IB shows very low volume for some European index futures

Discussion in 'Index Futures' started by samovar, Jul 5, 2019.

  1. samovar


    I'm trying to broaden my index future exposure, so I've been looking at European index futures.
    For DAX, ESTX50 and SMI, Interactive Brokers shows large volumes as I'd expect.

    But for other futures, the volumes are very small: in the hundreds per hour, at best:
    • CAC40@MONEP
    Hard to believe there's such low volume on these contracts. Am I doing something wrong?

    Also, for FTSE100 (Z), I can't subscribe to realtime market data. The Market Data Assistant only showed one "Pro" subscription. Do I need to claim I'm a professional trader to trade the FTSE100?

    Basically, I'm trying to map these futures into IB/TWS:


    The symbols from the "Specifications" tab on that page don't match IB's symbology.
    Last edited: Jul 5, 2019
  2. southall


    If FTSE is on ICE, then it is pro subscriptions only, no retail discount. (at least it was like that a few years ago). ICE are greedy fuckers. Dont trade ICE products unless you really have too.
    murray t turtle likes this.
  3. samovar


    Thanks for confirming those volumes. What do you see in TWS? Here's what I see for CAC40 today:


    Yes, I have all the things checked off in Trading Experience & Permissions: upload_2019-7-5_16-53-39.png

    I want exposure to index futures quoted in GBP. Are there other options for a US-based IB customer?
  4. You need to change multiplier becose on MONEP are traded 2 contracts with 10eur per tick and with 1eur per tick and you have 1 EUR per tick
  5. samovar


  6. upload_2019-7-14_16-54-1.png
    10EUR per tick (top) vs 1EUR per tick (below)