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Where can I find (variable lot size) Cost to Trade and Book Depth?


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  #1 (permalink)
 futurabanana 
miami, USA
 
Experience: None
Posts: 5 since May 2019
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Where can I find this data- (variable lot size) Cost to Trade and Book Depth? Is there a particular broker or site that offers it (paid or free)?

Similar to below

https://imgur.com/YU49JGr


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 matthew28 
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The picture on the right says per 1,000 lots, and shows an e-mini S&P spread of 4-5 ticks but says a tick is worth $12.50 which is the same as the ES. That's some CFD bucket shop rubbish or similar. Same with the chart on the the left which seems to show symmetrical book depth on the bid and offer which is presumably just made up by the broker.
If you trade futures the spread is one tick most of the time, not 4-5 ticks, and it is set by the exchange, and the book depth varies which again is data provided by the CME exchange.

I see this is a duplicate thread of the same question from a couple of weeks ago. Looking at your four posts over the past two years, perhaps if you ever acknowledged or replied to anybody who answered your questions, or even just clicked on the thanks button, maybe people might be more interested in helping now.


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