TF (mini Russell 2000) now more volume than YM (mini Dow)

trading_time · Mar 23, 2010

NQ, yeah volume is much lower, when they slip you 1 tick on 1 lot half the time you know volume is low.. lol

Quote from tatsimon:

NQ I find worse than YM, significant drop in NQ volume as well. NQ should be at least 40$ apoint IMO. Can they easily change the $/point of these contracts?

Blotto · Apr 11, 2010

Quote from southall:

I wish for a 0.1 tick on the ES.

And also ES should trade at $10 dollars a tick.

That would be the best contract out there!

May see my first wish come true one day, second one probably never happen.

SPY with prop leverage! Now you can leave the ES alone.

highballs · Mar 8, 2012

Quote from increasenow:

TF (mini Russell 2000) now more volume than YM (mini Dow)...thought this was interesting to note. The TF actually now has a greater daily volume than the YM.

Why can't the YM seem to really grow more than even the TF? Especially with the TF being brand new on the ICE.

I guess the ER2 volume from CME followed the TF over to ICE?

Current emini index volume leaders:

1-ES
2-NQ
3-TF--WOW!
4-YM
5-mini SP-midcap

What are current volume leaders?

GTS · Mar 8, 2012

What ever happened to the ever-optimistic and prolific increasenow? No posts since Sept of last year.

trading_time · Mar 8, 2012

volume is all relative really, when your trading big cash you cant buy at one price anyways, so you end up averaging down/up So who cares what the volume is. as long as there is enough to get in and out

high99 · Mar 8, 2012

Quote from GTS:

What ever happened to the ever-optimistic and prolific increasenow? No posts since Sept of last year.

Over 5,000 posts in just over 3 1/2 years. Now gone. It just isn't the same.

tenthousandmen · Mar 8, 2012

Quote from kxvid:

I used to be a big YM fan but that was when volatility was alot higher. IMO the YM needs an overhaul. Lower margins that is more on par with the volatility situation and with other contracts. IMO the tick value should also be upped to $10. I know there is already a $10 dow but its illiquid.

A TF contract gives about twice the leverage as a YM contract, and despite this has lower margins. So now the Russell 2k has more daily volume than the Dow Mini that would actually equate to more than twice the liquidity.

TF is awesome. More volatile too, only second to the dax!

lwlee · Mar 8, 2012

TF is a beautiful thing but you have to be able to handle swings more. One point stops will kill you. It pays better than YM, ES or NQ i.e. if you can predict which direction the market is moving, usually TF will make a slightly longer move. But of course, this cuts both ways.

FrankSlaughtery · Mar 9, 2012

Quote from lwlee:

TF is a beautiful thing but you have to be able to handle swings more. One point stops will kill you. It pays better than YM, ES or NQ i.e. if you can predict which direction the market is moving, usually TF will make a slightly longer move. But of course, this cuts both ways.

"if you can predict which direction the market is moving" - let me stop you - no one can. but even assuming you could it wouldn't matter if you were trading TF b/c you're limited to how much money you can throw at it b/c it's illiquid compared to ES.