ES Journal - 2019/2020
- Thread starter Buy1Sell2
- Start date
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Wouldn't that be something. Oil goes negative and the contract isn't even in May yet.
ss 2880
we must be the only ones trading b/c i exited my long there at about that exact time. Wish I had the fortitude to hold to new highs but I need to get some sleep.
Kinda wish i'd taken +7! haha
So, seeing there was some discussion on ES vs MES prices and having been curious myself about how close they track each other - I decided to take a quick look at prices for the last 3 days in RTH.
I look at 1-Minute Data for OHLC readings, so 1190 rows of data.
Conclusion: They seem to follow each other fairly well most of the time, but there can be some short term differences. Short sample size, but I bet it's fairly indicative.
Open:
Equal values = 719 / 1190 = 61 %
Difference ranging from - 1 to + 2 ticks.
Equal +/- 1 tick = 1163 / 1190 = 98 %
High:
Equal values = 864 / 1190 = 73 %
Difference ranging from - 7 ticks to + 20 ticks. + 20 ticks was an anomaly and not representative. It happened the 23rd of April 15:51 and was a spike on ES which did not happen on MES.
Equal +/- 1 tick = 1161 / 1190 = 98 %
Low:
Equal values = 872 / 1190 = 73 %
Difference ranging from - 2 ticks to + 5 ticks.
Equal +/- 1 tick = 1165 / 1190 = 98 %
Close:
Equal values = 678 / 1190 = 57 %
Difference ranging from - 2 to + 2 ticks.
Equal +/- 1 tick = 1162 / 1190 = 98 %
I look at 1-Minute Data for OHLC readings, so 1190 rows of data.
Conclusion: They seem to follow each other fairly well most of the time, but there can be some short term differences. Short sample size, but I bet it's fairly indicative.
Open:
Equal values = 719 / 1190 = 61 %
Difference ranging from - 1 to + 2 ticks.
Equal +/- 1 tick = 1163 / 1190 = 98 %
High:
Equal values = 864 / 1190 = 73 %
Difference ranging from - 7 ticks to + 20 ticks. + 20 ticks was an anomaly and not representative. It happened the 23rd of April 15:51 and was a spike on ES which did not happen on MES.
Equal +/- 1 tick = 1161 / 1190 = 98 %
Low:
Equal values = 872 / 1190 = 73 %
Difference ranging from - 2 ticks to + 5 ticks.
Equal +/- 1 tick = 1165 / 1190 = 98 %
Close:
Equal values = 678 / 1190 = 57 %
Difference ranging from - 2 to + 2 ticks.
Equal +/- 1 tick = 1162 / 1190 = 98 %
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