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Berlin, Germany
Experience: Advanced
Platform: NinjaTrader
Trading: ES,NQ
Posts: 3 since Jan 2019
Thanks Given: 0
Thanks Received: 1
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Before covid the orderbook was mostly 100-400 contracts for every tick on the ES. Now it's often 10-40 and on my tick charts I frequently see 1 tick gaps before they backfill which rarely ever happened before March.
Is this solely because of the volatility which came with covid and also now the upcoming election? Or is it also because HFT changes the ES more and more? So will the orderbook get thicker again after covid and election is behind us or will it become thinner and thinner over the next months and years?
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