How the Biggest E-Mini Futures Trade of 2016 Sent the Market Soaring

Discussion in 'Wall St. News' started by Robert Morse, Dec 13, 2016.

  1. comagnum

    comagnum

    #11     Dec 13, 2016
  2. ktm

    ktm

    It clearly hit the ES. I just happened to be sitting there when it happened. The IB Book Trader bar just disappeared and the whole thing looked like it was having a seizure for a few seconds then we were much higher. I've seen other big trades - not as big as this one but still sweeping the standing orders up several points - mid day, a few times over the past week or so.
     
    #12     Dec 13, 2016
  3. Sig

    Sig

    If all it takes is $80M to start a market rally, or at least a day long spike, why aren't fund doing this all the time? Even better on the sell side.
     
    #13     Dec 13, 2016
  4. I'd imagine that it's more targeted at breaching key levels at off hours and creating a cascade type effect in certain markets.
     
    #14     Dec 13, 2016
  5. helgen_1

    helgen_1

    This thread is discussing the trade that occurred on Wednesday last week. The thread starter posted a story about the big size going through in the middle of the day.

    H.
     
    #15     Dec 13, 2016
  6. Sig

    Sig

    This happened in the most liquid market in the world at 1:21 EST on a Wed.
     
    #16     Dec 13, 2016
  7. comagnum

    comagnum

    K - My freakin charts from several different brokers/platforms does not show this big trade on the 1 minute chart. If you don't mind can ask what platform you are using?
     
    #17     Dec 13, 2016
  8. helgen_1

    helgen_1

    I am using eSignal for my datafeed.

    H.
     
    #18     Dec 13, 2016
  9. comagnum

    comagnum

    Esignal - thanks for that info :). Suprised this trade did not register in IB or TradeStation on the intra-day volume.
     
    #19     Dec 13, 2016
  10. Yes, I understand that, and realistically "liquidity" isn't what it used to be...
     
    #20     Dec 13, 2016