Hello,
I'm looking for the most liquid electronically traded futures.
Can anyone please provide a list of such instruments?
The e-mini S&P futures is the obvious candidates.
Are there any others?
What I mean by liquid is that one where:
+ Tight spreads - a few ticks wide at most
+ If you stop order gets hit, you get filled not too far away from the current bid-ask (under most circumstances of course)
+ Small market orders (less than 10 contracts) won't move the price.
+ Enough volume such that a 2 minute intraday chart doesn't have gaps.
By electronically traded I mean instructments that can be traded through an online broker, such as Interactive Brokers.
Thanks for your suggestions.
-- ITZ
I'm looking for the most liquid electronically traded futures.
Can anyone please provide a list of such instruments?
The e-mini S&P futures is the obvious candidates.
Are there any others?
What I mean by liquid is that one where:
+ Tight spreads - a few ticks wide at most
+ If you stop order gets hit, you get filled not too far away from the current bid-ask (under most circumstances of course)
+ Small market orders (less than 10 contracts) won't move the price.
+ Enough volume such that a 2 minute intraday chart doesn't have gaps.
By electronically traded I mean instructments that can be traded through an online broker, such as Interactive Brokers.
Thanks for your suggestions.
-- ITZ