NexusFi: Find Your Edge


Home Menu

 





max size for ES


Discussion in Emini and Emicro Index

Updated
    1. trending_up 1,066 views
    2. thumb_up 0 thanks given
    3. group 3 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread

max size for ES

  #1 (permalink)
MATTERHORN
CHICAGO, IL
 
Posts: 10 since Jan 2019
Thanks Given: 0
Thanks Received: 15

what would you say is the max size to execute in NQ and ES before running into problems, these days? obviously, slippage is what it is but has anyone had a problem getting fills at a certain size in either product and if so, have you layered or iceberged your orders to achieve success?

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Strategy stop orders partially filled
EasyLanguage Programming
REcommedations for programming help
Sierra Chart
Quantum physics & Trading dynamics
The Elite Circle
Cheap historycal L1 data for stocks
Stocks and ETFs
Trade idea based off three indicators.
Traders Hideout
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
22 thanks
What is Markets Chat (markets.chat) real-time trading ro …
19 thanks
ApexTraderFunding.com experience and review
15 thanks
GFIs1 1 DAX trade per day journal
12 thanks
EG Indicators
11 thanks
  #2 (permalink)
Cools81
Melbourne, Australia
 
Posts: 24 since Jul 2022
Thanks Given: 12
Thanks Received: 21


MATTERHORN View Post
what would you say is the max size to execute in NQ and ES before running into problems, these days? obviously, slippage is what it is but has anyone had a problem getting fills at a certain size in either product and if so, have you layered or iceberged your orders to achieve success?

Very interesting question. I doubt there would be an exact answer. BUT I would say USA open (first 2 hours) and USA close (2hrs before) you would have much higher non slippage point than the rest of the day. In these hours I doubt you'd have any major issues with slippage upto 50 contracts. But then idk. I'm still under 10 contracts per trade. Depends how you trade but myself using 500 tick or 15 second charts - easily get 5 clicks away if not 10 clicks before I would miss the price, I wanted at exhaustion ... so even at 9 contracts per click you'd get 45+ contracts on easily. Thats MASSIVE. I use a rule of 1 contract per 10k as risk.
Which is a nice 1-3%. lol sorry probably haven't helped you much but it is a question I too would like to know. Is there a more liquid market to trade as a retailer? I always wonder why people trade apple, tesla, stocks etc? Surely ES has much more liquidity?

Reply With Quote
  #3 (permalink)
 HiLatencyTRDR HLT 
Midway florida
 
Posts: 462 since Dec 2018


Es and nq have completely different liquidity profiles.
This question is very vague. You can do 49,999 lots in 1 click if you want.

The liquidity will show up as your fill prices get worse and away from equilibrium.

There's a slippage liquidity calculator on cme.
You can ALWAYS do a block trade to get better prices with less slippage.

Icebergs. Sure but sometimes you show your actual size. Depends on what your trying todo

Reply With Quote




Last Updated on October 16, 2022


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts