Er2

Anyone give some feed back on the maximum number of contracts you can trade on the ER2 before you begin getting partial fills.

 

I was hoping someone else would go first....

I trade 10 at a time with very little problem. I send 5 out on the offer, 5 out on the bid. Give myself a little time and then commit the 5 that doesn't get filled immediately. I'm still working on a plan for next year, but I'm almost certain I'm going to be doing more at a time.

 

i would say 25

 

If you have to trade over 100 contracts at one time, you're probably best moving over to the ES.

 

if you (and i assume you do) have access to T&S, especially for multiple days, you can setup a filter and watch what moves through and what the market is does - preceeding and following the bigger trades. for example, only a few trades today have been 50-lot or bigger. of course with the holidays, that's not shocking. plus, the er2 is just thinner.

hth

take care

omni

 

Thanks to all who answered my original question. This has been a great help...one last thing any one use $ER2IUX?

I believe it is the Russell 2000 premium symbol, just not sure what it is used for.

Thanks