Dow Jones Futures

Discussion in 'Index Futures' started by sasha1, Mar 3, 2002.

  1. sasha1


    Can anybody share their experience on trading Dow Jones Futures and DJ e-minis? What's the liquidity like vs. SPH2. Also, does one need a separate CBOT vs. CME feed to trade them?
  2. nkhoi


  3. Pabst


    The mini Dow has gotten off to a slow start. IMO the mini contract is just too mini. The larger pit traded contract has become much more liquid as of late though. Spreads are generally a nickel wide for size with 1 lots trading in between. Still no where near the notional volume of either version of S&P's.
  4. ChrisM


    I have done that in the past. We traded same same system in S&P as well as in DOW futures. DOW`s equity curve was smoother, losses were smaller (versus S&P). No problems with liquidity.
    At that time we needed separate data stream from CBOT and I believe You will still need that.
    However some S&P strategies do not work well in DOW, and vice versa.
  5. sasha1


    What is the minimum tick on Dow Jones futures and how much is 1 point is worth $wise?
  6. Pabst


    Minimum tick on the pit traded contract ( 99% of volume) is $10.00. The multiplier is 10 times the index.
  7. sasha1


    Has any of you guys tried trading Dow Jones / NDX spreads?
  8. With TS6 (Tradestation) I now have Charts and Times&Sales, but cannot trade with IB (no quotes).
    Spread seems to be 2 to 5 points for YM (YMM02) and trades about 20 cpm (contracts per minute).

    Would be ok for me, there REALLY seem to be market makers for this contract !