Historically - what year did emini S&P volume pick up?

Discussion in 'Index Futures' started by tryfan, Sep 29, 2007.

  1. tryfan


    I'm going to purchase the historical intraday database for ES to back test a system. What year do you guys suggest I go back to - what year did volume start to pick up. Started in 1998 yeah ?
    Thanks guys

  2. Until 2000, ES was less than 15% of total volume.

    I think in 2002 ist reached about 30%.

    Some time during 2003 or 2004 it suddenly jumped over.
  3. tryfan


    local crusher thanks - so from 2003 should do it.

  4. If I were you I'd include 2002.
  5. tryfan


    Pa(b)st Prime wilco - thanks again guys.
  6. I've done a lot of back testing lately. I have confidence in the most recent data. The markets are constantly evolving. Good luck!


  7. tryfan


    Cheers Spectre

    .....'the most recent data' - how far back are you confident ?

    Value your opinion,