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extreme low liquidity today -> Rollover days
Updated September 10, 2010
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extreme low liquidity today -> Rollover days
September 8th, 2010, 05:42 AM
london
Experience: Beginner
Platform: ninja
Trading: fgbl
Posts: 138 since Nov 2009
Thanks Given: 64
Thanks Received: 44
why is there such low liquidity in fgbl today??
i got minus 6 pip fill? there isn't a bank holiday as
far as i am aware?
Can you help answer these questions from other members on NexusFi?
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September 8th, 2010, 05:47 AM
Frankfurt
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
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Thanks Received: 927
September 8th, 2010, 05:48 AM
france
Experience: Beginner
Platform: nt
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hello
may be expired contract
September 8th, 2010, 06:16 AM
london
Experience: Beginner
Platform: ninja
Trading: fgbl
Posts: 138 since Nov 2009
Thanks Given: 64
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thank you max i was reading the date as 12th october!!!!
September 8th, 2010, 08:55 AM
near Amsterdam
Experience: Advanced
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Trading: (M)ES, (M)NQ
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max-td
That's interesting - I thought all the Eurex contracts rolled on the same day, but FDAX volume is still on the September contract & I assume rolls on the last trading day (17th). Thanks.
September 8th, 2010, 09:06 AM
Frankfurt
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
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yep FGBL is different - like the US-Treasury s are also different compared to the index-futures .
for FGBL its : Achter Kalendertag des Fälligkeits-Monats -
ca. the 8. day of the shown contract -month
or second wednesday of the contract-month i think
fdax, fesx etc : 3. friday of the shown contract-month
September 8th, 2010, 09:11 AM
Berlin, Europe
Market Wizard
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
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At 3:00 PM CET liquidity for the contract FGBL 12-10 stood at 95% of an average Wednesday for the front month of FGBL. Quite a normal day.
September 8th, 2010, 09:29 AM
Italy - Roma
Experience: Intermediate
Platform: Ninja + proprietary
Broker: IB
Trading: Index futures, Forex, Stocks
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September 10th, 2010, 03:36 AM
Frankfurt
Experience: Intermediate
Platform: NinjaTrader
Trading: FGBL 6E B4
Posts: 1,752 since Jun 2009
Thanks Given: 2,309
Thanks Received: 927
good example for RollOver in 6E today :
this happens usualy at the 2. Thursday / Friday of the contract -month.
yesterday it was between more on 09-10 to 50/50 - today it switched to clearly more on 12-10.
-
Last Updated on September 10, 2010