exchange is not editable, as it is the output of a function. Volatility is expressed as a percentage. VolatilityPeriod: Set to UnSet, Daily or Annual. Dynamic volatility orders have these five additional parameters: DeltaNeutral: Specifies whether TWS is supposed to do the corresponding delta trade upon full or partial execution of the option order. If delta neutral is selected, market orders in the underlier will be placed in response to executions to maintain delta-neutrality. ContinuousUpdate: Whether TWS is supposed to update the order price as the underlier moves. If Continuous Update is selected, the limit price sent to an exchange is modified by TWS if the computed price of the option changes enough to warrant doing so. This is very helpful in keeping the limit price sent to the exchange up to date as the underlier price changes. ReferencePrice: UnSet, Average or BidOrAsk. Set to Average for Average of National Best Bid or Ask, or set to BidOrAsk for National Best Bid when buying a call or selling a put, and National Best Ask when selling a call or buying a put. The reference price is used to compute the limit price sent to an exchange (whether or not Continuous Update is selected), and for watermark price monitoring Combination Create combination orders that include options, stock and futures legs (stock legs can be included if the order is routed through SmartRouting). Although a combination/spread order is constructed of separate legs, it is executed as a single transaction if it is routed directly to an exchange. For combination orders that are SmartRouted, each leg may be executed separately to ensure best execution.

46 42 You can create a unique combination by manually defining an order leg by leg on the Generic tab, or create an order or group of orders with a named strategy using a template, on either the Single or Multiple tab. Currently TWS provides templates to construct the following named combination strategies: Box - An order to simultaneously purchase and sell two synthetics in identical numbers at different strike prices. For example: Buy 1 April02 95 call, Sell 1 April02 95 put, Sell 1 April call, Buy 1 April put. Butterfly - An order to simultaneously purchase an option with one strike price, purchase an option with a second strike price, and sell two options with a third strike price that is midway between the prices of the first two options. The ratio for a butterfly is always 1 x 2 x 1. For example: Buy 10 March02 95 calls, Sell 20 March calls, Buy 10 March calls. Buy Write - An order to simultaneously purchase (sell) a stock and sell (purchase) a call option of the same underlying. Purchase a Buy Write: Sell 1 XYZ April06 95 call, Buy 100 shares XYZ Sell a Buy Write: Buy 1 XYZ April06 95 call, Sell 100 shares XYZ Calendar spread - An order to simultaneously purchase and sell options with different expiration dates, where both have the same underlying, right (call or put) and strike price. This spread is sometimes referred to as a time spread. A calendar spread whose options have different expiration dates and different strike prices is sometimes referred to as a diagonal spread. For example: Buy 1 June call, Sell 1 March call. Conversion - An order to simultaneously sell (or purchase) a call option and purchase (or sell) a put option in identical numbers where both have the same underlying, expiration date and strike price, and purchase stock of the same underlying. Purchase a conversion: Sell 1 XYZ April04 75 call, Buy 1 XYZ April04 75 put, Buy 100 shares XYZ Sell a conversion: Buy 1 XYZ April04 75 call, Sell 1 XYZ April04 75 put, Sell 100 shares XYZ Delta Neutral - An order to simultaneously buy (or sell) options contracts and sell (or buy) a delta amount of the underlying. The quoted price is the outright combo price minus the underlying price. Diagonal spread - An order to simultaneously purchase and sell options with different expiration dates and different strike prices, where both have the same underlying and right (call or put). For example: Buy 1 June call, Sell 1 Sept call. Reversal- An order to simultaneously purchase (or sell) a call option and sell (or purchase) a put option in identical numbers where both have the same underlying, expiration date and strike price, and sell stock of the same underlying. Purchase a reversal: Buy 1 XYZ April04 75 call, Sell 1 XYZ April04 75 put, Sell 100 shares XYZ Sell a reversal: Sell 1 XYZ April04 75 call, Buy 1 XYZ April04 75 put, Buy 100 shares XYZ Risk Reversal- An order to simultaneously purchase (or sell) a put option and sell (or

47 Interactive Brokers 43 purchase) a call option in identical numbers where both have the same underlying and expiration date, but the call generally has a higher strike price. Purchase a risk reversal: Buy 1 XYZ April04 75 put, Sell 1 XYZ April04 95 call Sell a risk reversal: Sell 1 XYZ April04 75 put, Buy 1 XYZ April04 95 call SSF/OPT - An order to simultaneously buy (or sell) one contract of a single stock future (SSF) and buy (or sell) a stock option of the same underlying. For example: Sell 1 Oct call, Sell 1 Aug06 SSF. Straddle - An order to simultaneously purchase (or sell) a call and a put in identical numbers, where both have the same underlying, expiration date and strike price. For example: Sell 1 Dec02 90 call, Sell 1 Dec02 90 put. Strangle - An order to simultaneously purchase a call and a put with different strike prices, where both have the same underlying and expiration date. In the case where both the call and the put are out of the money, this order is referred to as an inside strangle. For example: Buy 1 June02 95 put, Buy 1 June call. Stk/Opt - An order to simultaneously purchase (or sell) one stock contract and purchase (or sell) one options contract. For example: Sell 1 Jan put, Sell 100 shares of the underlying. Synthetic - An order to simultaneously purchase a call and sell a put in identical numbers (or sell a call and purchase a put in identical numbers), where both have the same underlying, expiration date and strike price. Purchase a synthetic: Buy 1 April call, Sell 1 April put. Sell a synthetic: Sell 1 April call, Buy 1 April put. Synthetic Put - An order to simultaneously purchase (or sell) a call option and sell (or purchase) stock where both have the same underlying. Purchase a synthetic put: Buy 1 XYZ April03 75 call, Sell 100 shares XYZ Sell a synthetic put: Sell 1 XYZ April03 75 call, Buy 100 shares XYZ. Synthetic Call - An order to simultaneously purchase (or sell) a put option and purchase (or sell) stock where both have the same underlying. Purchase a synthetic call: Buy 1 XYZ April03 75 put, Buy 100 shares XYZ Sell a synthetic put: Sell 1 XYZ April03 75 put, Sell 100 shares XYZ. Vertical spread - An order to simultaneously purchase and sell options at different strike prices, where both have the same underlying, right (call or put) and expiration date. This spread is sometimes referred to as a price spread. Call vertical spread example: Buy 1 June call, Sell 1 June call. Put vertical spread example: Buy 1 March put, Sell 1 March02 95 put For more information on combination orders and margin requirements for combination orders, see U.S. Equity Options Margin Requirements on the IB website.

48 Box Box - An order to simultaneously purchase and sell two synthetics in identical numbers at different strike prices. For example: Buy 1 April02 95 call, Sell 1 April02 95 put, Sell 1 April call, Buy 1 April put. Price Improvement Auction For options routed through BOX, you may elect to participate in the Price Improvement Auction to better your price. You can submit nine different types of Price Improvement Auction orders by combining one of three order types (Limit, Relative, Pegged to Stock) with one of three Auction Strategies (Match, Improve, Transparent) described below. To submit a Price Improvement Auction order Create an options order routed to BOX. In the Type field, select either LMT, REL, or PEG STK. For Limit orders, enter the limit price in the LmtPrice field in penny increments. For Relative orders, set a relative offset amount (in penny increments) in the AuxPrice field. For PEG STK orders, you enter the starting price in the AuxPrice field, auction strategy in the AucStrat field, the delta in the Delta field, the optional stock reference price in the StockRefPrice field, the low side of the optional stock range in the StockRangeLow field, the high side of the optional stock range in the StockRangeHigh field. In the AucStrat field, select from one of three strategies: Match - matches the current auction price, but will not exceed the calculated price improvement amount. Improve - enters a bid higher (for SELL order) or lower (for BUY order) than the current auction price, but will not exceed the calculated price improvement amount. Transparent - enters a price that includes the full calculated price improvement amount Fields for Box For a Box trade, there are additional fields not present in a non-box trade. AuctionStrategy StartingPrice StockRangeUpper StockRangeLower Delta StockRefPrice Volatility VolatilityPeriod DeltaNeutralOrderType DeltaNeutralAuxPrice ContinuousUpdate

49 Interactive Brokers 45 ReferencePrice All volatility orders have these two parameters: 1. Volatility: What the price is computed from via TWS's options analytics. For VOL orders, the limit price sent to an exchange is not editable, as it is the output of a function. Volatility is expressed as a percentage. 2. VolatilityPeriod: Set to UnSet, Daily or Annual. Dynamic volatility orders have these three additional parameters: 1. DeltaNeutral: Specifies whether TWS is supposed to do the corresponding delta trade upon full or partial execution of the option order. If delta neutral is selected, market orders in the underlier will be placed in response to executions to maintain delta-neutrality. 2. ContinuousUpdate: Whether TWS is supposed to update the order price as the underlier moves. If Continuous Update is selected, the limit price sent to an exchange is modified by TWS if the computed price of the option changes enough to warrant doing so. This is very helpful in keeping the limit price sent to the exchange up to date as the underlier price changes. 3. ReferencePrice: UnSet, Average or BidOrAsk. Set to Average for Average of National Best Bid or Ask, or set to BidOrAsk for National Best Bid when buying a call or selling a put, and National Best Ask when selling a call or buying a put. The reference price is used to compute the limit price sent to an exchange (whether or not Continuous Update is selected), and for watermark price monitoring Stop and Limit A Limit order is defined as an order to buy or sell a contract at a specified price or better. If an order is submitted to buy at 9 Limit, if the price is 9 or less, it will be executed. 4 Charts The text on the top gives the stock name, and signal. If a dollar sign is present on the left, it means the chart contains live intraday data from the data feed. The number after this is the military time of the last data value. Press Esc to cancel the live data feed. This permits you to analyze the chart, using trend lines and such, without the chart changing as data comes in. Display One Day or 10 Days is for going back in time and running a day at a time. Go back to some point, Display One Day. You will see the pattern at that time. Press the space bar. It will advance one day. This permits you to imagine yourself back in time making decisions on

50 46 trading, and will help you choose signals. These are the.sig files. We have many such files, and may market them separately. Price Type. The data Internet site may not always give reliable values for the tick size. For example, look at spx.x, and you will see values like Download new data, and you may see values like 650, with the shape of the data the same! You can manually override this, and the new value is stored in the table. Choose Price Type, and select the correct value by clicking. Actually, this is not important now, as price types are now decimal. Moving average and volume. If they are checked, you will see them. The default state, checked or not, is the value when the chart was closed. Warning lines color. The warning lines can be red, green, or blue, black, or white. Choose the color in Display, and then press End. This will be the default color. White means the lines are not shown. You have the choice of viewing data as the logarithm (log to the base 10) of the data or the square root. Values are given in the line below the chart, and above. E.g., M: moving average. R: RSI. r: reference point. For more on colors, see ThickLines1 and Coloredbars1

51 Charts 47 Enjoy! 4.1 Moving in the chart You move around by using the arrow keys or the mouse. Alt Left Arrow and Alt Right Arrow move by 10 bars. Ctrl p moves to the previous pivot, and Ctrl n moves to the next pivot. Page Up and PageDown move to different screens. End moves to the last bar, and Home to the first. ^Home moves to the first bar on the page, and ^End to the last bar on the page. Display Mouse. If this is checked, mouse movements change the select bar. Shut this off when doing a day at a time. Display Move Screen. If this is checked, the entire screen moves (pans) as the selection changes. Moving to the left end of the screen is special if Move Screen is not checked. Left arrow will pan the screen 10 bars as it moves over one. Alt Left arrow pans the screen half. You can move to any bar by using the mouse; however, due to the calculations behind the screen drawing, sometimes the response is slow, resulting with the selection bar not being exactly where the mouse is. You can stop this by unchecking Display Mouse. Unchecking it means the cursor will not move when the mouse moves. Useful if you want to save the screen as a pdf file. You can also select a date by GoTo Calendar. There are two choices: One is a monthly calendar, that you choose the date by moving the arrows (Combo Box), and the other is one where you merely type in the date. This latter is good if you want to select a date a few years ago.

52 Day at a time Run a day at a time from the cursor. This permits you to go back in time and to view the pivots and lines at that date. Press space to advance to see how the lines change, and when signals were made. 4.3 Pdf files Creating a pdf file. It is easy to create a pdf file from the chart. Pdf files are great! Small in size, easy to view (you can zoom if you wish), easy to ship. Make pdf files of charts for your own use, to keep track of your thoughts. Make pdf files to share your ideas with others. Make PDF Filescreates the pdf file in memory. Pdf Save As saves the pdf file on the hard disk. If the file exists, it will be appended. Save does the same thing, but does not bring up the save dialog. This is useful if you want to add a lot of charts to the file, for it saves to the previous saved file. However, if Adobe Acrobat has the file opened, then patterns will not add to the file. Be sure to close Acrobat! This works only if Misc Smooth Chart on the main form is not checked! The chart appears, with three lines below. (I do not know how to put the text above the chart!). The first line is the date and time. The next line is the contract. The third line is the signal information that appears on the top of the chart. You can add any text you wish. Before pressing Save (or SaveAs), open any word processor, such as Microsoft Word. Select the desired text, and Edit Copy (Control + C). Immediately press the save button. You text will appear below the three lines. This is easy to do, but tricky. First make the pdf file, and then select and cut the text, and immediately save the pdf file. You can create a pdf file in one step by pressing Pdf Save As or Pdf Save,without first pressing Pdf Make pdf. This will create the pdf file. The drawback is that you cannot add text. To add text, first make pdf, the open Word, select and copy, then Save As or Save. 4.4 Trend Lines Trend lines. First select the type of trend: Trend line (line between two points), ML line, RL line, or the shifted lines: SH and RL+. To draw a trend line, you need define two or more points. Go to the first, using the mouse or cursor, and hit one of the five keys: OHLCM. It will choose the Open if you hit O, Close if you hit C, and Moving average if you hit M. Move to the second point, and again hit one of the five keys. The trend line will be drawn, and the lines will become thin (normal) again. While drawing the trend lines, the lines become thick to make the choices better. For ML and RL lines, you have to choose 3 points. Shift lines are possible. Draw a ML, then select Shift ML, and select the last point. Same for RL+, to get additional parallels.

53 Charts 49 When drawing trend lines, press the Clear button to cancel the lines. The signal lines, from the.sig file, will remain visible. Trend lines are saved on the hard disk by stock name. Restore trends will restore lines that were saved. You have the option of restoring the lines based upon pivot count rather than date and time. You have the option of saving lines in location A or B by pressing Save A or Save B. To recall, press Add A or Add B. This will add the lines to the chart. You draw a trend line. The line is automatically saved in the database. Change number of pivots, time frame (D to W, etc.), and it will redraw the lines. If a point is H or L, and it goes down in time (lines drawn in W restored in D), it will look for the highest point in the week (or month, if you started with M). Trend lines can span screens. Save trends in A or B. Add A adds the trend lines in A to the existing lines on the screen, and so acts like a restore. Clear (Alt L) clears the trend lines. No trends removes the signal lines as well. Once trend lines are drawn, either manually, Restoring, or Add A, Add B, the next screen change automatically calls restore. E.g., you have a ML signal, and pull up a chart. Change number of points or time frame. Fine. However, once you restore trends, you will see the ML signal line along with the restored trends. Now change number of points or time frame. Both the ML line and the restored trend lines will be drawn. See an image of trend lines at Trend Lines 123 Trend lines can be deleted. When a trend line is drawn, the line is extended into the future 10 bars, with circles at each bar. Double click on each bar to see the extrapolated value.

54 Weekly A stock can be viewed as weekly, monthly, or whatever. E.g., select IBM 1. You now see minute bars. You can press 60 to see hourly bars. You can also see 130 minute bars.

55 Charts The default is the file type. For min = -1 (csi files, see Data For min = 1, the default is 1 min ) or min = 0, the default is daily. A signal may contain a time. E.g., one may have a weekly signal. In this case, the default is the signal time. Note that in the above example weekly is disabled. This is because there are not enough bars to show a chart. The minimum is 40. It may be necessary to read more bars (see Bars Back) 4.6 Colored Lines In order to see the lines in color, they must be made thick. 4.7 Curves You may view many curves on the chart. Under the menu item Misc you can choose various items:

56 52 You may choose to see Moving Average, Momentum, OBV, Volatility, Volume. If you run a Historical Test, you may view a Histogram of the results. The values for each bar are displayed on the very top of the chart: In addition, you will see curves. If you choose many items, all the curves on the chart will clutter the screen. In order to reduce this clutter, you may select which curves you wish to see: This selection affects only the curves. Even if you do not select any curves, you will see the values in the top.

57 Contracts Table 5 53 Contracts Table This form displays the database tables for the stocks. There are three tables here. The first is the contracts table. This is a list of contracts, along with directory and other parameters. The second is the signal table. It shows the contract name, signal name, and the different days it was made. The third is the signal_list table. It gives a list of signals. To find a stock, type in the name in the search bar. E.g, to find SUN, type in In this case, SU was enough. This search bar automatically makes the letters capitals. Here is how a certain stock would look. For example, INDU. We can look at a list of stocks in rows, or we can have a full screen with one stock. Press R in the upper left hand corner to see the Record View. This gives the name (INDU in this case), the values of the volume and close, and the Last Close Date, the date of this value. Lower down there are two more dates: First Date, and Last Date. These are the dates of the beginning and end of the data file. In this case, there are over 8 years of data. The tags are the filters.

58 Adding stocks Adding stocks If you are connected to MyTrack or Quote, and wish to add stocks, press the + button. Type in the symbol name. This is case insensitive. E.g., type in "ibm". The program will then verify that IBM is a valid symbol. If so, it will add a new record. You will then be prompted for an additional symbol. Continue adding symbols. Stop by pressing Cancel. You may select an Exchange 86. If you wish to add csi data, you need to secify the directory where the data is located. If the data is csv ascii data, csv must be checked:

59 Contracts Table 55 You then press Contracts in the above directory. You will be prompted for a directory. When you select the directory, all the dta files (or csv) in the directory will be added to the database. If you press Directories, then it will act the same as pressing Contracts, but all the files in all directories in the selected directory and below will be added. You now have the option of using csv files as data files directly. Press Use csv. With this option, san files are not created. The advantage of using san files is the option of having the files updated. With this option, the files are not updated. Furthermore, you will not be able to change the time frame (hourly, weekly, etc.). Instead, the files are read as they are. 5.2 Spreads To view the chart of a spread, you must first view the chart of the first contract. Then enter the value of the spread.

60 56 Then view the second chart. The spread chart will come up. You will see it like this: This is the spread AC ::BORL. What this means is this. The first stock is AC. We subtract 1.0 times each value of BORL. The program requires positive value for all calculations, and so was added to each value. There will be a value of 0.01 somewhere. In this example, it occurs on 1/2/ Filters You select a filter as you wish. Press Cancel to cancel the filter. E.g., you want to see stocks beginning with SP9. Press Filter Letter. Then press Use Use Filter to see the stocks SP92, SP98, etc. Press Use Use All to see everything. If you want to cancel the letter filter, choose Filter Letter. Press Cancel. If you just want to look at SP98, it is faster not to set a filter, but to search for in the incremental search. Type the letters in the little box, the search box, which is at the top of the database file, and for each letter you type, the data will move to those files. E.g., type S, and you will see SA, etc. Type P, so that SP is in the box. You will see SP89, etc. Now type 9 to see SP9. The filter is good if you are going to do a run, for then it is quicker. The filters remain in the ini file. To cancel the directory from the ini file, press Filter No Directory Filter. After a run test, the filter will be those that have the output tagged. I.e., after the run, you will see only those that passed the test. To see all of them, click again Output tag number to clear this tag. You will then return to the original filter. If you set a bookmark, and then a filter, you will receive an error message if you attempt to go to a bookmark that is not visible (filtered out). One important use of filters is in data collection. There are three phases to data collection: 1. Adding records to the database. The database contains the list of stocks you wish to examine. You may add records manually, from a sym file, or from a csi directory. 2. Setting the filter. You must decide if you are interested in 60 minute data, daily data, or whatever.

61 Contracts Table Importing the data. With quote.com or MyTrack, this means downloading the data. With Stock Selector, it means having Stock Selector download the data into files, which is then read by. Filters are saved in the ini file, so that the next time you open ContractsTable, the default is what you selected last. There are two cases: One is when you are connected on-line, and the other is when you are not connected. Each case is saved differently. In addition, the on-line filter always has minutes >= 0. When on-line, you cannot see the csi data. When on line, and you change the filter, the program saves the data and then refreshes the grid using the new filter. The assumption is that when on line there are a small number of stocks that you are watching (e.g., 100). If you put in 2000 stocks, it will take a few minutes to load up the memory database. That's why you want to set the tags so that when you are on line not too many stocks come up Tags Press Tags to select a filter based upon tags. This is useful if, e.g., you are looking at a group of stocks for an account. Set tag 1 for the stocks in this account, and set the filter to tag 1. You will then see only the stocks in the account. In the above example, the table was filtered on both tag1 OR tag2. The OR filter means, in this example, that the visible records have either tag1 or tag2 set.

62 58 Press Clear to clear the tag numbers. Press Clr Table to clear the tags from the entire database. If you wish to clear the tags from the filtered database, press the last menu item: Clr Tbl Filter. When you do a run history, and choose one of the items from Output, the stocks that passed the test will have an item tagged with this item. When you add stocks, you can have one tag automatically set by choosing an item by choosing Ntag: Filter In addition to choosing filters based upon tags, you may choose any other types of filtes:

63 Contracts Table 59 You may choose a directory. Only stocks with the data in the given directory will be visible. If you want to include subdirectories, press the next item: Sub Filter Dir. Press Letter if you want to choose stocks which begin with a certain letter. If you want to use an OR filter, press Letter OR. You can now choose the first letters. This permits you to filter on, e.g., stocks beginning with an E and a M. Press Volume to choose a minimum volume. You will see stocks with either no volume defined, or volume larger than the given volume. Press Close to choose a minimum close value. You will see stocks with either no close value defined, or close larger or equal to this close value. To cancel out the volume or directory filter, press the next two items, No Volume or No Dir Filter. Press Not Enough to filter out stocks with not enough data to evaluate the pivots. Press Not Enough Only to see only the stocks with not enough data. Both of these are toggles. Press it again, and it is cancelled. You can set the filter to hide csv files, or to show only csv files. You can view only csv daily, or csv 130 minute, or csv 65 minute files, or dta files, or MyTrack files. MyTrack files are

64 60 either daily or Intraday CSV filters The program can read csv files. There are various types: Daily, 130 minute, or 65 minute files. Press CSV 130 to see only the 130 minute files. Likewise for CSV Daily or CSV 65. Press No CSV to see files that are not csv files. This is a toggle, and so press it again, to cancel. To see only csv files, press CSV only. CSV Daily or Daily will show daily files, either csv or not. 5.4 San files San files are files on the hard disk which contain the stock data. You can collect data, save the files, and then view and analyze them off line later. Press the + button (See Adding stocks 54 ) while connected to MyTrack or Quote. Enter a stock symbol (e.g., ibm or IBM). It is not case sensitive. The program will verify that the symbol is valid, and then add a record to the table. If NTag is set for anything but 0, the new record will have the tag selected. You will then be prompted for another stock. Cancel when you have entered enough stocks. This merely adds records. You will then have to actually get the data, as shown below. If you have csi files, and wish to create san files so that MyTrack can collect, then ConvertDta1. This will convert the dta files to a file which can be read only by this application. The extension is san. The program then goes to the site and downloads the latest data, overwriting relevant parts of the dta data. The advantage of dta data is the fact that it extends back earlier in time. The san files are put into the directory \pivots\quote\a, for stocks beginning with $ or A, in B for stocks beginning with B, etc. You may wish to create csv files from the data files so that other programs can read the files. Press Create ascii files. Before you press this, you must have the filter set for Intraday or Daily Filter, so that you see only the daily or intraday files. A directory selector will pop up. Choose the directory where the files are to go to. A subdirectory of this directory will be created. The subdirectory is named Daily or Intraday, depending on the filter you choose. The files are put there.

65 Contracts Table 61 In addition, there are menu items for adding data from Stock Selector: ManualAdd1 Manually add stock symbols ManualSym1 Use a sym file for manual add. This permits you to add thousands of symbols easily. Createcsv1 Create csv files for Stock Updater. This creates a list from the filtered database which is then imported into Stock Updater, which uses this list to select which stocks to download. Normally this is done just one time. Loadcsv1 Loads csv files from Stock Updater into san files. This is normally done daily after market close. 5.5 Real Time Data Collection There are several items you need to be aware of when collecting real time data. The program proceeds in two phases. First it reads the list of stocks (if sanfiles1 was selected), or looks at the single stock( if One1) is selected. It puts requests to MyTrack for the stock. This request contains the desired amount of data, as specified in Bars1. When the data is collected, it puts in a request for real time updates, and writes the data to the disk as san files. The updates are polled every 10 milliseconds, and writes the new information on the screen once a second. The reason it writes only once a second, and not more frequently, is because otherwise the computer would not be responsive to mouse and keyboard clicks. However, even once a second could be somewhat disturbing. During off market hours, there is no need for this. Uncheck Intraday. If you wish to collect data to build up san files, it is important to be sure that Intraday is not checked. It will make the data collection and saving faster. 5.6 Daily Data You may collect daily data via MyTrack. Or you may purchase csi or metastock data, and put the files on the hard disk. 5.7 Sectors You may create files which represent the average values of stock belonging to sectors. A stock may belong to up to three sectors (groups). Each sector is defined by two letters. Add the letters to the fields gp1, gp2, gp3. The menu item Contracts Group creates the sector files, by reading the data and averaging. The new file is added as a stock with name beginning with!, followed by the two letter sector name.

66 62 This permits you to do test runs over sectors. It permits you to view charts of sectors. 5.8 Signals You can choose signals by going into the Signal List menu option. If you press View, you will see a grid. The arrows permit you to navigate through the grid. Press DateChose, and you will see items sorted by the date you chose the signal, last first. You may add comments. Double click and this will be the signal used. If you press Signal, then the file selector will come up permitting you to choose a signal. Next time, you can pick this same signal by using the grid (pressing View). Press x to close this grid, and do nothing. 5.9 StockUpdater It is necessary to run the program StockUpdater. This can be found at Contact: Darren Dzikowski 184 Douglas Glen Heath SE Calgary, Alberta, Canada T2Z 2N1 [email protected] Stock Updater downloads historical stock data from the Yahoo! Finance and Wall Street

67 Contracts Table 63 City websites based on a list of stock symbols and a date range provided by you, the user. However, for this program, you must use only Yahoo! Finance. You need to create a list of stocks for StockUpdater. First you need to add records to the table. Go to the menu Add Manual Add to add a single stock, or to Add Manual Sym to add a list of stocks from a.sym file. This updates the contracts table. The next step is to create a file for StockUpdater. Choose a filter, being sure that minutes is 0, for StockUpdater works only with daily files. Create csv will then create a csv file for StockUpdater. Run StockUpdater, and press ImportList. This imports the csv file into StockUpdater. You may run StockUpdater daily. Choose a download directory. Choose end date as today, and start date a few days ago. When StockUpdater finishes, go back to, and press Add Load csv. This loads the files created by StockUpdater into san files. You may now view charts of the updated san files. The new data updates the previous data. Be sure you use the registered version of StockUpdater, as the shareware version does not have the functionality required by.

68 Run Test Historical tests One of the powerful features of this program is the ability to run historical tests using various signals over the stock database, and to pick out signals that made money. One enters a signal from the signal list, selects a list of stocks by choosing the filter, and use run test. Stocks that passed the test get tagged. We can then view a chart of the stocks and see which days the signal was first made. To run historical tests, choose Add Hist Signals if you wish to view the various places the

69 Contracts Table 65 signals were made. Press Test Signals to run the test. If you wish to create an Excel file of the results, check Run csv. After running a test with add history, Add Hist Signals, data is put into the stock table. To pull up this table: You will see the stock signal table. This is the table on the right. In the example, IBM was chosen, and there is a #ML signal on 12/6/2001. Press the C to pull up the chart. To see the signal, select Coloredbars1 in the chart.

70 66 This is what it looks like. The fuchsia bar is the signal. The green bar is a major Tables We can add csi data (.dta) files by using the menu option Add Contracts or Add Directories. The first adds all the contracts to the table. The second adds all contracts in the chosen directory, and all directories below. If we choose a tag number in Output, the contracts will be given the tag number. After we run, the contracts table is updated. Click on the maroon X in the upper left corner to see the details of a given contract. The signal table is filtered to show only one contract. You can move down the contracts table, click on the maroon X, and see the signals of the contract. You can run again, while one copy is running, if you merely want to view these tables. For the contracts table, click on C to pull up a chart. The various numbers (1..6,a..c) are tags, which can be used for filters. 8 and 9 are NOT filters. If these are checked, then the filter will

71 Contracts Table 67 be those which do not have the property. The letter Q stands for Quote. These contracts are found by using Quote or MyTrack data, not by opening a file on the hard disk. There is a special filter L, which is a tag. This is to mark which stocks you are long in. After a run, you will see only those that passed the test. To see the others, using the same filter, click on Output, unchecking the filter output. Then Use Filter, in order to be able to use C to pull up a chart. Note: If you set a bookmark on a record, and then this record is filtered out, you cannot go to the record. To use the signal list, go to Signal List View. Here you can add signals. The signals will run from the signal directory specified in the main form. Check the Use box for the signals you desire. Put in the tags you desire. When the signal is made, this tag will be set. You can add signals from this list. Or you can go to Signal List Add and choose a signal to add to the table. When a run is done, the date time is updated. If Update is checked, you can check or uncheck the Use field as you desire. If Update is not checked, then clicking on Use will simply load the signal into memory. Remember that run signals will change the tags, and your filter will be changed. 6 Symbols 6.1 Symbols This is the MyTrack symbol guide Stocks -- Non-Nasdaq Stocks Non-Nasdaq Common stocks listed on US exchanges* are 1, 2 or 3 alpha characters in length; stocks other than common issues begin with 1-3 alpha chars and may be followed by a special characters delimiter, e.g. a period or apostrophe and/or alpha characters according to the syntax listed below. Common stocks listed on US exchanges (NYSE, AMEX) are1, 2, 3 characters (DELL, DIS, ADR). Stocks other than common issues begin with 1-3 characters, they may be followed by a special character delimiter, Common = Root symbol only

72 68 Examples: T for AT & T common GM for General Motors common IBM for Int'l. Business Machines Common Common w/class = Root symbol followed by 'n, where n designates the class of the issue Example: GM'B for GM common class B Preferred = Root symbol followed by a period (.) Example: GM. for GM straight preferred Preferred w/class = Root symbol followed by.n, where n designates the class of the issue Example: GM.A for GM preferred class A Warrants = Root symbol followed by an apostrophe (') Example: GM' for GM warrants Warrants w/class = Root symbol followed by ''n, where n designates the class of the issue Example: GM''A for GM warrants class A When Distributed = Root symbol followed by 'D Example: GM'D for GM when distributed When Issued (Initial Public Offering) = Root symbol followed by 'I Example: GM'I for GM when issued Rights = Root symbol followed by 'R Example: GM'R for GM rights When Issued Rights = Root symbol followed by 'IR Example: GM'IR for GM when-issued rights Units = Root symbol followed by 'U Example: GM'U for GM units Options on Non-Nasdaq Stocks Options on Non-Nasdaq Stocks Options whose underlying stocks are listed on exchanges OTHER than Nasdaq use the common stock symbol followed by a space and 2 alpha chars. The first alpha char represents the month code (i.e. the month in which the option expires); the second alpha char represents the strike price code. Month code and strike code tables are found beneath the examples which follow:

73 Symbols Symbol for an IBM July 95 call option: Where G represents July calls Where S represents a strike of IBM GS Symbol for a GM August 55 put option: GM TK Where T represents August puts Where K represents a strike of 55 Symbol for a CPQ October 135 call option: Where J represents October calls Where G represents a strike of 135 Call Put Code A B C D E F G H I J K L CPQ JD Strike Code January FebruaryN March April May June July S August September October V November December M N O P Q R S T Code Strike M B O P Q R G T U J W X A 10 C D E F 35 H I 50 K L Exception: The option's root symbol may not match the stock symbol; where many options are listed under a given root symbol, the exchange may designate one or more additional root symbols (called 'dummy' or 'extension' symbols) to accommodate the limitations of the first symbol. This eliminates any duplication, e.g. if an IBM April 50 and April 150 strike were to be listed, each would use IBM DJ; the exchange might choose to use IBM DJ for the 50 strike and IBZ DJ for the 150 strike.

74 Stocks -- Nasdaq Stocks Nasdaq NASDAQ Symbols do not follow the above stated. Symbols are instead 4 or 5 alpha characters in length; the 5th character (if any) denotes security types described in the chart below. For instance NASDAQ symbol TICOU represents Trinity Enterprises Corp Units because the 5th char 'U' is used by NASDAQ to identify 'Units' issues. Below are NASDAQ's fifth alpha chars and a description of what each represents: A = Class A B = Class B C = Issuer Qualifications Exception* D = New E = Delinquent in Filings** F = Foreign G = First Cv. Bond H = Second Cv. Bond, same company I = Third Cv. Bond, same company J = Voting K = Non-Voting L = Miscellaneous situations, such as certificates of participation, foreign preferred, preferred when-issued M = Fourth preferred, same company N = Third preferred, same company O = Second preferred, same company P = First preferred, same company Q = Bankruptcy*** R = Rights S = Shares of Beneficial interest T = With warrants or with rights U = Units V = When issued and when distributed W = Warrants Y = ADR (American Depository Receipts Z = Miscellaneous situations such as: certificates of participation, stubs,foreign preferred when issued * The letter 'C' indicates that the issuer has been granted a continuance in NASDAQ under an exception to the qualification standards for a limited period. ** The letter 'E' indicates that the Association has determined that the issuer is delinquent in its required filings with the SEC. *** The letter 'Q indicates that the issuer is involved in bankruptcy proceedings.

75 Symbols Options on NASDAQ Stocks Options on NASDAQ Stocks Options whose underlying stocks are listed on NASDAQ do not employ the common stock symbol in the root of the option symbol. Exchange rules dictate that all options on stocks must use no more than 1-3 alpha chars. Because NASDAQ stock symbols are 4 or 5 chars in length, exchanges listing options on NASDAQ stocks choose a 3-char 'dummy' stock symbol as the root of the option symbol. The 'dummy' stock symbol is followed by a space and 2 alpha chars in the same way described in #3 above (Options on Non-Nasdaq Stocks). Examples are as follows: MSQ ZA Symbol for a MSFT December 105 put option: Where Z represents December puts Where A represents a strike of 105 Symbol for an AAPL March 50 call option: Where C represents March calls Where J represents a strike of AAQ CJ Specific Exchange Option Creation Specific Exchange Option Creation To receive updating quotes on an option trading on a secondary exchange, simply type in the symbol based on the following code: Symbol+=+Exchange Code+Space+Opra code For example: XRN=X HG Futures Symbol Guide MyTrack future symbols are comprised of 3 parts. The first is the alpha symbol (listed below), followed by a grav (located to the left of the number 1 key `), then the alpha month code. For example: US`U is September 30yr Tbonds SP`Z is December S&P 500 C`H is March Corn Month Codes Code F G H J K Month January February March April May Code N X July Q August U September V October November Month

76 72 M June 2 year out Month Codes Jan Feb Mar Apr May Jun D E I Jul L Z December Aug O Sep P Oct T Nov R Dec B C W Y AGRICULTURAL FUTURES / OPTIONS SYMBOL DIRECTORY Symbol NZ QI B FG BM TR BU UT WR FC LA LC XL CZ EZ CS CO QC CC KB CF PF C XC YG YH CY YI YK YC CT DY VO FZ F LH XH LB MJ VA MQ VD VM NF O XO MO OW OJ Product Exchange Anhydrous Ammonia Barley LIFFE/FOX Barley WGE Barley (Canadian) MGE Boneless Beef Beef Trimmings Butter Butter CSCE Canola (Rapeseed) WGE Cattle (Feeder) Cattle (Short Dated Option) Cattle (Live) Cattle (Live) MACE Cattle (Stocker) Cheddar Cheese CSCE Cheddar Cheese Cocoa CSCE Cocoa LIFFE/FOX Coffee CSCE Coffee (Brazil Diff.) CSCE Coffee (Robusta) LIFFE/FOX Coffee (Robusta) MATIF Corn Corn MACE Corn Crop Yield - Illinois Corn Crop Yield - Indiana Corn Crop Yield - Iowa Corn Crop Yield - Nebraska Corn Crop Yield - Ohio Corn Crop Yield - U.S. Cotton NYCE Dry Whey Edible Oils Index (FOSFA) Fertilizer (DAP) Flaxseed WGE Hogs, Lean Hogs, Live MACE Lumber Milk (BFP) CSCE Milk (BFP) Milk (BFP) Mini Options Milk, Fluid CSCE Milk, Nonfat Dry CSCE Milk, Nonfat Dry Oats Oats MACE Oats MGE Oats WGE Orange Juice NYCE

77 Symbols OB QP FB PB PC QX PT PP PG PH PI NR WY BT SH S XS SM XE BO XR SU SE WS QW PX PY QK W KW XW EW MW NW DW WH Oriented Strand Board Pigs, Live LIFFE/FOX Pork Bellies (Fresh) Pork Bellies (Frozen) Pork Cut Outs Potatoes LIFFE/FOX Potatoes NYCE Potatoes MATIF Rapeseed DM MATIF Rapeseed USD MATIF Rapeseed FF MATIF Rice, Rough Rye WGE Shrimp, Black Tiger MGE Shrimp, White MGE Soybeans Soybeans MACE Soybean Meal Soybean Meal MACE Soybean Oil Soybean Oil MACE Sugar (#11) CSCE Sugar (#14) CSCE Sugar, White CSCE Sugar, White (#5) LIFFE/FOX Sugar ($ Priced) MATIF Sugar (Fr.Franc Priced) MATIF Wheat LIFFE/FOX Wheat Wheat K Wheat MACE Wheat (Milling BL2 Fr Francs) MATIF Wheat MGE Wheat (White) MGE Wheat (Durham) MGE Wheat WCE A/C/E SYMBOLS CORN OATS ROUGH RICE SOYBEAN MEAL SOYBEAN OIL SOYBEANS WHEAT (track data symbols) ZG ZO ZI ZM ZL ZV ZW INDEX FUTURES / OPTIONS SYMBOL DIRECTORY Symbol QO QA QB MI MC MG CR AM Product Baltic Freight Bankruptcy Index Type A Bankruptcy Index CAC 40 (1 Euro) CAC 40 (10 Euro) CAC 40 (Odd Lot Temp) Commodity Research DAX MidCap Exchange LIFFE/FOX MATIF MATIF MATIF NYFE DTB 73

78 74 AX DJ DA DT DC FE FS EI EF DS ET ER FT LY LZ GX HK IX PM BC MA QU ND NK ON SN OT ST NY YS LN TK RU ZU MD SP SG VS ES EQ ZX SI TN HK TL TX TF TG DX DL VL MV DAX DTB Dow Jones Industrial Average Dow Jones Utilities Dow Jones Transportation Dow Jones Composite Dow Jones Euro STOXX 50 Index DTB Dow Jones STOXX 50 Index DTB Dutch Stock EOE Dutch Top 5 EOE Emerging Markets Debt Index NYCE FT-SE EuroTop 100 Index LIFFE FT-SE EuroTop 100 Index COMEX FT-SE EuroTop 100 Index EOE FT-SE MID 250 LIFFE FT-SE 100 LIFFE Goldman-Sachs MSCI Hong Kong Index SIMEX IBEX 35 Plus MEFF IPC Stock Index Major Market Dow Jones Malaysia Stock Index SIMEX Municipal Bond Nasdaq 100 NIKKEI 225 NIKKEI 225 OSAKA NIKKEI 225 SIMEX NIKKEI 300 OSAKA NIKKEI 300 SIMEX NYSE Composite NYFE NYSE Composite (Small) NYFE NYSE Composite(Large) NYFE PSE Technology Index NYFE Russell 2000 Russell 1000 S&P 400 Midcaps S&P 500 S&P 500/BARRA Growth S&P 500/BARRA Value S&P 500 (Mini - Globex Only) S&P 500 (Mini - Backup Ticker) SMI SOFFEX MSCI Singapore Stock Index SIMEX MSCI Taiwan Stock Index SIMEX MSCI Hong Kong Stock Index SIMEX Dow Jones Thailand Stock Index SIMEX TOPIX TSE Toronto 35 TOR Toronto 100 TOR U.S. Dollar NYCE/FINEX U.S. Dollar (Large Lots) NYCE/FINEX Valueline K Valueline (Mini) K ENERGY FUTURES / OPTIONS SYMBOL DIRECTORY Symbol HC Product Crack Spreads(Heat Oil/Crude) Exchange NYMEX

79 Symbols UC CL LO SO SC BV BZ BG BH CW KV CN NT IS FU QL GU QS HO NC NG NP KG LI Crack Spreads(Unl. Gas/Crude) Crude Oil Crude Oil (Brent) Crude Oil (Brent) Crude Oil (Sour) Electricity (TVA Hub) Electricity (Cmnwlth Edison) Electricity (MAPP) On Peak Electricity (MAPP) Off Peak Electricity-COB (Cal/Ore Border) Electricity - Palo Verde Electricity - Eastern Cinergy Electricity - Eastern Entergy Fuel Oil (Hi-Sulphur) Gas (Unleaded) Gas (Unleaded) Gas (Unleaded, Gulf Coast) Gas Oil Heating Oil Natural Gas (Alberta) Natural Gas Natural Gas (Permian Basin) Natural Gas (Western) Propane (Liquid) NYMEX NYMEX IPE SIMEX NYMEX MGE MGE NYMEX NYMEX NYMEX NYMEX SIMEX FOX NYMEX NYMEX IPE NYMEX NYMEX NYMEX NYMEX K NYMEX Weather futures KA KH KD KN Atlanta Chicago Cincinnati New York SPANISH FUTURES DG DV HF HG HL GERMAN DIFF SPANISH GVT BOND MIBOR 90 PLUS INDEX MIBOR 360 PLUS INDEX 3 YEAR GVT BOND SWEDISH FUTURES OX OMX INDEX SWISS FUTURES ZC ZI ZX GOVT BOND (CONF) GOVT BOND (COMI) SMI INDEX UK FUTURES CF DB EC COFFEE ROBUSTA GERMAN BUND 3 MONTH EURO 75

80 76 EM ET EV EX LF LG LJ LK LL LO LS LU LV LX LY LZ QC QI QK QW QX QO QS SS SX UI MONTH EUROMARK FTSE EUROTOP 100 EUROMARK MID CURVE 3 MONTH EURO MID CURVE 5 YEAR GILT LONG GILT JAPANESE GVT BOND 1 MONTH EUROMARK BOBL BRENT CRUDE EUROSWISS EUROYEN EUROLIRA EUROLIRA MID CURVE FTSE 250 INDEX FTSE 100 INDEX COCOA BARLEY WHEAT WHITE SUGAR POTATO BIFFEX GASOIL SHORT STERLING SHORT STERLING MID CURVE ITALIAN GOVT BOND (BTP) BOND & NOTE FUTURES / OPTIONS SYMBOL DIRECTORY BOND & NOTE FUTURES / OPTIONS SYMBOL DIRECTORY Symbol CH CG EO MN LJ JB SB JT VJ DO DU DV IO IU IV LD LM LQ LP UB VU AT AR BF Product Bond (Canadian - 5yr) Bond (Canadian - 10yr) Bond (Dutch) Bond (French - O.A.T.) Bond (Japanese Govt.) Bond (Japanese Govt.SIMEX) Bond (Japanese Govt.) Bond (Japanese Govt.) Bond (Japanese Govt. - 20yr) Bond (Spanish Govt. - 10yr) Bond (Spanish GOvt. - 30yr) Bond (Spanish Govt. - 5yr) Bond (Spanish 10 Yr Euro) Bond (Spanish 30 Yr Euro) Bond (Spanish 5 Yr Euro) Bond (LIBOR 10 Yr DM den.) Bond (LIBOR 5 Yr DM den.) Bond (EURIBOR 5YR EURO den.) Bond (EURIBOR 10YR EURO den.) Bond (U.S.) Bond (U.S.) Brady Bond - Argentina `FRB' Brady Bond - Argentina `PAR' Brady Bond - Brazil `C' Exchange MON MON EOE MATIF LIFFE SIMEX TSE TSE MEFF MEFF MEFF MEFF MEFF MEFF LIFFE LIFFE LIFFE LIFFE LIFFE TSE

81 Symbols BE MZ Brady Bond - Brazil `EI' Brady Bond - Mexico `PAR' BD DT DB DF DG DH DL DQ DR ZC EA Bund (German - Medium Term) Bund (German) Bund (German) Bund (German) Euro BOBL (German) Euro Schatz (German) Euro BUXL ( German) Euro Pfandbrief (German) Pfandbrief (German) Euro CONF (Swiss Long-Term Bond) E-Bond DTB DTB LIFFE DTB DTB DTB DTB DTB DTB SOFFEX MATIF EE EH MN MF MU EL EN GL GM LF Euro Bund Euro Italian Bond (BTP) Notational Bond 5 YR Bond Europe All Sovereigns (Euro) Notational Euro Conversion 5 Yr Euro Conversion Long Term Gilt Mediam Term Gilt Gilt (5Yr) LIFFE LIFFE MATIF MATIF MATIF MATIF MATIF MATIF MATIF LIFFE LG Gilt (20Yr) TS Mexican Cetes BS Schatz (German) Treasury Bill - 1 Year TB Treasury Bill - 13 Week XT Treasury Bills XB Treasury Bond (US 30yr) IB Treasury Bond (US 30yr Indexed) US Treasury Bond (US 30yr Price) AB Treasury Bond (Project A) ZB Treasury Bond (15 Yr +) MACE MACE CFFE NU TU AZ TW ZA FN FV AF FY IN XV Treasury Treasury Treasury Treasury Treasury Treasury Treasury Treasury Treasury Treasury Treasury Note Note Note Note Note Note Note Note Note Note Note (US 2yr Cash) (US 2yr Price) (Project A) (US 2yr Yield) (2 Yr) (2 Yr) Euro (US 5yr Price) (Project A) (US 5yr Yield) (US 5yr Indexed) (US 5yr) NYCE CFFE MATIF NYCE MACE ZF XN II ME AN ZT Treasury Treasury Treasury Treasury Treasury Treasury Note Note Note Note Note Note (5 yr) (US 10yr) (US 10yr Indexed) (US 10yr Price) (Project A) (10 Yr) CFFE MACE CFFE DUTCH FUTURES LIFFE DTB 77

82 78 EF EG EI EO FT TOP5 INDEX NLG/USD AEX INDEX DUTCH GVT BOND FTSE EUROTOP 100 INDEX EUROPEAN FUTURES * = OPTIONABLE AM AX BD BS CF DB DD DE DG DO MID-DAX FUTURE DAX INDEX FUTURE MID TERM BUND SCHATZ FUTURE COFFEE ROBUSTA GERMAN GVT BUND 1 MTH EUROMARK 3 MTH EUROMARK GERMAN DIFF 10 YR GVT BOND * * LIFFE LIFFE DTB DTB MEFF MEFF * * FRENCH FUTURES EW MF MI MN MP MS MU PP PX PY PZ MILLING WHEAT 5 YR GVT BOND CAC 40 INDEX NOTIONAL BOND (OAT) PIBOR WHITE SUGAR ICUMSA ECU BOND POTATO SUGAR ($) SUGAR (FFR) BOBL CURRENCY & CROSS RATE FUTURES / OPTIONS SYMBOL DIRECTORY CURRENCY & CROSS RATE FUTURES / OPTIONS SYMBOL DIRECTORY Symbol AD AU XA BQ BR GB ZP BP IB XP Product Aussie Dollar Australian Dollar Aussie Dollar Brazilian Real (European)Last Brazilian Real Euro FX/British Pound Euro FX/British Pound British Pound British Pound British Pound Exchange IMM NYCE/FINEX MACE IMM NYCE/FINEX IMM SIMEX MACE

83 Symbols PF PJ YP MB IP CD CQ XD YD DM DN XM YM DD MR ML MT MY MK MH British Pound / Swiss Franc British Pound / Yen British Pound (Dublin) British Pound / DMark (Dublin) British Pound / DMark Canadian Dollar Canadian Dollar (European) Last Canadian Dollar Canadian Dollar DMark DMark (European) Last DMark DMark (Dublin) DMark DMark / French Franc (Dublin) DMark / Italian Lira (Dublin) DMark / Spanish Pesata DMark/Yen (Dublin) DMark / Swedish Krona (Dublin) DMark / Swiss Franc (Dublin) NYCE/FINEX NYCE/FINEX NYCE/FINEX NYCE/FINEX IMM IMM IMM MACE NYCE/FINEX IMM IMM MACE NYCE/FINEX SIMEX NYCE/FINEX NYCE/FINEX NYCE/FINEX NYCE/FINEX NYCE/FINEX NYCE/FINEX IF IW IY SK SJ EG FD EU ED EJ DMark / French Franc DMark / Swiss Franc DMark / Yen Dollar/DMark Deferred Spot Dollar/Yen Deferred Spot Euro (USD fm Gldrs) USD (Euro) Euro Euro Euro/Yen IMM IMM IMM SIMEX SIMEX EOE EOE NYCE/FINEX NYCE/FINEX ZE ZS FR AH AL MM MX NE ZK UE Euro/Krona Euro/Swiss Franc French Franc Indonesian Rupiah Malaysian Ringget Mexican Peso (European) Last Mexican Peso New Zealand Dollar New Zealand Dollar Russian Ruble IMM/EMTA Ref Pr NYCE/FINEX NYCE/FINEX IMM NYCE/FINEX NYCE/FINEX IMM IMM IMM NYCE/FINEX IMM UF UQ UR SA SZ ZR ZY SF SR XF Russian Ruble IMM/EMTA (Euro) Russian Ruble (European) Last Russian Ruble South African Rand Rand (European) Last South African Rand Swiss Franc/Yen Swiss Franc Swiss Franc (European) Last Swiss Franc IMM IMM IMM IMM NYCE/FINEX NYCE/FINEX IMM IMM MACE ZH YF TH JY JZ Euro FX/Swiss Franc Swiss Franc (Dublin) Thai Bacht Yen Yen (European) Last NYCE/FINEX NYCE/FINEX IMM IMM 79

84 80 XJ YJ JC ZJ Yen Yen (Dublin) Yen / U.S. Dollar Euro FX/Yen MACE NYCE/FINEX TIFFE GERMAN FUTURES AM AX BD BS DD DE DT FE MID DAX INDEX DAX INDEX MID TERM BUND (BOBL) SCHATZ 1 MONTH EUROMARK 3 MONTH EUROMARK BUND STOXX EURO 50 INDEX FS VX STOXX 50 INDEX VOLAX INTEREST RATE FUTURES / OPTIONS SYMBOL DIRECTORY INTEREST RATE FUTURES / OPTIONS SYMBOL DIRECTORY Symbol BX BY DL EC EX OB LE EP EB DI DK IE CE YR YB YV YX UD SD JD LV LX EK DD DE EM EV IM ZI LS Product Bankers' Acceptances (3 Mo.) Bankers' Acceptances (1 Mo.) Euro LIBOR Euro LIBOR Euro LIBOR 1YR MidCurve Option Euribor Mid Curve Option Euribor (3 Mo) Euribor Mid Curve Option Euribor (3 Mo) Euribor (1 Mo) Euribor (3 Mo) Euribor (3 Mo Matif) Euro Canadian Dollar (3 Mo) EuroDollar Eurodollar 5Yr Bundle (Options) EuroDollar MidCurve - 1 Year EuroDollar MidCurve - 2 Year EuroDollar EuroDollar EuroDollar EuroLira EuroLira 1 Yr Midcurve EuroMark EuroMark (1Mo) EuroMark (3Mo) EuroMark EuroMark 1 Yr Midcurve EuroMark EuroSwissFranc (3 Mo.) EuroSwissFranc Exchange MONTREAL MONTREAL DTB LIFFE LIFFE MATIF LIFFE LIFFE MATIF DTB DTB MEFF IMM IMM IMM MACE SIMEX TIFFE LIFFE LIFFE DTB DTB LIFFE LIFFE SIMEX SOFFEX LIFFE

85 Symbols EY SY JE JF IR FF TZ DG ID TE OM HF IF IG HG DZ MP SS SX ZS VX EuroYen EuroYen EuroYen EuroYen (1 Yr.) Fed Funds (30-Day) Fed Funds (30-Day) Fed Funds (Over Night) German DIFF German DIFF (Euro) Mexican TIIE LIBOR (1 Mo.) MIBOR '90 PLUS MIBOR `90 PLUS (Euro) MIBOR `360 PLUS (Euro) MIBOR '360 PLUS PIBOR Mid Curve Option PIBOR Short Sterling Short Sterling 1Yr Midcurve Swiss Franc Int. Rate (5 Yr.) Volatility (DAX) SIMEX TIFFE TIFFE MEFF MEFF IMM MEFF MEFF MEFF MEFF MATIF MATIF LIFFE LIFFE SOFFEX DTB METALS FUTURES / OPTIONS SYMBOL DIRECTORY Symbol GI GO XK GD GH KI PA PL XU SV XY G AG Product Copper (HiGrade) Gold Gold Gold Gold (100 ounce) Gold (1 Kilo.) Palladium Platinum Platinum Silver Silver Silver (1000 ounce) Silver (5000 ounce) MEFF RENTA FIJA SYMBOLS OPTIONABLE FUTURES HF MIBOR 90 + HG DO *HL MIBOR yr GOVT BOND 3yr GOVT BOND Exchange COMEX COMEX MACE SIMEX NYMEX NYMEX MACE COMEX MACE 81

86 Futures Options Futures Options There are two ways to create Future Option symbols. The first is to use the base contract code plus a space plus the option code which tells us if it is a call or put and the strike price For Example SP`M AP950/C is the S&P June Future's April 950 call option You can also create the Options on Futures using the Future's root symbol followed by two (2) alpha characters representing the strike price. Listings for options traded on futures contracts are more complex than the futures in that contract. Specifications often call for more option contract months to be listed, then for futures contracts. In some cases, futures contract listings are restricted to specific months, whereas the same product's option contracts may be listed in every calendar month. Options contracts that bear the same ' month name' as an eligible future, are said to have cycle month expirations; option contracts bearing a month name OTHER than an eligible future, are said to have serial month expirations. This is illustrated below: Cycle Month Expirations A cycle option month is an options' month series that is underlied by a future that bears the same month as that named in the option contract; the cycle option month is part of the future month cycle. For example, a JN97 option month series that has a JN97 future as its underlyer. For example, a JN97 option month series has a JN97 future as its underlyer; the symbol for a JN97 US Bond 102 option is: US`MJB US represents the product symbol the grave (`) serves as a delineator M is the month code symbol for June JB represents the strike code symbol Serial Month Expirations A serial option month is an options' month series that is underlied by a future that bears a month other than that named in the option contract; the serial option month is thus, NOT part of the futures month cycle. For example, a MY97 option month series has a JN97 future as its underlyer; the symbol for a MY97 US Bond 102 option is: US`MKJB US represents the product symbol the grave (`) serves as a delineator M is the month code symbol of the underlying JN97 future K is the month code symbol of the MY97 options

87 Symbols 83 JB represents the strike code symbol Commodity Option Strike Code Tables Symbols representing strike prices are typically created according to Table 1 wherever possible; options series involving greater ranges of strike prices or strike prices of smaller increments may require using Table 2. Table #1: Month: 1 Calls: Puts: 2 3 A B M N 4 C O 5 D P 6 E Q 7 F R 8 G S 9 H T 0 I U J V Below are typical strike price records seen for a DC SIMEX Euroyen option series: SY`ZCG SY`ZDJ SY`ZDB SY`ZFJ SY`ZFB SY`ZFE Notice that the middle two digits of the strike prices correspond to the letters of the alphabet in the table shown above. For instance, if the next highest strike price, 96.75, were to be added, the symbol would by SY`ZFG. The '6' in the strike price corresponds to the 6th letter of the alphabet, or 'F'. The '7' corresponds to the 7th letter of the alphabet, or 'G'. Therefore, the option code for the strike price is FG. Table #2: = = = = = = = = = = A B C D E F G G I J = = = = = = = = = = K L M N O P Q R S T After Hours Trading After Hours Trading Some futures have what is referred to as after market trading. This information is separate from the day session. Future: Base Symbol: Day Mkt: After hours Mkt:

88 84 S&P 500 SP E Mini S&P 500 ES Japanese Yen JY Deutsche Mark DM Canadian Dollar CD British Pound BP Australian Dollar AD Netherlands Dollar ND Access Access Globex Globex Globex Globex Globex Globex Exchange Hours Exchange Hours Trading Hours for North American Exchanges EXCH EXCHANGE NAME OPEN CLOSE OPEN CLOSE AMEX American Stock Exchange 09:30 16:15 CBOE Chicago Board Options Exchange 08:30 15:15 (a)* Chicago Board of Trade 07:20 15:15 17:20 20:05 Chicago Mercantile Exchange 07:20 16:00 14:30 08:00 (b) COMEX Commodities Exchange of NY 05:30 15:00 16:00 08:00 (c) CSCE Coffee Sugar Cocoa Exchange 09:05 15:15 IMM Int'l Monetary Exchange () 07:20 14:00 14:30 06:50 (b) K Kansas City Board of Trade 08:30 15:15 MACE MidAmerican Stock Exchange 07:10 15:15 MGE Minneapolis Grain Exchange 09:15 13:40 MON Montreal Stock Exchange 08:20 16:00 NASDAQ Nasdaq 09:30 16:00 NYCE New York Cotton Exchange 03:00 15:00 19:00 22:00 (a) NYFE New York Futures Exchange 09:30 16:15 NYMEX New York Mercantile Exchange 08:10 15:20 16:00 08:00 (c) NYSE New York Stock Exchange 09:30 16:00 PHLX Philadelphia Stk. Exch. - FX 02:30 14:30

89 Symbols PHLX Philadelphia Stk. Exch. 09:30 16:15 PSE Pacific Stock Exch. (Options) 06:30 13:15 PSE Pacific Stock Exch. (Equities) 06:30 13:50 TOR Toronto Stock Exchange 09:15 16:15 WGE Winnipeg Grain Exchange 09:30 13:20 (a) Regular Trading Hours Night Trading Session (b) GLOBEX Night Trading Session (c) ACCESS Night Trading Session * Night Trading Session is 1 hour later during Daylight Savings Time *** Please note: All times are local to the exchange location. TRADING HOURS FOR EUROPEAN EXCHANGES FIRST FIRST SECOND OPEN CLOSE 14:30 16:30 14:30 17:00 16:20 18:00 EXCH EXCHANGE NAME OPEN CLOSE ASE Amsterdam Stock Exchange 09:30 16:30 BFE Baltic Futures Exchange 10:15 12:30 DTB Deutsche Termin Bourse 08:00 17:30 EOE European Options Exchange 09:00 17:00 FOX Futures/Options Exchange 09:30 19:00 FSE Frankfurt Stock Exchange 10:30 13:31 IBIS IBIS (Electronic Trading) 08:30 17:00 IPE Int'l Petroleum Exchange 09:15 20:15 LCE London Commodities Exchange 09:45 18:30 LIFFE London Int'l Fin'l Futs Exch. 07:30 16:15 LSE London Stock Exchange 07:00 20:00 MATIF MATIF (Paris Futures/Options) 08:30 19:30 MEFF MEFF Renta Fija 09:00 17:15 MEFF MEFF Renta Variable 10:30 19:15 MONEP Paris Options Exchange 10:00 17:00 SECOND 85

90 86 OMLX London PAR (Swedish Options) 08:30 18:00 Paris Stock Exchange 10:00 17:00 SOFFEX Swiss Options / Futures Exch. 08:30 13:00 SSE Stockholm Stock Exchange 10:00 16:00 *** Please note: location. 13:55 17:00 All times are local to the exchange Exchanges You may select an exchange when you select a stock to monitor. For example, if you enter BORL, you will receive the values for all exchanges, i.e., a composite value. If you want to see how BORL did on Nasdaq, then enter BORL-S. BORL-S is Borland as traded on NASDAQ. The list of exchanges is, for MyTrack data: H A P X N M S T! A O V E L Z W Q U R F J K G 7 D 8 CBOE AMEX PACIFIC PHILADELPHIA NEW YORK BOSTON TRACK DATA MIDWEST NASD TORONTO LONDON AUTOQUOTE OPTIONS AMEX MONTREAL VANCOUVER ALBERTA LONDON (SEAQ 1 DOMESTIC) SWISS STK EX (ZURICH BASLE GENEVA) SWEDISH STOCK EXCHANGE SEAQ LEVEL I INTERNATIONAL EOE FRANKFURT PARIS STOCK EXCHANGE TOKYO STOCK EXCHANGE OSAKA STOCK EXCHANGE IBIS (GERMANY) AMSTERDAM STOCK EXCHANGE MATIF MEFF RV (SPANISH EQUITIES) MILAN MEXICO BROKER TO BROKER (JAPAN) JASDAQ (JAPAN) OTC NON-NASDAQ OTC BULLETIN BOARD

91 Symbols 87 9 HONG KONG I WINNIPEG STOCK EXCHANGE 7 Trading 7.1 Trading From the Contracts Table, if you are connected to MyTrack, press the Trades button. This opens the Stock Trades window. Here you choose an account, and perform trades. To select an account: Use Test Account until you are familiar with the program. Once you use Real Account, you then enter actual trades for which you are financially responsible. If you have more than one account with MyTrack, you will then see a list of the accounts, and can choose one Automatic Trading You can set up conditions for automatic trading. When a condition is made, an alert or trade will be made. This gives you more flexibility than the usual stops and limits. This will work if Interday on Contracts Table is checked. This is set up in the StockTrades form.

92 88 You will buy 100 shares of BORL if the #ML signal was made. Daily is checked, and so the daily san file will be used to evaluate if the signal #ML was made. TestFreq is daily (hence -1). Once a day we will examine this. If TestFreq is zero, then it will be tested when new data comes in, as often as a few times a second. To test that a signal was made, it has to read in the san file and run the test, which may take some time; in this case set TestFreq to a number of minutes. Because of this, if a chart is open, the test on signal will not run. Act is not checked, and so no action will take place, i.e., a trade will not be made. Instead, you

93 Trading 89 will receive , a note will be made on a file on the hard disk, and a screen message will appear. In Comments, you can write yourself any notes you choose. On 12/20/2002 this will expire. Flagged is a read only field. If you put in a number for AutoTradingID_1 (or 2), then the record with this value for AutoTradingID will have Flagged T. Min Price. If this has a value, then if the price drops below this, the signal will not be triggered. Same for Max Price. If the price goes above this, the signal will not be triggered. Same for Min and Max Volume. Here the trigger is the volume, if there is a positive volume. When an alert is made, a notify sound will be heard, even if Sounds is not checked On Line When you sign up with MyTrack (see Data 7 ), you are supplied with a program that permits you to trade on line, and to view your activity on line. does the same thing, only better. In the Stocks Trade window, choose an account. This may be something like K If you have several accounts, such as a Margin account, a Roth account, and so on, it would be helpful for you to give it a name so that you can recognize it. Press Name, and add Roth. Then the account will be referred to as K , Roth. On the MyTrack statements the Penson number is given. You can add this number after the name Roth. This way when you get your statement you will easily be able to identify it. With you can manage your account in the same way as you can with the MyTrack exe. There are several features that has: Superior fonts. Numbers (especially my money!) are important to me, and so I choose Courier Monospace. Date format, with the four digit year Mixed case. Tocqueville Gold Fd instead of TOCQUEVILLE GOLD FD. Mixed case is much easier to read. Cut and paste available. Easy to cut the numbers and add them to your personal database. It used to be so time-consuming for me to take the broker statements and insert the data into

94 90 my database! Now it is a cinch! Orders Select the menu item for Trades Stock Enter the stock name. E.g., ibm (it is case insensitive) If it is an option, check Option. Enter the number of shares or the of option contracts. Choose an Action: Buy, Sell, Buy to Cover, Sell Short, or Exchange for Mutual Funds. Choose an Order Type: Market, Limit, etc. If you choose Limit, give the Limit Price. If it is a Day order, uncheck GTC. Choose a condition, if desired, such as Fill or Kill. Special and EntireBalance are needed only for Mutual Fund transactions. See Trading explanations for more details. This example shows how to buy a stock. We want 100 shares (Quantity). The Order Type can be Market, Limit, Stop, etc. It is Good Till Canceled (GTC is checked). We can specify a condition, such as Fill and Kill. First Order is used only for OSO or OCO trades. We can enter stop and limit prices. For mutual funds, we give special intructions, such as: "Reinvest dividends & capital gains" and such. We do not give the quantity, but the dollar value. We can exchange a mutual fund for another mutual fund. In this case, we enter the Mutual Fund to buy.

95 Trading 91 For stocks, we get a screen: Types of trades (stop, limit, etc.) Market Orders The most common type of order is a "market order." The execution price you receive on a market order is determined by the current market price at the time your order is presented in the marketplace. Usually, a buy market order will be executed at or near the current ask, and a sell market order at or near the current bid.

96 92 Limit Orders You can specify what buy or sell price you are willing to accept by entering a "limit order." A limit order can only be executed at the specified price or better (i.e., a buy limit order must be filled at your limit price or lower and a sell limit order must be filled at your limit price or higher). Thus, the limit order runs the risk of not being executed since there is no guarantee that the market price will ever reach your limit price. Summary: Buy <= limit, sell >= limit. Stop Market Orders By placing a "stop market" order, you specify the price that "triggers" your order to become a market order, which is then subject to all applicable rules and regulations regarding market orders. A "stop market" order placed for an OTC security is "triggered" when either the bid or offer reaches the "trigger" price that you have selected. A "stop market" order placed for a listed security is "triggered" when the security trades at that price. A buy stop market order must be placed above the current market price and a sell stop market order below the current market price. Stop orders, typically, are used to limit a loss or protect a profit. Summary: Buy > current price, sell < current price. Stop Limit Orders A "stop limit" order is similar to a stop market order except that once the order is "triggered," it becomes a limit order instead of a market order. (Again, orders placed for OTC securities are "triggered" when a bid/offer reaches your stop price. For Listed orders, a trade must occur at your stop price to "trigger" the limit order.) While normally the limit price is set equal to the stop ("trigger") price, the limit price can differ from the stop price. Once the limit order has been "triggered," it is subject to all applicable rules and regulations regarding limit orders. Summary: First the stop is executed, and then the limit. NOTE: Stop and stop limit orders are only available on certain Over-the-Counter securities. They are available on all listed securities. Limit Sweep Orders A Limit Sweep Order allows you to attempt to fill your entire order by automatically cycling through all available ECNs and Market Makers. See below for a complete explanation of how a Limit Sweep Order works. The order is split and routed to each market participant in the following order and in the available size shown on Level II by each participant: Best tier price (highest bid or lowest ask) Track Island Other ECNs (REDI, MarketXT,

97 Trading 93 INCA,etc.) Direct access market makers (Knight, Herzog, MASH, etc.) Other Market Makers via Selectnet Next price tier (up to and including limit price) Same ranking as above If the order is not completely filled during the first round of submissions, either because not enough shares are available from all Level II participants at the limit price or because market makers reject all or a portion of the order received by them, then the remaining portion of the order is resubmitted via additional sweep attempts after approximately 10 seconds if any market maker still displays on Level II at or better than the limit price. If the quantity sent to the market maker is not filled within approximately 20 seconds, the unfilled portion is cancelled and resubmitted via an additional sweep order segment. Orders will only be routed to market makers appearing on the Level II display at or better than the limit price. Preferences and exclusions do not apply for sweep orders. The order will be submitted in pieces, as indicated above, with each piece appearing as a separate order on the open order tab. Each segment may be cancelled by using standard cancel procedures. If the order limit price is better than the best quote shown on Level II, the order becomes a regular limit order and is treated as such. It will not become a sweep order if market makers subsequently appear at the limit price. Market Sweep Orders When submitting a market sweep order, your order will turn into a limit sweep order set $1 above/below the current price. For example: If you wish to enter a market sweep buy for a security which is trading at 23.45, the system will turn the order to a limit sweep order with a limit of or better. Pseudo Market Sweep Orders This can be achieved by setting the limit price at a level which will clear all the volume in the order using the displayed Level II market maker volumes plus a safety margin. For example: A buy for 2000 shares shows that the cumulative volume at 24 7/8 is 800, at 25 it's 2100, at 25 1/8 it's 2700, and at 25 ¼ it's You submit a limit of 25 1/8 or 25 ¼ to ensure your quantity is available After Hours GENERAL AFTER-HOURS TRADING DISCLOSURES From MyTrack Help

98 94 After-hours investing involves unique risks that investors should fully understand before placing an order after hours. These risks include, but are not limited to, greater price volatility, less liquidity, and wider bid/ask spreads than during regular market hours. Prior to participating in this unique after-hours session, you should review and be aware of the various risks and requirements involved with after-hours trading. For your convenience, below is a list of issues that we believe should be carefully considered before engaging in after hours trading. After-Hours Trading Session: Currently, orders may placed until 8:00 PM EST. Any day orders you enter after 4:05 PM EST will be routed to the Island ECN (other markets will be added as they come on line). Any unexecuted day order will be cancelled at 8 PM. A day order entered let's say at 5 pm will not be in effect for the next day. It will be valid for the same day and then cancelled at 8 PM if not executed. If you want to enter an order after 4:05 for the next day, enter it as a GTC order. Any order entered in the after-market that is not eligible to be routed to Island (or another ECN) will be held in our database until 9:05 AM EST the next market day. At 9:05 AM, the order will then be routed to a marketplace. Limit Orders: To minimize the potential effects of lower liquidity and greater volatility, only limit orders may be placed after hours and are subject to the normal limit order rules. Again, an order entered as GTC will be routed to a marketplace at 9:05 AM EST the next business day. Lower Liquidity: Liquidity generally refers to the number of buyers and sellers or quotations in any given security. In the after-hour marketplace there may be a lack of liquidity in certain securities that may affect how orders are executed. Orders placed after hours are routed to a specific trading system, and such orders will be executed only if such order is matched against another investor or market professional to buy or sell on the other side of the transaction for that particular price. Higher Volatility: Volatility refers to the changes in price that securities undergo when trading. Because of reduced liquidity in the after-hours market which produces higher volatility, there may be greater price swings in securities traded in the after-hours session. Price of Execution: As mentioned, orders placed after hours are routed to a specific electronic trading system. That system may not have the best prices for a securities purchase or sale and cannot guarantee that its marketplace, at any given moment, represents the best price available for a particular security. Customers may actually pay less, equal, or more for securities traded on that system than what was executed on a similar order on another after-hours electronic trading system. Also, a limit order may be executed at a price away from the current market price. For example, a customer enters an order at 11:00 PM EST to Buy and receives a message that the order will be routed at 9:05 AM the next market day. At 9:05 AM, the market for XYZ is at 59. The customer may be executed at 62 by a seller who sells its shares to the customer at 62.

99 Trading 95 Risk of Timing Of Order Entry: Orders entered by other investors may beat your order to the electronic trading system's order book, and thus remove from the order book an order you were trying to match. This may prevent your order from being executed, in whole or in part, or from being executed at the price you wanted. In addition, orders entered earlier into the electronic trading system at the same price level of your order will have a higher priority than your order. This means that, if there is an execution at that price level, those earlier orders will be executed before your order, unless you improve the price of your order to move you up in priority. Quotations Subject to Change: Orders posted on the electronic trading system may be changed before your order has a chance to be matched against the posted orders. This means that there is no guarantee that there will be orders at any given price. Communications Delays: The potential risk of delay that can be caused by problems related to communications between customers and Track Data Securities and Track Data Securities and the after-hour marketplace may cause delays in, or prevent execution of your order. Trading Halts: If securities have been halted during the regular trading session, such trading halts will continue to be in effect during the after-hours trading session. No trading halts will be initiated by the after-hour trading system itself during the after-hours trading session. Risks of Cancellation and/or Change Requests: Cancellation and/or change requests may not be accepted if the order you want to cancel/change is executed first: You may change or cancel your order any time before it is executed MyTrack Future Symbols mytrack future symbols are comprised of 3 parts. The first is the alpha symbol (listed below), followed by a grav (located to the left of the number 1 key `), then the alpha month code. For example: US`U is September 30yr Tbonds SP`Z is December S&P 500 C`H is March Corn Month Codes Code Month Code F G H J K M January February March April May June N July Q August U September V October November Z December 2 year out Month Codes Jan Feb Mar Apr May D E I X Jun L Jul O Month Aug P Sep T Oct R Nov B AGRICULTURAL FUTURES / OPTIONS SYMBOL DIRECTORY =============================================== Dec C W Y

100 96 Symbol NZ QI B FG BM TR BU Product Anhydrous Ammonia Barley Barley Barley (Canadian) Boneless Beef Beef Trimmings Butter Exchange LIFFE/FOX WGE MGE UT WR FC LA LC XL CZ EZ CS CO Butter Canola (Rapeseed) Cattle (Feeder) Cattle (Short Dated Option) Cattle (Live) Cattle (Live) Cattle (Stocker) Cheddar Cheese Cheddar Cheese Cocoa QC CC KB CF PF C XC YG YH CY Cocoa Coffee Coffee (Brazil Diff.) Coffee (Robusta) Coffee (Robusta) Corn Corn Corn Crop Yield - Illinois Corn Crop Yield - Indiana Corn Crop Yield - Iowa YI YK YC CT DY VO FZ F LH XH Corn Crop Yield Corn Crop Yield Corn Crop Yield Cotton Dry Whey Edible Oils Index Fertilizer (DAP) Flaxseed Hogs, Lean Hogs, Live LB MJ VA MQ VD VM NF O XO MO Lumber Milk (BFP) Milk (BFP) Milk (BFP) Mini Options Milk, Fluid Milk, Nonfat Dry Milk, Nonfat Dry Oats Oats Oats OW OJ OB QP FB Oats Orange Juice Oriented Strand Board Pigs, Live Pork Bellies (Fresh) Nebraska Ohio U.S. (FOSFA) CSCE WGE MACE CSCE CSCE LIFFE/FOX CSCE CSCE LIFFE/FOX MATIF MACE NYCE WGE MACE CSCE CSCE CSCE MACE MGE WGE NYCE LIFFE/FOX

101 Trading PB PC QX PT PP Pork Bellies (Frozen) Pork Cut Outs Potatoes Potatoes Potatoes PG PH PI NR WY BT SH S XS SM Rapeseed DM Rapeseed USD Rapeseed FF Rice, Rough Rye Shrimp, Black Tiger Shrimp, White Soybeans Soybeans Soybean Meal XE BO XR SU SE WS QW PX PY QK Soybean Meal Soybean Oil Soybean Oil Sugar (#11) Sugar (#14) Sugar, White Sugar, White (#5) Sugar ($ Priced) Sugar (Fr.Franc Priced) Wheat W KW XW EW MW NW DW WH Wheat Wheat Wheat Wheat (Milling BL2 Fr Francs) Wheat Wheat (White) Wheat (Durham) Wheat A/C/E SYMBOLS CORN OATS ROUGH RICE LIFFE/FOX NYCE MATIF MATIF MATIF MATIF WGE MGE MGE MACE MACE MACE CSCE CSCE CSCE LIFFE/FOX MATIF MATIF LIFFE/FOX K MACE MATIF MGE MGE MGE WCE (track data symbols) ZG ZO ZI SOYBEAN MEAL ZM SOYBEAN OIL ZL SOYBEANS ZV WHEAT ZW BOND & NOTE FUTURES / OPTIONS SYMBOL DIRECTORY Symbol CH CG EO MN LJ Product Bond (Canadian Bond (Canadian Bond (Dutch) Bond (French Bond (Japanese - 5yr) - 10yr) O.A.T.) Govt.) Exchange MON MON EOE MATIF LIFFE 97

102 98 JB Bond (Japanese Govt.SIMEX) SB JT VJ DO DU DV IO IU IV LD Bond Bond Bond Bond Bond Bond Bond Bond Bond Bond SIMEX TSE TSE MEFF MEFF MEFF MEFF MEFF MEFF LIFFE LM LQ LP UB VU AT AR BF BE MZ Bond (LIBOR 5 Yr DM den.) Bond (EURIBOR 5YR EURO den.) Bond (EURIBOR 10YR EURO den.) Bond (U.S.) Bond (U.S.) Brady Bond - Argentina `FRB' Brady Bond - Argentina `PAR' Brady Bond - Brazil `C' Brady Bond - Brazil `EI' Brady Bond - Mexico `PAR' LIFFE LIFFE LIFFE LIFFE TSE BD DT DB DF DG DH DL DQ DR ZC EA Bund (German - Medium Term) Bund (German) Bund (German) Bund (German) Euro BOBL (German) Euro Schatz (German) Euro BUXL ( German) Euro Pfandbrief (German) Pfandbrief (German) Euro CONF (Swiss Long-Term Bond) E-Bond DTB DTB LIFFE DTB DTB DTB DTB DTB DTB SOFFEX MATIF EE EH MN MF MU EL EN GL GM LF Euro Bund Euro Italian Bond (BTP) Notational Bond 5 YR Bond Europe All Sovereigns (Euro) Notational Euro Conversion 5 Yr Euro Conversion Long Term Gilt Mediam Term Gilt Gilt (5Yr) LIFFE LIFFE MATIF MATIF MATIF MATIF MATIF MATIF MATIF LIFFE (Japanese (Japanese (Japanese (Spanish (Spanish (Spanish (Spanish (Spanish (Spanish (LIBOR 10 Govt.) Govt.) Govt. - 20yr) Govt. - 10yr) GOvt. - 30yr) Govt. - 5yr) 10 Yr Euro) 30 Yr Euro) 5 Yr Euro) Yr DM den.) LG Gilt (20Yr) TS Mexican Cetes BS Schatz (German) Treasury Bill - 1 Year TB Treasury Bill - 13 Week XT Treasury Bills XB Treasury Bond (US 30yr) IB Treasury Bond (US 30yr Indexed) US Treasury Bond (US 30yr Price) AB Treasury Bond (Project A) ZB Treasury Bond (15 Yr +) LIFFE DTB MACE MACE CFFE

103 Trading NU TU AZ TW ZA FN FV AF FY IN XV Treasury Treasury Treasury Treasury Treasury Treasury Treasury Treasury Treasury Treasury Treasury Note Note Note Note Note Note Note Note Note Note Note (US 2yr Cash) (US 2yr Price) (Project A) (US 2yr Yield) (2 Yr) (2 Yr) Euro (US 5yr Price) (Project A) (US 5yr Yield) (US 5yr Indexed) (US 5yr) NYCE CFFE MATIF NYCE MACE ZF XN II ME AN ZT Treasury Treasury Treasury Treasury Treasury Treasury Note Note Note Note Note Note (5 yr) (US 10yr) (US 10yr Indexed) (US 10yr Price) (Project A) (10 Yr) CFFE MACE CFFE DUTCH FUTURES EF EG EI EO FT TOP5 INDEX NLG/USD AEX INDEX DUTCH GVT BOND FTSE EUROTOP 100 INDEX EUROPEAN FUTURES ================ * = OPTIONABLE AM AX MID-DAX FUTURE DAX INDEX FUTURE BD BS MID TERM BUND SCHATZ FUTURE * CF COFFEE ROBUSTA LIFFE * DB DD DE DG DO GERMAN GVT BUND 1 MTH EUROMARK 3 MTH EUROMARK GERMAN DIFF 10 YR GVT BOND LIFFE DTB DTB MEFF MEFF * * FRENCH FUTURES EW MF MI MN MP MS MU PP MILLING WHEAT 5 YR GVT BOND CAC 40 INDEX NOTIONAL BOND (OAT) PIBOR WHITE SUGAR ICUMSA ECU BOND POTATO 99

104 100 PX PY PZ SUGAR ($) SUGAR (FFR) BOBL CURRENCY & CROSS RATE FUTURES / OPTIONS SYMBOL DIRECTORY ======================================================== Symbol -----AD Product Aussie Dollar Exchange IMM AU XA BQ BR GB ZP BP IB XP PF Australian Dollar Aussie Dollar Brazilian Real (European)Last Brazilian Real Euro FX/British Pound Euro FX/British Pound British Pound British Pound British Pound British Pound / Swiss Franc NYCE/FINEX MACE IMM NYCE/FINEX IMM SIMEX MACE NYCE/FINEX PJ YP MB IP CD CQ XD YD DM DN British Pound / Yen British Pound (Dublin) British Pound / DMark (Dublin) British Pound / DMark Canadian Dollar Canadian Dollar (European) Last Canadian Dollar Canadian Dollar DMark DMark (European) Last NYCE/FINEX NYCE/FINEX NYCE/FINEX IMM IMM IMM MACE NYCE/FINEX IMM IMM XM YM DD MR ML MT MY MK MH DMark DMark (Dublin) DMark DMark / French Franc (Dublin) DMark / Italian Lira (Dublin) DMark / Spanish Pesata DMark/Yen (Dublin) DMark / Swedish Krona (Dublin) DMark / Swiss Franc (Dublin) MACE NYCE/FINEX SIMEX NYCE/FINEX NYCE/FINEX NYCE/FINEX NYCE/FINEX NYCE/FINEX NYCE/FINEX IF IW IY SK SJ EG FD EU ED EJ DMark / French Franc DMark / Swiss Franc DMark / Yen Dollar/DMark Deferred Spot Dollar/Yen Deferred Spot Euro (USD fm Gldrs) USD (Euro) Euro Euro Euro/Yen IMM IMM IMM SIMEX SIMEX EOE EOE NYCE/FINEX NYCE/FINEX ZE ZS FR AH Euro/Krona Euro/Swiss Franc French Franc Indonesian Rupiah NYCE/FINEX NYCE/FINEX IMM NYCE/FINEX

105 Trading AL MM MX NE ZK UE Malaysian Ringget Mexican Peso (European) Last Mexican Peso New Zealand Dollar New Zealand Dollar Russian Ruble IMM/EMTA Ref Pr NYCE/FINEX IMM IMM IMM NYCE/FINEX IMM UF UQ UR SA SZ ZR ZY SF SR XF Russian Ruble IMM/EMTA (Euro) Russian Ruble (European) Last Russian Ruble South African Rand Rand (European) Last South African Rand Swiss Franc/Yen Swiss Franc Swiss Franc (European) Last Swiss Franc IMM IMM IMM IMM NYCE/FINEX NYCE/FINEX IMM IMM MACE ZH YF TH JY JZ XJ YJ JC ZJ Euro FX/Swiss Franc Swiss Franc (Dublin) Thai Bacht Yen Yen (European) Last Yen Yen (Dublin) Yen / U.S. Dollar Euro FX/Yen NYCE/FINEX NYCE/FINEX IMM IMM MACE NYCE/FINEX TIFFE GERMAN FUTURES AM AX BD BS DD DE DT FE FS VX MID DAX INDEX DAX INDEX MID TERM BUND (BOBL) SCHATZ 1 MONTH EUROMARK 3 MONTH EUROMARK BUND STOXX EURO 50 INDEX STOXX 50 INDEX VOLAX INTEREST RATE FUTURES / OPTIONS SYMBOL DIRECTORY ================================================ Symbol -----BX Product Bankers' Acceptances (3 Mo.) Exchange MONTREAL BY DL EC EX OB LE EP EB DI DK Bankers' Acceptances (1 Mo.) Euro LIBOR Euro LIBOR Euro LIBOR 1YR MidCurve Option Euribor Mid Curve Option Euribor (3 Mo) Euribor Mid Curve Option Euribor (3 Mo) Euribor (1 Mo) Euribor (3 Mo) MONTREAL DTB LIFFE LIFFE MATIF LIFFE LIFFE MATIF DTB DTB 101

106 102 IE CE YR YB YV YX UD SD JD LV Euribor (3 Mo Matif) Euro Canadian Dollar (3 Mo) EuroDollar Eurodollar 5Yr Bundle (Options) EuroDollar MidCurve - 1 Year EuroDollar MidCurve - 2 Year EuroDollar EuroDollar EuroDollar EuroLira MEFF IMM IMM IMM MACE SIMEX TIFFE LIFFE LX EK DD DE EM EV IM ZI LS EY EuroLira 1 Yr Midcurve EuroMark EuroMark (1Mo) EuroMark (3Mo) EuroMark EuroMark 1 Yr Midcurve EuroMark EuroSwissFranc (3 Mo.) EuroSwissFranc EuroYen LIFFE DTB DTB LIFFE LIFFE SIMEX SOFFEX LIFFE SY JE JF IR FF TZ DG ID TE OM EuroYen EuroYen EuroYen (1 Yr.) Fed Funds (30-Day) Fed Funds (30-Day) Fed Funds (Over Night) German DIFF German DIFF (Euro) Mexican TIIE LIBOR (1 Mo.) SIMEX TIFFE TIFFE MEFF MEFF IMM HF IF IG HG DZ MP SS SX ZS VX MIBOR '90 PLUS MIBOR `90 PLUS (Euro) MIBOR `360 PLUS (Euro) MIBOR '360 PLUS PIBOR Mid Curve Option PIBOR Short Sterling Short Sterling 1Yr Midcurve Swiss Franc Int. Rate (5 Yr.) Volatility (DAX) MEFF MEFF MEFF MEFF MATIF MATIF LIFFE LIFFE SOFFEX DTB METALS FUTURES / OPTIONS SYMBOL DIRECTORY ========================================= Symbol GI GO XK GD GH KI PA PL Product Copper (HiGrade) Gold Gold Gold Gold (100 ounce) Gold (1 Kilo.) Palladium Platinum Exchange COMEX COMEX MACE SIMEX NYMEX NYMEX

107 Trading XU SV XY G AG Platinum Silver Silver Silver (1000 ounce) Silver (5000 ounce) MACE COMEX MACE MEFF RENTA FIJA SYMBOLS ======================= OPTIONABLE FUTURES HF MIBOR 90 + HG DO *HL MIBOR yr GOVT BOND 3yr GOVT BOND INDEX FUTURES / OPTIONS SYMBOL DIRECTORY ======================================== Symbol QO QA QB MI Product Baltic Freight Bankruptcy Index Type A Bankruptcy Index CAC 40 (1 Euro) Exchange LIFFE/FOX MATIF MC MG CR AM AX DJ DA DT DC FE CAC 40 (10 Euro) CAC 40 (Odd Lot Temp) Commodity Research DAX MidCap DAX Dow Jones Industrial Average Dow Jones Utilities Dow Jones Transportation Dow Jones Composite Dow Jones Euro STOXX 50 Index MATIF MATIF NYFE DTB DTB DTB FS EI EF DS ET ER FT LY LZ GX Dow Jones STOXX 50 Index Dutch Stock Dutch Top 5 Emerging Markets Debt Index FT-SE EuroTop 100 Index FT-SE EuroTop 100 Index FT-SE EuroTop 100 Index FT-SE MID 250 FT-SE 100 Goldman-Sachs DTB EOE EOE NYCE LIFFE COMEX EOE LIFFE LIFFE HK IX PM BC MA MSCI Hong Kong Index IBEX 35 Plus IPC Stock Index Major Market Dow Jones Malaysia Stock Index SIMEX MEFF SIMEX 103

108 104 QU ND NK ON SN OT ST NY YS LN TK RU ZU MD SP Municipal Bond Nasdaq 100 NIKKEI 225 NIKKEI 225 NIKKEI 225 NIKKEI 300 NIKKEI 300 NYSE Composite NYSE Composite (Small) NYSE Composite(Large) PSE Technology Index Russell 2000 Russell 1000 S&P 400 Midcaps S&P 500 OSAKA SIMEX OSAKA SIMEX NYFE NYFE NYFE NYFE SG VS ES EQ ZX SI TN HK TL TX S&P 500/BARRA Growth S&P 500/BARRA Value S&P 500 (Mini - Globex Only) S&P 500 (Mini - Backup Ticker) SMI MSCI Singapore Stock Index MSCI Taiwan Stock Index MSCI Hong Kong Stock Index Dow Jones Thailand Stock Index TOPIX SOFFEX SIMEX SIMEX SIMEX SIMEX TSE TF TG DX DL VL MV Toronto 35 Toronto 100 U.S. Dollar U.S. Dollar (Large Lots) Valueline Valueline (Mini) TOR TOR NYCE/FINEX NYCE/FINEX K K ENERGY FUTURES / OPTIONS SYMBOL DIRECTORY ========================================= Symbol Product Exchange HC UC CL LO SO SC BV BZ BG BH Crack Spreads(Heat Oil/Crude) Crack Spreads(Unl. Gas/Crude) Crude Oil Crude Oil (Brent) Crude Oil (Brent) Crude Oil (Sour) Electricity (TVA Hub) Electricity (Cmnwlth Edison) Electricity (MAPP) On Peak Electricity (MAPP) Off Peak NYMEX NYMEX NYMEX IPE SIMEX NYMEX MGE MGE CW KV CN NT IS FU Electricity-COB (Cal/Ore Border) Electricity - Palo Verde Electricity - Eastern Cinergy Electricity - Eastern Entergy Fuel Oil (Hi-Sulphur) Gas (Unleaded) NYMEX NYMEX NYMEX NYMEX SIMEX FOX

109 Trading QL GU QS HO Gas (Unleaded) Gas (Unleaded, Gulf Coast) Gas Oil Heating Oil NYMEX NYMEX IPE NYMEX NC NG NP KG LI Natural Natural Natural Natural Propane NYMEX NYMEX NYMEX K NYMEX Gas (Alberta) Gas Gas (Permian Basin) Gas (Western) (Liquid) Weather futures KA KH KD KN Atlanta Chicago Cincinnati New York SPANISH FUTURES DG DV HF HG HL GERMAN DIFF SPANISH GVT BOND MIBOR 90 PLUS INDEX MIBOR 360 PLUS INDEX 3 YEAR GVT BOND SWEDISH FUTURES OX OMX INDEX SWISS FUTURES ZC ZI ZX GOVT BOND (CONF) GOVT BOND (COMI) SMI INDEX UK FUTURES CF DB EC EM ET EV COFFEE ROBUSTA GERMAN BUND 3 MONTH EURO 3 MONTH EUROMARK FTSE EUROTOP 100 EUROMARK MID CURVE EX LF LG LJ LK LL LO LS LU 3 MONTH EURO MID CURVE 5 YEAR GILT LONG GILT JAPANESE GVT BOND 1 MONTH EUROMARK BOBL BRENT CRUDE EUROSWISS EUROYEN 105

110 106 LV LX LY LZ QC QI QK QW QX QO QS SS SX UI EUROLIRA EUROLIRA MID CURVE FTSE 250 INDEX FTSE 100 INDEX COCOA BARLEY WHEAT WHITE SUGAR POTATO BIFFEX GASOIL SHORT STERLING SHORT STERLING MID CURVE ITALIAN GOVT BOND (BTP) Technology Notes on the MyTrack technology. uses the MyTrack data feed, and so it is interesting to read just how this data feed works: Technology: We are not a browser based system. We are utilizing a software connection which is actively monitored on the server end. Our Advantage point: We are able to move users from one server to another flawlessly. Their Disadvantage point: If you have ever been on the internet during a federal reserve board statement, you must have experienced the HTTP error 404, the pages slow to fill or not filling at all. Speed: We are using a push protocol rather than broadcast. Our Advantage point- We are only sending you the data you are requesting, be it 20 quotes or 200. Their Disadvantage point- Broadcast feeds send all data from A through Z, causing bottleneck during heavy trading activity. Direct from the Source: We are a division of Track Data Corporation which is an institutional data solution provider. Track Data provides quote machines to major brokerage houses and the exchange floor. Our Advantage point- we are using the same data feed direct from the exchanges that is used by hundreds of traders on the floor of the NYSE. Their Disadvantage point- Some vendors get their data feeds from a third-party vendor, what happens if that connection has problems? And for the other vendors who get the data from the exchanges like we do- ask them how many units they have on the floor of the exchange- answer is bound to be 0.

111 Accounting and Summaries 8 Accounting and Summaries 8.1 Accounting 107 The program can keep track of your trades. The trades are entered either manually, or during the automatic brokerage service. There are many reasons for this. One is so that we have complete records of all of our transactions: Deposits to the brokerage house, trades, fees, interest, etc., so that we can have records that can be used to verify brokerage statements. As is well known, banks make mistakes, and we must protect our mistakes. A second reason for this is the opportunity to run queries over the database, which give profits each month, for each stock, or whatever. Finally, this gives us the important opportunity to calculate the maximum drawdown of our account. When trading, there are two important items. One is our profits and losses (P&L). The other is maximum drawdown, the maximum difference from a high value in our account to a low value. Once this is too large, we sell, regardless of other trading considerations. Very few stock accounting packages give this vital information. I wrote an accounting package in 1986, in which I keep track of all my expenses. Been using it since, continuously updating it. Reconciling bank statement, prepare reports, etc. However, I found it too hard to add brokerage statements to the program. These statements are so very complicated. Well, I finally succeeded in adding it to patterns. Debugging was difficult, as I made all types of mistakes. I have a Roth and an IRA account, and when I would trade, I made mistakes putting the trade as a Roth rather than an IRA. I was able to fix all the mistakes, and get the program to agree with the statements. To enter the accounting module, from the Contracts table, press the menu Contracts Trades.

112 Tables In the Accounting form, you can view various tables: The meanings of the selections are: Account View the Account table Cash Balance View the daily cash balance table, assuming everything sold each day Trades View the trades table Contracts Open the contracts window, to view the list of contracts Stock watch View the list of stocks to add watch numbers Close All Close all the grids. Delete Account Delete all records from the StockTraded table for this account. 8.3 Summary of Features With the data available on the prices of stocks, and the data of all your trades, we can do powerful things. One is to run queries to study how we have done in the past. Look at each stock, how well have you done each week. Look at each account, each broker, each type (IRA, regular, and such), or any combination. Queries tell you your profits. You can also look at your unreal profits, and pull up charts just for the stocks you are long. Just select the queries by the menu and immediately you get the results. Queries are powerful features of databases, very easy to use. With spreadsheets, queries are very difficult to set up and to use. You have several brokers, each of which give you recommendations. You want to watch the stocks you buy from each broker. Open the stock watch table, and give a number for each broker. E.g, one broker is Oppenheimer, and the other is Ron. Oppenheimer recommends stocks A, IBM, F. Put a 1 for these stocks. Ron recommends SH, SHY. Put a 2 by these

113 Accounting and Summaries 109 stocks. This way you can see how much you have made each month for each broker. 8.4 Process of adding trades There is a sequence that must be followed when adding trades. 1. There must be stocks in the Contracts Table. See Adding stocks Just as you must have a broker in order to trade, you must add records to the accounting table. 3. After you added stocks to the Contracts Table, and records to the Accounting Table, you can then add to the Trades table. 8.5 Account Table When you trade, you may choose types of accounts. One table is the account table. There are various types of accounts. E.g.: 1. Real. Real money invested with brokers. 2. Simulated. Needed for testing. 3. Pension. These accounts permit trading only, say, once a quarter. When we look at our monthly profits, we may not be interested in these accounts, since we have much less control. 4. Sample. Accounts that we want to watch, but are not directly invested in. E.g., INDU. For Real accounts, we may have an IRA, a Roth, several accounts with brokers. We can give a long name, usually the account number with the broker. We give the default commission for stocks and mutual funds. When you make a trade, adding a record to the accounts table, the commission is added automatically. You may, of course, override it. Define them in Grids Account. Press this, and the following grid will come up: The aqua arrows permit you to move around, to add or delete records, etc. The fields are the these: C. Close this grid. Account This may be IRA, Ordinary, etc. Type 1. Real. Real money invested with brokers. 2. Simulated. Needed for testing. 3. Pension. These accounts permit trading only, say, once a quarter. When we look at our

114 110 monthly profits, or whatever, we may not be interested in these accounts, since we have much less control. 4. Sample. Accounts that we want to watch, but are not directly invested in. E.g., INDU. Broker. The broker for this account. Account Number. This the the number the brokerage firm uses. Commission. The default commission. Mutual Comm. The default commission for mutual fund trades. Cash. The cash balance in the account. This is calculated by the program. Statement Date. The last statement checked. Real. Checked for real accounts. For Real accounts, we may have an IRA, a Roth, several accounts with brokers. We can give a long name, usually the account number with the broker. We give the default commission for stocks and mutual funds. When you make a trade, adding a record to the accounts table, the commission is added automatically. You may, of course, override it. Press the + to add an account, and the - to delete. If you try to delete an account in use, it will not permit you to. 8.6 Trades A typical accounting grid would look like this The aqua arrows permit you to move around. Press the + button to add a trade. When you add a trade, you put in the stock name, date, number of shares, price, commission, fees, dividend. Some of these items, such as commission, is put in automatically. The stock name must be a stock in the Contracts table. You choose a stock from a list.

115 Accounting and Summaries 111 This is shown as two lines, as it does not fit on the screen. For a trade, we have the fields specifying the Account (name, type, and number), stock, date. If you leave Stock blank, it refers to an account transaction, such as interest or fees. If you received shares from a mutual fund that was reinvested, then check Reinvest. The information here will be treated as information only, and not used to calculate the balance or profit. Another use for the Reinvest box is when you are verifying your statement. When you see "Trades Pending Settlement", if you wish not to include this with the calculated balance, check Reinvest. Be sure to uncheck after you verified your statement! The number of shares traded, and Price per share. After the trade, you have Remaining shares left. E.g., you bought 200 shares. At a later date you sold 100. Commission. Fees charged. Usually pennies for SEC and such. Dividend. Invested: This is the amount invested in this stock in the account. The program calculates this quantity. For example, look at the grid above. You bought 100 shares of GM at Invested is You then bought 250 shares at Invested is now -13, As we trade GM, invested changes. When we are out, with the shares remaining 0, 0 invested is This is our profit. For deposits to the account, enter the amount in Amount. The program calculates the Real and Unreal profit and loss. The Real profit is calculated when the number of shares remaining is zero. To do this correctly, especially for tax purposes, we have to decide which trade in the past we are going to take the profit. The program does not get involved with these complexities. If you wish to modify the profit, so that you get a more accurate estimation of your monthly profits, then check UserProfit, and enter your calculation of the profit. In this case, the program will not override it. Comments are for brief comments. Notes are for your detailed comments why you made the trade. You will be able to do a text search for such comments.

116 Import and Export Data can be imported and exported to Excel files. To import data, first save the Excel file as a csv file. Click on Read. A file selector will come up, from which you choose the csv file to read. The format of the file is ;Long or Short;date in;in;date out;out;;;;;;;;;;gains;losses mbt;l ;12/31/2003;82.5;05/24/2004;118.98;;;;;;;;;;0;0 bud;s;01/02/2004;52.44;01/09/2004;50.15;;;;;;;;;;0;0 chrs;l ;02/02/2004;6.1;03/04/2004;7;;;;;;;;;;0;0 bvf;s;02/11/2004;22.29;03/31/2004;15.6;;;;;;;;;;0;0 If any stocks have less than one letter, or more than 5, the line is considered not as a data line, and ignored. The first field is the stock name. The next letter is an L or an S, telling us that the trade is long or short. The next fields are the date of the trade and the price per share. The next fields are the date of the trade getting out and the price per share. The next field is the number of shares traded. If this is not present, the value of 100 is taken. The data is then added to the StockTraded table for the default account. To calculate the maximum drawdown, we have to have a drawdown table. This is created from the StockTraded table for this account by pressing Build Drawdown. With this table, the maximum drawdown is calculated by pressing Calculate drawdown. The Drawdown table can be exported to a csv file for importing into Excel by pressing Export Drawdown. The final menu item, Invested, will recalculate the the cash invested, i.e., the cash balance for this account. 8.8 Drawdown You can calculate the drawdown from your investments. This is what such a grid looks like. On each day, your account had a high, low, and a close value. The program calculates automatically the maximum drawdown. When trading in the market, not only must we focus on the profits, but also on the maximum drawdown. We can afford

117 Accounting and Summaries 113 only a certain drawdown, and once this is reached, we must get out. Press Build Drawdown to build this table, Calculate Drawdown, to calculate the maximum drawdown, and Export Drawdown to export it to a csv file which can be imported into an Excel spreadsheet. 8.9 Accounting and Summaries Here you can let the magic of SQL let you understand how you have actually performed in the market. With this tool, you can do things that are not possible with spreadsheets like Excel, or simple databases like Access. To open this window, press Tables Accounting on the main form, or Alt + A. You can also do this from the Contracts Table, by pressing Contracts Accounting. First, you enter trading data. Currently, this is done manually, but it is planned to permit importing data from other formats. Enter the stock, number of shares (+ for a buy, - for a sell, 0 if it is a dividend), price per share, date, commission, dividend. In additon, you may choose an account. You may have a real account and an IRA account, and your trading strategies are different for these accounts. You may have simulated accounts. This guy is telling you all kinds of things, with promises to make money. Well, do what he says, but trade in the simulated account, and you will see what

118 114 actually happens. When you buy, it automatically updates Shares Remaining to the number of shares bought. When you sell, it calculates the profit and loss (P&L) by looking at previous trades, and adjusts the Shares Remaining. Press Update. It will get the current values of the stocks from the Contracts Table. These values are either updated by MyTrack, or else you entered new CSI data files, and the table was updated with the new values. (This is done by Run Add Volume in the Contracts Table.) The program will then calculate the Unreal P&L, which is the profit and loss had you sold everything, and list them along with the Total P&L. You can press Add to add another trade with the same stock quickly. When you double click on a stock, the chart comes up. If you wish to disable it, uncheck Chart in the menu shown above. If you do not wish to see the grids colored, uncheck Colored Rows. When entering dates, a pop-up calendar will appear, making it easy to add dates. This is if Use Date Time Picker is checked, which is the default. You can uncheck it, if you prefer entering dates as a string, or if you wish to copy and paste dates. The settings are remembered for future sessions Cash Balances To check your brokerage statement, find the balance in an account. To get a table of the daily cash balances if we sold our holdings each day, press Daily Cash. While building the table, if a stock has a dta record and a san file record, check Use dta data so

119 Accounting and Summaries 115 that the dta record will be chosen if it exists. Uncheck it if you wish to examine san files first. When viewing the cash balance table, if a certain stock is missing data due to a holiday, while other stocks have data for this day, Holiday will be checked. You can view the table without the holidays by checking Holidays. Where else in the world can one have a program that not only tells him how he is doing, but gives a historical record of his accounts and how they moved on paper. A list of paper profits. Then you can say that trading scheme xyz gives great paper profits. See! Use our great trading system! Press Invested to update the account with the correct cash balance. To verify a statement, press Statement Date, and enter the date of the statement. If you feel there is an error, you can do a further check by looking at Activity.txt (press Activity from the main menu). You will see a list of transactions this month. This will help you if you put a transaction in the wrong account. This is a brief list of stocks, dates, and number of shares. If you wish not to include Trades Pending Settlement with the calculated balance, check Reinvest in the StockTrades table. Be sure to uncheck after you verified your statement! 8.11 Filter You may filter the Trades table in order to see part: The meanings of the options are these: All: No filtering Active. View the records for stocks in which you are long. Active Default: Active stocks for the default account Account Name: All records for the default account.

120 116 Account Type: All records for this type. Broker : All records for this broker. Filter. A filter dialog comes up, and you can choose any filter you wish. See below. Textsearch. Enter a phrase, and it will find records for which this phrase is in the Comments or Notes field. If one of the other filters are selected, only records satisfying that filter will be chosen. The three options, Account Name, Account Type, and Broker are remembered when you close the program and reopen. The account name is the account for which you are registered with your broker. You receive statements with this name. Filtering on account permits you to examine your statements. You may have an IRA account, a Roth account, or whatever. This is Account Type. You may want to see how well your Roth account is doing, comparing it with an ordinary account. You may have several Roth accounts. You may wish to examine each broker, to see how they do. You may have a large number of trades, and want to see only some of them. Press Filter, and you can choose whatever you want. In the above example, the word "fooled" appeared in the notes. Use the filter to find this record! We selected the word "fooled" in the Notes, and set Partial Match Anywhere. Press OK, and the filtered record comes up. To cancel the filtering, press Cancel.

121 Accounting and Summaries Query Here is where the power of the SQL comes into play. Here is where you can enter queries, and see how your money has been working for you investing. You may want to look at your various stocks, to see how much money you made or lost each month. You may want to look at your various accounts. You may want to examine the types of accounts (Regular, Roth, etc.), as the trading strategies are different for each. You may want to examine brokers, as the trading strategies may differ for each broker. You may want to see how much real money you have made, as opposed to simulated trading. Queries are powerful features of databases, very easy to use. With spreadsheets, queries are very difficult to set up and to use. Choose to see the results grouped by Hour, Year, etc. Check Stock, and the results are grouped by stocks. Check Account, Account Type or Broker, and the results are grouped either by Account (name) or by Type (of account), or Broker. The last three items: All Accounts, etc., limit the results. This account will limit the results to

122 118 the default account. E.g., select Simulated for the account type, and select This type. You will see only simulated results. The final item, Real, is checked if you want to query only on real accounts. If you wish to include simulated accounts, uncheck this. The query can be exported to a csv file, which is either comma or tab delimited, depending if Comma delimited csv is checked or not. Run the query (Alt+R) or press Run Query, and we get The bottom of the screen gives the total profit, and the execution time of the query. This gives the sum, average, etc., of the profits, and the dividends. The P&L items are ordered by date and stock name. You can select Account and Year, and see in an instant how much you made taxable income! In a fraction of a second, the computer calculates how much you earned in a year from stocks!

123 Accounting and Summaries 119 Note that the fonts are Courier New, rather than the standard MS San Serif. This is because these numbers represent money, and it is very important that the money be made as clear as possible. St Dev is the standard deviation of the profits. If this number is large, it means some profits were large, some small. A small St Dev means that most of the profits were near the Average Fonts The default font is Courier New. This way the numbers are clear. With money, it is important not to get confused with the numbers. If you wish to change the font, press Font: Choose whatever font you wish. This will be the font for all grids in the Accounting form until you change it. 9 Images This is a display of various screen shots. It is best for you to maximize the screen. You will then see the screen shots the best. 9.1 Contracts Table This is a display of the contracts table. It is a list of stocks and the relevant details. Name is the stock symbol. If you press the X on the left of Name, you will see all the details about this stock. Min is the time frame. -1 is for csi data, which is not updated in real time. 0 is for daily data, which can be updated in real time 1 is for minute data -2 and more negative: for reading csv files Look at BORL stock (Borland Software Corp). The first is the daily Borland at all exchanges.

124 120 The second is the intraday by minute. LastClose gives the latest value of the stock. LastCloseDate gives the date and time the value was registered. For mutual funds, like OSPCX, the only value is the date (no time). Column C is checked when you double click on a stock to view the chart. Q is checked for Quote (or MyTrack) stock, and unchecked or csi stock. The other numbers are filters (See Filters ) Chart for IBM minute This is a chart of minute data for IBM. Each line is a one minute bar, and shows the open, high, low, and close of the bar. Move the cursor to any bar to see the volume, and other optional things like moving average. The lines were drawn automatically by the program. This is the #ML line, where #ML is the name of the.sig file. The solid line is the ML line, and the dashed lines are the warning lines. The lines are drawn through pivots. A pivot is a local high or low, and is displayed as a circle. The program calculates the pivots.

125 Images 9.3 Chart for IBM daily This is a chart for the IBM daily. The cursor is at a z pivot, which is a low major. This pivot is marked with a M. Before this, there are pivots v,w,x,y,z. Between the x and y there is a pair: H, L. 121

126 Chart move If you press ScreenMove1in the chart, the chart will move to the right, displaying the list of stocks, so that you can select another stock. In this image, we had IBM daily charted, and decided to view the chart of IBM 1. We can double click on IBM 1 to pull up the chart.

127 Images 9.5 Trend Lines Trend lines are shown in various colors. The ML line is red, the trend line blue, and the signal ML line black. 123

128 124

129 Index Index -AAccount 31, 32 Accounting 107, 113 Accounting grid 110 Accounts 109 Action 32 Add 113 Add a stock 30 Adding stocks 54 After Hours 83, 93 After Hours Trading 67 AllOrNone 32 AmiQuote setup 13 AuctionStrategy 32, 44 Author 5 AuxPrice 32 -Bbalance 110 balances 114 Bars Back 24 BlockOrder 32 Box 44 brokers 108 -Ccash 114 Changed 32 Chart 47, 48, 50, 51 Charts 45 ClientId 26, 32 Color 51 combination orders 41 ComboLegs 32 ComboLegsCount 32 commission 110 Completed 32 ContinuousUpdate 44 Contracts Table 53 csv 58 Currency 32 Curves 51 -DDaily 50 Daily Data 61 Data 7 Data Collection 26, 61 Day at a time 48 default order 32 Delta 44 DeltaNeutralAuxPrice 44 DeltaNeutralOrderType 44 DesignatedLocation 32 DiscretAmount 32 DisplaySize 32 drawdown 112 -E 6 Errors 7 ETradeOnly 32 Exchange 32 Exchange Hours 67, 84 Exchanges 86 Executions 32 ExecutionsCount 32 Expiry 32 Extended hours 26 ExtendedHours 32 -FFAdvGroup 32 FAdvMethod 32 FAdvPercentage 32 FAdvProfile 32 Files 5 Filled 32 FillPrice 32 Filter 58, 115 Filters 56 Financial advisor 26 Firewall 10 FirmQuoteOnly

130 126 Future Symbols 95 Futures 67, 71 futures legs 41 Futures Options 82 -OOBV 51 OCAgroup 32 OCAMethod 32 OpenClose 32 Options 41, 67, 68, 71 OrderOrigin 32 OrderRef 32 Orders 90 OrderType 32 OverridePercentageConstraints -GGoodAfterTime 32 GoodTillDate 32 -HHidden 32 Historical Data holidays , 32 -P- -I- Parameters 7 ParentId 32 Pdf files 48 PercentOffset 32 PermId 32 Price 32 Price Improvement Auction PrimaryExchange 32 Program 4 Images 119 Install 5 investment 110 -LLatestFillPrice 32 LatestFillQty 32 License 3 Limit 91 LocalSymbol 32 login 8 -NNBBOPriceCap Note QQuantity 32 Quarterly 50 queries 108, 117 Quote Bars 24 -MMinQuantity 32 Monthly 50 Moving 47 Multiplier 32 mutual funds 109 MyTrack app 5 MyTrack Technology 32 -R- 106 Real Time 61 Record View 53 ReferencePrice 32, 44 Registration 6 RegTradingHoursOnly 32 Remaining 32 Right 32 Rule80A 32 Run Test 64 32

131 Index Volatility 44, 51 VolatilityPeriod 44 volume 51, 58 -SSan Files 60 Sectors 61 SecurityType 32 SettlingFirm 32 Setup 7 ShareAllocation 32 ShortSaleSlot 32 Signals 17, 22 Spreads 23, 55 StartingPrice 32, 44 stock 41 Stock trades 115 StockRangeLower 44 StockRangeUpper 44 StockRefPrice 44 Stocks 67 Stocks - Nasdaq 70 StockUpdater 62 Stop 91 Strike 32 Summaries 113 SweepToFill 32 Symbol 32 Symbols 67 -WWarning LInes Weekly 50 Welcome 1 -TTables 66 taxes 117 TempId 32 Thick lines 51 TimeInForce 32 trades 110 Trades Pending Settlement Trading 87, 93 Transmit 32 Trends 48 TriggerMethod 32 TWS 8, 25, 32 -Vverify statements VOL orders ,

132 Back Cover