Futures Volume Data Source?

Discussion in 'Data Sets and Feeds' started by Cdntrader, Jul 1, 2002.

  1. I used to see a summary of the largest volume traded contracts somewhere. I think it was TASC or Futures Mag. Does anyone know the link? Thanks.
  2. http://www.cbot.com/cbot/www/page/0,1398,21+70,00.html


    (choose monthly volume reports at the bottom)

    The truth is, and I was looking at this earlier today, for most of a/c/e and Globex the volume stinks. It is really just the mini indices, the eurodollar, the 10 year notes, and the 30 years bonds. ALL of the CBOT minis are disgustingly illiquid. For example, the gold, silver, and Tbond minis traded just a few dozen contracts today. The DJIA mini @ CBOT, just a few thousand.

    Where can a person go to get volume reports for overseas futs markets? I want electronic futures markets, with volume. If that means trading across the globe, so be it...
  3. just21


    What are you looking to trade equity indexes or bonds or commodities? Eurex, Liffe, Euronext are electronic. The eurostox 50 and dax from eurex are very liquid. The 10, 5 and 2 year euro government bond contracts are very liquid from eurex as is euribor on Liffe. Who are you using as a broker? Look at interactive brokers as all the futures they will let you trade are electronic.

  4. Thanks for the responses. I found the list in TASC.
  5. josbarr


    Futures Industry Association Mag.


    They list most active contract volume.

    Joe Barry
  6. Yes I was reading that this afternoon . Thanks.