The liquidity in the Nasdaq is not as good as the S&P, but both are fine. Our size just under 100 contracts and we don't ever have more than 1 point slippage in the Nasdaq and about half a point in the ES. We tend to not trade at noon though, but if we did that number would probably be worse. In addition to the contracts we directly trade there are an additional 50 to 200(depends on the contract, risk, time of day etc) that go off from people in our chatroom, and again there tends to not be too much trouble with liquidity. The Mini's tend to jump around a lot, and if you have size putting in a limit order gives the market something to lean on and you can get filled pretty easily with them. We have a much harder time with Market Orders, which is not the case when with small sizes. Brandon
Brandon, If you're trading 100 NQ';s, don't you think you'd be better trading the big NDX contract. You'd save a lot on commish, but unless you have a good order filler, I guess you could give it back on slippage.
We trade one contract and use a trailing stop try to trade it both ways using candle stick charting and a special software program we were + 18 points on the es today. Good luck.