Emini where's the liquidity????

Discussion in 'Index Futures' started by acrary, Sep 8, 2003.

  1. acrary


    It looks to me like the Emini bid/ask queue is a mirage. I can see it and I can't get it. My quotes and realtime quote from the broker entry page have the same prices so I don't see any delays. I did increase my size since July. I at least expected a split fill with part of the current bid/ask spread. I'm probably nuts...it just feels like I'm trading with a market maker. I'm going to try some trades in the pit for today to see the difference.
    #11     Sep 8, 2003
  2. if you really try the pit, under NO CIRCUMSTANCES, use
    a market order. they will RIP YOU OFF to the max...
    #12     Sep 8, 2003
  3. Give your self until about Wednesday for getting things to work. Friday was the first day we had some "post Summer" action. The off the mark splits you are getting have to do with your current connections not managing stuff for you.
    #13     Sep 8, 2003
  4. Are you trading ES3Z a few days early?
    #14     Sep 8, 2003
  5. :eek:

    That would make sense.
    #15     Sep 8, 2003
  6. acrary


    No, I'm trading ESU3. I'm excited to be back after more than a month off. I'm probably just hyper. The queues look more balanced now.
    #16     Sep 8, 2003
  7. It is settling in at this point.
    #17     Sep 8, 2003
  8. acrary, when contracts do change, how do you handle it within the framework of your systems?
    #18     Sep 8, 2003
  9. acrary


    I use continuous contracts. They're backadjusted so that the front month always has the correct price. My systems aren't price level sensitive so I don't have any problems with the adjustment.
    #19     Sep 8, 2003
  10. Atlantic




    hope this helps.
    #20     Sep 9, 2003