This is a newbie question. I am trying to compose a list of assets and most liquid contracts. For Example: SPY == ES on CME QQQ == NQ on CME CAN$ == CD on CME I can't seem to find an electronic vehichle for Euro == ??? Is it all pit traded ?? Gold == YG on CBOT. Is this the most liquid? somthing at COMEX? Dollar == DX on CBOT. Again best liquidity? Yen == Thanks in advance for any help. L
I got lost following the thread on computer maintenence but this question of yours seems not so hard to answer if one is only looking for electronic contracts I am trying to compose a list of assets and most liquid contracts. I have made some adjustments to what you wrote 500 SPY == 1 ES 800 QQQ == 1 NQ CAN$ == CD I would guess you can trade different sizes of CD spot fx too but CD futures only 1 size Euro == EUR one can trade different sizes of Euro but EUR futures only 1 size with tight spread ( there is a 1/2 size contract but not tight spread ) Gold == YG is only electronic gold contract presently it equals 1/3 of a Comex gold contract Yen == JY spot fx contract can be different sizes JY ( futures contract has only one actively traded size although there is a 1/2 size contract ) fixed income ( see below ) ZB = electronic 30 yr ZN 10 yr ZF 5 yr sorry I cannot be of more help at this time
http://www2.barchart.com/mktcom.asp?code=BSTK there is hot list of top 20 daily, weekly, monthly somewhere