Is Level 2 that important?

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

  1. Good commissions for a low volume beginner:
    I would say everything below 1 USD per contract is good for low volume.
    Below 0.85 USD would be nice.

    If you trade regularly and do at least some volume, then you should be able to get 0.50 USD per contract or lower.

    Once you start to move real size and do lots of volume per month (10k contracts and more) you can negotiate commissions under 0.20 USD no problem.

    Please note that there will/can be other costs/fees per contract: exchange fee, platform/data/routing fee, clearing fee ...
     
    #21     Oct 25, 2018
  2. zdreg

    zdreg

    a man who can express an honest opinion on ET is hard to find. yours was an accurate post.
    ever hear of the trader, who can't trade to save his life, who says if I only had more too I would be a great trader.
     
    Last edited: Oct 25, 2018
    #22     Oct 25, 2018
    birdman likes this.
  3. %%
    Good points. I'm NOT a market maker; but i never eXspected a MM to not make a profit on bid ask spread.Low volume[ like less liquid stuff] requires a big bid ask spread- that's why REALTORS charge 10% for land sales+ well worth it. Agree on stockchart should dictate where you get in or out.Thanks:cool::cool:
     
    #23     Oct 25, 2018
  4. zdreg

    zdreg

    ever hear of the trader, who can't trade to save his life, who says if I only had more tool I would be a great trader.
     
    #24     Oct 25, 2018
    murray t turtle likes this.
  5. %%
    Yes;+i told PSAR trader to stop using the term''brake even'' which is another name for a loss-someone has to pay for power bill ,rent or home. And break even never does that......:cool::cool:
     
    #25     Oct 25, 2018
  6. qlai

    qlai

    Well this guy needs it as an example:

     
    #26     Oct 27, 2018
  7. tomas262

    tomas262

    Sometimes you see a large volume being developed at specified price but you see only a tiny bid size there. This indicates an iceberg order(s). If such level cannot be breached it is a good indication of market might go up soon ... seen this a lot in Cotton futures spreads for example
     
    #27     Oct 28, 2018
  8. L2 - what people say they might do but probably wont
    L1 - what people are actually doing

    I'd put the usefulness at about 90% L1, 10% L2. A long time back, when I day traded stocks, you'd see an MMID like GSCO or SBSH (or was it SBSO??? - it's a long time) and people would run away like scared kiddies.

    Over time it all became ARCA/ARCX - which means the edge in showing your name eroded and hiding became more beneficial. At that point having L2 MMIDs became useless IMO.

    Now - the depth itself - meh - I don't use it that much. I go by what is trading BUT the key to reading the DOM isn't in taking any 'snapshot' of the depth or trade at any one time. In other words - knowing the bids are bigger than the offers doesn't tell you anything.

    The DOM is all about movement, the way something moves up and down. Now, if something moves down and offers firm up and absorb buying, that's the sort of 'story' where you can surmise the sellers are firming up. Other things to see on a pullback is just a general malaise on the side of pullback traders. But depth isn't the overriding factor.

    From what I see - there is no difference in the "size" of your winners using DOM vs Charts. Most amateur chart traders are trying to buy lows/sell highs which has close to a 100% failure rate. Once you take that sort of "200 ticks a day" mentality off the table - trading the rest - the DOM is as good as any chart or footprint - it's all about your tool of choice.

    But DEPTH itself - I have not seen anyone produce much from it. In fact, the over-emphasis on market depth at the moment is hurting not helping aspiring traders.
     
    #28     Oct 28, 2018
    T-Mex and zdreg like this.