Originally posted by tntneo what's more liquid? I think a good way to measure is slippage. If that's the measure emini is more liquid. With QQQ, you should see more [sometimes much more] slippage for the same kind of position.
emini stop orders DO NOT work overnight. The overnight spreads can get to several points, so setting off a stop could be costly. I don't know why they don't allow stop limits, which would defend against this problem, but they don't allow any stops at this time.
I'm watching the nq trade on my Qcahrts and I don't see any level II info at all. I'm getting T&S and there looks to be plenty of liquidity. Is this a problem with QCharts? I assume there has to be a spread?