DIA stock liquidity?

Discussion in 'Index Futures' started by CaliforniaKid23, Sep 17, 2008.

  1. Hello - i don't have access to time&sales for stocks...can anyone tell me how liquid the DIA stock is for day-trading - what's the max number of shares that can be day-traded (not scalping) on a low to medium volume day without slippage?

    and also...how correlated is it with YM futures?

    thanks very much for your time!