Number of traders in futures markets

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lukas

How many traders are actively trading on an average day in futures markets like ES, ZN? Is this data publicly available?
I once saw an advert of EUREX boasting over 7,000 traders around the world. It seems it is indeed an elite world and I can only hope there will be enough participants to keep it going - what do you think about the prospect of liquidity and volatility drying up?
 
lukas said:
How many traders are actively trading on an average day in futures markets like ES, ZN? Is this data publicly available?
I once saw an advert of EUREX boasting over 7,000 traders around the world. It seems it is indeed an elite world and I can only hope there will be enough participants to keep it going - what do you think about the prospect of liquidity and volatility drying up?
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I reckon' a broker could give you an estimate more valid than any of us, we lowly retail traders. But it does cause one to take pause. A typical volume day in ES is, say, 1,000,000. So how many individuals actually participated in that?
 
There was a recent thread here linking the results of the flash crash investigation. In that investigation there was a breakdown of the trades on the day of and the days before the crash. Each day had around 10-15k participants in the ES.

Original thread

The details are in a table in the pdf.
 
With reference to volume, but only in context of the comment by @Overnight, the number of TRADES, not the number of participants-by-type, would be more useful. And generally, number of trades is readily available. Was it 1 trade (can't happen), 1000 trades, or 500000 trades. IMO, that has more info than how-many-participants-of-x-type. 1M contracts is 1M contracts regardless of who.
 
tiddlywinks said:
With reference to volume, but only in context of the comment by @Overnight, the number of TRADES, not the number of participants-by-type, would be more useful. And generally, number of trades is readily available. Was it 1 trade (can't happen), 1000 trades, or 500000 trades. IMO, that has more info than how-many-participants-of-x-type. 1M contracts is 1M contracts regardless of who.
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500 000 trades can only be taken by 5000 traders,in theory.There`s a position limit.
 
fordewind said:
500 000 trades can only be taken by 5000 traders,in theory.There`s a position limit.
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500,000 TRADES could be 1 contract each, executed by 500,000 TRADERS.
So the example 1M contracts, could be 2 contracts each, for a total of 500,000 trades, taken by 500,000 traders.

Thanks for reading.
 
Last edited:
tiddlywinks said:
500,000 TRADES could be 1 contract each, executed by 500,000 TRADERS.
So the example 1M contracts, could be 2 contracts each, for a total of 500,000 trades, taken by 500,000 traders.

Thanks for reading.
More...

there aren`t 500 000 traders in the universe
 
tiddlywinks said:
With reference to volume, but only in context of the comment by @Overnight, the number of TRADES, not the number of participants-by-type, would be more useful. And generally, number of trades is readily available. Was it 1 trade (can't happen), 1000 trades, or 500000 trades. IMO, that has more info than how-many-participants-of-x-type. 1M contracts is 1M contracts regardless of who.
More...

Where can I find the number of trades for that you mentioned in your post? For CME or EUREX but other exchanges would be interesting, too.
 
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