Cash S&P market depth

Discussion in Emini and Emicro Index

Updated June 24, 2017

Cash S&P market depth

Cash S&P market depth (post #645838)

drm7 · 2017-06-24T09:54:33-04:00

You can get a feel for cash trading by looking at level 2 data (i.e. market depth) for the ETF with the ticker SPY. Like the previous poster noted, minimum tick is $0.01 (and it's also the index divided by 10), so you would have to make some mental adjustments.

June 24th, 2017, 10:54 AM	#11 (permalink)
drm7 Virginia Posts: 49 since Oct 2010 Thanks Given: 194 Thanks Received: 47	You can get a feel for cash trading by looking at level 2 data (i.e. market depth) for the ETF with the ticker SPY. Like the previous poster noted, minimum tick is $0.01 (and it's also the index divided by 10), so you would have to make some mental adjustments.