Emini where's the liquidity????

It looks to me like the Emini bid/ask queue is a mirage. I can see it and I can't get it. My quotes and realtime quote from the broker entry page have the same prices so I don't see any delays. I did increase my size since July. I at least expected a split fill with part of the current bid/ask spread. I'm probably nuts...it just feels like I'm trading with a market maker. I'm going to try some trades in the pit for today to see the difference.
 
Quote from acrary:

It looks to me like the Emini bid/ask queue is a mirage. I can see it and I can't get it. My quotes and realtime quote from the broker entry page have the same prices so I don't see any delays. I did increase my size since July. I at least expected a split fill with part of the current bid/ask spread. I'm probably nuts...it just feels like I'm trading with a market maker. I'm going to try some trades in the pit for today to see the difference.
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Give your self until about Wednesday for getting things to work. Friday was the first day we had some "post Summer" action. The off the mark splits you are getting have to do with your current connections not managing stuff for you.
 
No, I'm trading ESU3. I'm excited to be back after more than a month off. I'm probably just hyper. The queues look more balanced now.
 
Quote from acrary:

No, I'm trading ESU3. I'm excited to be back after more than a month off. I'm probably just hyper. The queues look more balanced now.
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It is settling in at this point.
 
Quote from TriPack:

acrary, when contracts do change, how do you handle it within the framework of your systems?
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I use continuous contracts. They're backadjusted so that the front month always has the correct price. My systems aren't price level sensitive so I don't have any problems with the adjustment.
 
Quote from Gordon Gekko:


i've been wondering for a while now what has happened to the daily ranges.

sure, at some point a series of small ranges will eventually happen, but is it just chance or is something going on? i mean we had a 5.25 point range a few days ago and there's been many ranges under 10 points lately, as well.

i'm wondering if this could indicate a big move is about to happen (up OR down)? i'm talking like a big move on a weekly chart or something. not that i would trade off that alone, but i wonder about it.
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http://www.lbrgroup.com/index.asp?page=DailyCharts&date=2003-05-15

http://www.lbrgroup.com/index.asp?page=DailyCharts&date=2003-05-16

hope this helps.
 
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