Hi all,
Lately I've been toying with a trading system for CSI300 futures, however it seems to be the case that liquidity is really poor, order depth is ranging between 1-50 contracts (average 30) at the top of the order book, which doesn't really allow one to build a scalable system. Does anyone else have experienced the same? What other Asian index futures would be recommended for the sake of good liquidity (e.g. Nikkei, Hang Seng etc.)?
Cheers
Lately I've been toying with a trading system for CSI300 futures, however it seems to be the case that liquidity is really poor, order depth is ranging between 1-50 contracts (average 30) at the top of the order book, which doesn't really allow one to build a scalable system. Does anyone else have experienced the same? What other Asian index futures would be recommended for the sake of good liquidity (e.g. Nikkei, Hang Seng etc.)?
Cheers
