Eurex And Liffe Fixed Income Futures Volumes Plunges Again

My problem is that Ive spent 4 months preparing for the transition from scalping the dax to scalping bunds.

My reason for changing is that the dax can no longer provide the liquidity I need in order to trade higher volumes.It would appear neither can the bunds. I was hoping to scalp 50-60 cars at a time but this is unrealistic as I cant squeeze in 10.As I am a scalper I need to get in and out with minimal slippage as my targets are only 3 to 4 ticks at a time.

Back to the dax for now.

And no I cant change my style.
 
Same problem on the FES and ES. Only able to get partial fills.
ES unable to fil my 20 contracts instantly is a real surprise.
So will the guys who claim to scalp 500 contracts at a time tell me whats going on. I realize that I place my orders in late and am the last in the queue but if the highest volume markets cant fill a small timer like me ...

It may be that I have reached my liquidity ceiling in my trading and will have to be content trading 2-3 dax contracts at a time.

I am very dissapointed.
 
Quote from daxscalper:

Same problem on the FES and ES. Only able to get partial fills.
ES unable to fil my 20 contracts instantly is a real surprise.
So will the guys who claim to scalp 500 contracts at a time tell me whats going on. I realize that I place my orders in late and am the last in the queue but if the highest volume markets cant fill a small timer like me ...

It may be that I have reached my liquidity ceiling in my trading and will have to be content trading 2-3 dax contracts at a time.

I am very dissapointed.

On the ES are you joining the bid/offer?
 
This has happened to me before, I have reduced my size dramtically.I once to was scalping 300 bunds/ 400 Eursotoxx, but the market has evovled and change, as will continue to do so in the future.

Annoying, but true.Sink or Swim etc...
 
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