The spread is about 5-10 points during the first hour. It's not as active until the cash opens. do u mean 5-10 during the first hour of trading and then it is more liquid when the cash opens - if so, what is the liqidity and the volume when the cash opens? 5 might be acceptable if it is liquid , 10 is too much!
Closer to 5 after the cash open. The volume so far this morning for example is 1168 and we've been open about 2 hours.
the dow has a bit of a fight on to day so if you trade it - do u get out without slippage-- or is the spread 5, but most traders cost u 10 or ? have u got a depth of market on it?
J-Trader does have Depth of Market for Mini Dow. Unlike Mini SP or NQ, you can see more than 5 best bid/offers. There is slippage 5, sometimes 10 points.
Apparently, in their effort to follow the successful CME E-mini path, CBOT has eliminated the exchange data fees for these products for all vendors, not just IB. I am able to bring up the YJ and YM contracts on esignal now, whereas I could not previously. I never heard about this from esignal. Apparently, the free quotes are only for mini-sized contracts on a/c/e, not all a/c/e contracts. So you cannot bring up ZB (a/c/e normal size 30 yr bonds), but you can see YH, the mini size tbond.
I had this info from CBOT website and from Tradestation website. The problem was that you could only subscribe to the complete set of ACE quotes (30 $). IB discussion board www.interactivebrokers.com/discus/messages/6/143.html?1020469928
jeffm, re: CBOT mini-sized contracts - "i never heard about this from eSignal" ... it´s all to be found in eSignal´s Toolbox ... "Customer Connection" - "Service Bulletins" regards wild