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In the late 90's average daily volume was mid 30K. It was thin and when a 50 lot market order came into the book, it moved the market at least 10 ticks. But when there was a 50 lot there, it was there and real. You couldn't trade much more than a 10 lot without risking major slippage. At...

I hear ya, plenty of room to trade and I don't trade the open as I live in Chicago but relative to 3-5 years ago this dax is dead. I remember not even wanting to get up to refill my coffee because I would miss a trade. It moved like is does on the open all day. Now I can leave for an hour and...

What I am doing with the Dax? That is a great question and one I ask myself about 50 times day. Do you remember the opening scene in the Terminator? Its in the future when the machines rule the world and the humans are running from junk pile to junk pile trying to fight off the monster...

asap is right. I have been trading the Dax since 1998. And only the dax, everyday, all day. I have seen the market evolve from the atari black screen of Eurex, to the gui, to modern day front ends. Cancel out program trades in the Dax and it would trade less than 30K a day. Why would paper...

Anyone fimilar with ITG in Glenview?