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Russell 2k
- Thread starter Trend Fader
- Start date
I looked today using IB/TWS, the volume bars for WR2
(the IB symbol for EUREX R2K) show a
max of 75 contracts, whereas ER2 was showing 1500 for the
same bar.
Still pretty illiquid at the moment.
As i write spread is 3 pips, whereas CME spread is 1 pip.
I think WR2 is currently only useful as a good back up for ER2,
should CME computers go down etc.
(the IB symbol for EUREX R2K) show a
max of 75 contracts, whereas ER2 was showing 1500 for the
same bar.
Still pretty illiquid at the moment.
As i write spread is 3 pips, whereas CME spread is 1 pip.
I think WR2 is currently only useful as a good back up for ER2,
should CME computers go down etc.
Heh, not in today's market. If computers were to go down, then the spread on WR2 would likely double or triple compared to whatever is ''normal''.
Quote from Businessman:
I looked today using IB/TWS, the volume bars for WR2
(the IB symbol for EUREX R2K) show a
max of 75 contracts, whereas ER2 was showing 1500 for the
same bar.
Still pretty illiquid at the moment.
As i write spread is 3 pips, whereas CME spread is 1 pip.
I think WR2 is currently only useful as a good back up for ER2,
should CME computers go down etc.
Quote from Stardust:
How's the volume in the ER Eurex? Last time i looked it was anemic.
www.eurexus.com/russell
I would call it non-existant.
While Eurex Russell volumes are a little weak, their markets in terms of bid/ask spread and depth are actually good. Follow the previous link and check it out yourself.
It's been working OK for me.
It's been working OK for me.