ES liquidity

[Corello]

How is liquidity on /ES for scalpers? I trade 5-10 contracts at a time. Could I get filled in and out within seconds?

 

[Robert Morse]

 

[Corello]

What does this mean?

 

[Overnight]

What does this mean?

It means yes, in answer to your question.

 

[Robert Morse]

What does this mean?

Size at that time was 96/268 and very actively. 10 contacts is an odd lot in ES futures. up and down one tick outside the quote you can likely to 500.

 

[REDP1800]

you can get filled in less than a half second on any number of lots even 5000 can be filled in less than a second. you just wont like the price. cme has slippage charts based on lots. 10 lot will cost you 125 dollars in slippage typically in and out. this is why ken owner of citadel owns a billion in real estate and over the next 10 years will be the richest man in america as je continues to grow globally with riskless trades.

 

[REDP1800]

i am not sure when the gov. will step in to get this money for themselves but it will happen at some point.

 

[Ryan81]

What does this mean?

It means that the bid/ask spread is only one tick wide, and the size at the bid and ask are much greater than the number of contracts you are intending to trade. It means that the liquidity is fantastic.

 

[Overnight]

The market is in freefall mode now, because I am long one contract. It is the way of things.

Nothing else matters. We are in correction mode.

Short it, man.

 

[Ryan81]

Heheheh free-fall. ES is 10 points off of all time highs