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Yes, you'd need to place a data order in data shop on Eurexchange. The problem: You can't select a single instrument (like VSTOXX), but you are getting all traded options and futures series. Alternatively, if you are an institutional investor, you could buy a data cut from OptionMetrics. Lastly, you could write a parser and grab the prices online, but that ...


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My guess is that you may have different seasonalities in the data as per each agricultural commodity characteristics. My guess is that there may be seasonality within the year as per the specific commodity depending if one or more harvestings occur a year. Also due to the specific unceirtanty due to planting, growth season and harvesting times. In addition ...


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You will pay a lot for these guys but that's what large financial institutions use to price their futures. Pricing plans, timing and regional coverage depends on the vendor. They all pull prices from various exchanges. Reuters IDC Bloomberg Unfortunately it happens that these guys would pull the wrong settlement price from the various exchanges they feed ...


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This FT Alphaville article confirms and has some discussion about your idea that Sarao was indeed taking a risk every time he created spoofing orders. But in short, yes: if you place a limit order and a large enough order hits the market your limit order can be filled without a possibility to cancel (unless the exchange is dodgy) and you will end up with a ...


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You can either borrow cash now convert it and enter a forward contract for the stock in ccy2 and repay your loan at maturity invest your cash at the domestic risk free rate and buy the stock at maturity. If there is no arbitrage between domestic and foreign markets, the two strategy lead to you receiving the stock 100% of the time so their cost should ...



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