I can see that for traders who "move big size" access to depth info is more important. Still, I guess even for a small trader it could be...
Thanks for ideas. Who do you think wins from the high minimum tick in ES? The locals? My impression is they do not focus on scalping in e-minis....
From Futures magazine (May 2000): David Downey, executive vice president at Interactive Brokers says customers trading on the CME's Globex...
Thanks for your replies. ArchAngel: I understand that some price changes don't get entered and therefore do not appear in the time and sales....
I am a student lookint at time and sales data for S&P500 and Nasdaq-100 e-mini and regular contracts. The E-minis appear to lead the regulars by...
Thank you and have a great day!:)
But if the mini traders on the floor can see customer orders coming in, they have an edge over you, don't you think? The playing field is not...
Thanks for sharing your perspective. I am only a student who reads academic papers and have never been on an exchange floor... Still, why do...
I see. My data show the e-mini contract is the price leader. Perhaps the arbitrage between the regular and e-mini contract makes sure the regular...
You made my day, I can tell you. This was a real puzzle for me. This cooperation story sounds interesting. Can a person (local) trade both the...
dvegadvol, Thanks a bunch. This really helps me understand what's going on. So it means the e-mini locals use their access to the big contract's...
Thanks for replying. I was also thinking about arbitrage. But the thing is, most of the e-mini trades between locals are for 1 contract.
I am a student looking at audit trail data for Nasdaq-100 full-size and e-mini contacts. The data (obtained from the CFTC) show trader type IDs...
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