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EMD, CL, and 6E liquidity


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  #1 (permalink)
Hard 8
Cheyenne, WY
 
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How many contracts using market orders can one safely trade in EMD, CL, and 6E, during CME Index RTH without incurring more than a couple of slippage ticks?


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  #2 (permalink)
 
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 LukeGeniol 
Italy (IT) Italy
 
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Don't know about EMD, but with 6E and think with CL too u will not have this type of problem, unless u trade hundreds of contracts, but u can incur in slippage more due fast market conditions, and more on CL cos sometime it jumps some ticks.


Take your Pips, go out and Live.
Luke.
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  #3 (permalink)
Hard 8
Cheyenne, WY
 
Posts: 66 since Nov 2010
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LukeGeniol View Post
Don't know about EMD, but with 6E and think with CL too u will not have this type of problem, unless u trade hundreds of contracts, but u can incur in slippage more due fast market conditions, and more on CL cos sometime it jumps some ticks.

Are there 00's of contracts on both sides most of the time?


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  #4 (permalink)
 
LukeGeniol's Avatar
 LukeGeniol 
Italy (IT) Italy
 
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,486 since Apr 2010
Thanks Given: 408
Thanks Received: 986


Hard 8 View Post
Are there 00's of contracts on both sides most of the time?

For 6E on London and NY morning session, for CL on NY session.
Just take a look at DOM for some days.


Take your Pips, go out and Live.
Luke.
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Last Updated on November 9, 2010


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