E mini NDX 500 liquidity

Discussion in 'Index Futures' started by xtrader, May 31, 2002.

  1. xtrader

    xtrader

    has evaporated...

    Computerized trading is increasing slippage, especially during the first hour of trading.

    Anyone agree?
     
  2. Fitz

    Fitz

    Some other guy was talking about that same market. Not sure what he was trading either.
     
  3. for the low level of liquidity in the E-Mini NDX 500 is most traders do not know of its existence. Come to think of it, I am not sure there even IS an NDX 500 value to track. However, maybe that is just me. I am a relative newcomer to the market. :)
     
  4. cartm

    cartm

    I didnt know there was a NDX 500, does anyone know the symbol for Esignal, whats the tick size, is it new? when did it come out thanks
     
  5. Guerilla

    Guerilla

    Nasdaq Indexes include the

    Composite,
    100,
    and several sector indices
     
  6. I've spent hours hunting down the information on the NDX 500. Here is what I have come up with after calling at least 5 brokers, talking to several market makers, pit traders and Globex workers. The NDX 500 is a derivative consisting of the Nasdaq stocks in the S&P 500 plus a few other stocks that were left out. The tricky part is that the 500 doesn't represent the number of stocks in the index, but rather the index's multiplier. After the stock prices are added and weighted according to a proprietary methodology, the index is then multiplied by 500. Unfortunately Nobody I talked to can tell me which stocks are in the NDX 500, and some have even go so far as to say that it varies day by day.