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Search: Posts Made By: marpol

Forum: Emini and Emicro Index

April 6th, 2017, 06:07 PM

Replies: 7

ES limit order queue data or average value

Views: 1,432

Posted By marpol

Thats the one...you can see how many contracts on...

Thats the one...you can see how many contracts on the bid and ask at each price level.....when you put your limit order in you add to that number (at the end).....

Forum: Emini and Emicro Index

April 6th, 2017, 03:19 PM

Replies: 7

ES limit order queue data or average value

Views: 1,432

Posted By marpol

Just look on your DOM and see how many cars are...

Just look on your DOM and see how many cars are sitting on the bid and ask. For ES it is between 200 and 1200. 300-600 should be safe.

That being said careful backtesting scalping...

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