NQ & ES liquidity

A

Arrow78

For those who trade with high volume of contracts
What's the largest amount of contracts you can trade NQ and ES without any slippage?
 
ES trades 100 billion a day, roughly.

All these people worried about slippage have no idea what they are talking about. Maybe at 100 you will have a little.

Anyone who complains about slippage when trading something as liquid as ES is NOT a consistent trader.

A trader will not worry about such trivial things as the minute slippage in such a liquid market. If the miniscule amount of slippage is eating into your profits then you are not a good trader.
 
I think NQ does suffer from liquidity issues during the overnight trading hours. However during the first hour of the regular trading hour there should be no issues to almost any quantity in either commodity.

I usually use STL +1 (stop limit orders with 1 tick limit) and get filled 99.5% of the time in NQ. ES has never been an issue.
 
7out said:
I think NQ does suffer from liquidity issues during the overnight trading hours. However during the first hour of the regular trading hour there should be no issues to almost any quantity in either commodity.

I usually use STL +1 (stop limit orders with 1 tick limit) and get filled 99.5% of the time in NQ. ES has never been an issue.
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There is no liquidity / slippage issue during Asian and European sessions.
Volume traded is low but NQ is still tradable during those sessions.
 
maxinger said:
seems like you are having irrational fear.

You should have traded with a small quantity and experience slippage for yourself.
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Not sure how big you trade, but I can tell you from experience the bigger you trade the more likely you'll experience severe slippage or even risk not get filled if using a STL with a short stop limit ESPECIALLY during non peak overnight hours.
 
7out said:
Not sure how big you trade, but I can tell you from experience the bigger you trade the more likely you'll experience severe slippage or even risk not get filled if using a STL with a short stop limit ESPECIALLY during non peak overnight hours.
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I trade all the sessions.

Asian and Eur sessions are good as there is hardly any slippage.
 
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