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Historically - what year did emini S&P volume pick up?
- Thread starter tryfan
- Start date
Until 2000, ES was less than 15% of total volume.
I think in 2002 ist reached about 30%.
Some time during 2003 or 2004 it suddenly jumped over.
I think in 2002 ist reached about 30%.
Some time during 2003 or 2004 it suddenly jumped over.
I've done a lot of back testing lately. I have confidence in the most recent data. The markets are constantly evolving. Good luck!
Geoff
Geoff
Quote from tryfan:
I'm going to purchase the historical intraday database for ES to back test a system. What year do you guys suggest I go back to - what year did volume start to pick up. Started in 1998 yeah ?
Thanks guys
Chad