E-minis Liquidity and Volatility question

Discussion in 'Index Futures' started by RedDuke, Jun 27, 2005.

  1. RedDuke

    RedDuke

    Hello,

    I am new to e-mini trading, I currently trade forex, and the system that I use supposedly will work on any market, assuming it has enough volatility and liquidity. My primary choice for forex was because it trades 24 hours, and orders under 50mil can be filled instantaneously regardless of the time. Obviously the volatility is not there during calm hours.

    Based on what I read, e-mini trading is 24 hour market with short recesses. But what about liquidity? Can you get in and out of large positions during US off hours without major problems? Also, if there enough volatility during European open session?

    Thanks,
    redduke
     
  2. What do you consider a big order?

    Remember, size brings out size.
     
  3. This is the chart with the volumes for today. I think it's clear how "big" volume is.
     
  4. RedDuke

    RedDuke

    Hi Sputdr,

    I mean, would it be possible to buy/sell around 10-50 mil worth of mini contracts during off hours without major problem?

    Thanks
     
  5. RedDuke

    RedDuke

    Spike500,

    Thanks for the chart. What time zone is this chart in?

    redduke
     
  6. How many contracts are you talking?

    Give me a number.
     
  7. RedDuke

    RedDuke

    Around 10k-15k contracts.
     
  8. JayS

    JayS

    15,000 contracts = $900,000,000 (thats $900 million)

    What you said earlier was $50,000,000 (which is $50 million) = around 800 contracts.

    Which one is it???
     
  9. If you are talking 800 contracts or 160 big ones that's a big order but you could get it done without moving the mkt too far. You would just have to be patient.

    Let me know before you do it though.
     
  10. RedDuke

    RedDuke

    JayS,

    My mistake, I multiplied 1,190*5 instead of 50 (I meant S&P, but used Dow instead), like I said, I am very new to this market. Then obviously, my question is around 1k-1.5k number of contracts.

    redduke
     
    #10     Jun 27, 2005