Hi there, I have 9 years of Ninja data for the ES & CL continous contracts, which I paid good money for. I require a couple of years (or more) of M6E continous contracts. I forgot to download these contracts, when I had the feed! (yeah stupid me) Please PM me if you can help. @Wallace @Marco Picos @RadarGuy @DarthSidious
yeah but people can still get filled? ( I know there is slippage, and I am not a scalper) I trade the trend for a couple mins
I don't know if you get filled at the price you expect. I'm just telling you the facts. Some measures on 1 minute bars of M6E since 2009: 24% of time there is a volume of just 1 contract. 77% of time the volume is lower or equal to just 10 contracts. 97% of time the volume is lower or equal to 50 contracts. Also there are 40% less trade prices compared to the EUROFX mini future. 46% of time the bar high is equal to bar low.