This is my new screen setup. Not too unlike the one I had before.

Far left (JigsawTrading Depth&Sales) is the 5-year T-Note with Volume histogram, bids&offers and current trades at each price.
Second to the left is 30-year T-Note, same columns as 5-year.
In the middle, there´s the 10-year T-Note with buy button, current trades, bids&offers, sell button and price.
Far right is volume histogram and a 5 tick footprint range bar for the 10-year T-Note.

The execution is done with CQG Trader and it is placed, in z-order, between Jigsaw Depth&Sales (with price) and Jigsaw Depth&Sales (with current trades). This is because I have to align the price with the footprint and the current trades. The current trades (Depth&Sales) is always on top, so even if I touch the CQG it won´t go away.

It´s now possible to trade from Jigsaw Depth&Sales, but I don´t trade with Jigsaw, instead I use CQG Trader. Why?

  • CQG Trader is fast.
  • CQG has smart order types, such as triggered stops. You can place an order that will execute only when a certain threashold is met on the bid/offer, both limit and market types.
  • CQG is very cheap and has very good support.
  • All orders are at the exchange
  • CQG is very stable


Tuesday, Jan 15-2013, I will trade live (Demo mode) with this setup on The trading will start at 8:15 AM (ET).