Is Level 2 that important?

Discussion in 'Trading' started by BuySellSideTrader2020, Oct 24, 2018.

  1. smallfil

    smallfil

    Here is a good example of market maker tricks. Look at the option chain for BX Nov 16 2018 $36 Put. Bid is at $2.38, Asked is at $5.25. Open interest is 517 contracts. Only 1 contract has sold for $3.15 today. Market maker has been low balling and trying to force the option premium lower. BX has been going down in price.
     
    #11     Oct 24, 2018
    BuySellSideTrader2020 likes this.

  2. My normal screen consists of the Price Ladder, TS, Level 2, News, Chart with volume.
    This has been working for quite awhile now.
     
    #12     Oct 24, 2018
    CALLumbus likes this.
  3. Never touch a running system :D
     
    #13     Oct 24, 2018
  4. main reason I ask is:

    didn't see a level 2 in there
     
    #14     Oct 24, 2018
  5. They trade futures. Their screens are full of DOMs/ ladders/ level 2.
     
    #15     Oct 24, 2018
  6. Right, buy futures have level 2 as well, though its not as prevalent.
    On the topic of futures why is there such a high margin requirement?
     
    #16     Oct 24, 2018
  7. High margin requirement ? Take the S&P500 emini for example... you can (day)trade it with a 500 USD margin with most retail brokers. Nominal value of the contract right now is about 2,670 x 50 = 133,500 USD. 500 / 133,500 = 0.37 % ! Thats a crazy low margin rate. Tell me for which other product group you can get such low margins.

    Even if you take regular CME exchange margin instead of the brokers' crazy daytrading margins, you still get very low rates: 6,000 / 133,500 = 4.5% ! That is still extremely low.

    You really have to think about how much of nominal value you are moving with a single futures contract. More traders should think about this, it would maybe give them some food for thought regarding the risks they are taking.
     
    #17     Oct 25, 2018
    Sprout likes this.

  8. The overall cost is low, but look at the buying power effect... This is what I am mostly confused about! My brokerage is TD Ameritrade
     
    #18     Oct 25, 2018
  9. I am not familiar with the TD platform, and if you want to trade futures seriously, I would recommend another broker/FCM.
    But it seems to me that the 6,600 reduction in buying power is the margin requirement for the emini future contract. This is pretty much inline with what I wrote above. It still gives you a margin rate of about 5%, so you get 1:20 leverage.
    You want more ? Then you have to go with a real futures broker like for example AMP, Dorman or Transact. They will let you play with only 500 USD per contract. But this is not very much of a margin in these high volatility days. If you trade the ES or NQ with 500 USD, you might lose it all in a strong sharp move, within seconds. And even worse, you can lose more than those 500 USD that you have deposited with your broker. So be careful.
     
    #19     Oct 25, 2018
    Sprout likes this.

  10. What are good commission rates for futures?
     
    #20     Oct 25, 2018