Emini Russel traders how is the volume?

R

r-in

What is the daily volume like and are fills good? I haven't traded since it left the CME, but miss it. Yes, I can go to the ICE site, but am asking here.
 
Thanks, is it worse than the YM? 100,000 in the YM is a good day it seems. I'm debating adding the ER back to my trading, but I like volume.
 
The 2 year correlation close-on-close is 95.6%

To currency adjust the contracts at today's settle of $70,130 the ratio is 1 TF : 1.28 YM

To adjust for volatility, the ratio is 1 TF : 1.63 YM

The best way to beta correct for these contracts IMO is to monetize the 20 Day Average Daily Trading Ranges for each of the contracts, and Voila !
 
Thanks but it sounds like too much work/bookeeping.

So many things can go wrong with spreads :}}}}

+ you need professional cost structure -- if your gonna start spreading.
 
Ive found the mini Russell fills and spread to be fine. It can be a hassle to trade sometimes, but when its moving it really moves.
 
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