MAX. Contract size on ES

Lewcifer · Nov 7, 2008

Quote from jeb9999:

Answer #3 has it backwards.
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Thank you, jeb9999 for pointing out the oversight.

EminitraderDM · Nov 19, 2008

Quote from Lewcifer:

You ask for real answers, yet you fail to ask a concise and specific question.

Have you studied basic economics, and can you elaborate on the theory of supply and demand? If so, then you'd understand that market liquidity varies from moment to moment, and that order depth (and bid/ask data) determines fill rates and availability. With that in mind, your question makes no sense, because multiple answers apply...

Answer #1 - I have been unable to have even one contract filled at all while the market was closed.

Answer #2 - I have been unable to have even one contract filled without slippage during the night market when order depth at current price was one and someone else's order was queued ahead of mine.

Answer #3 - I have been able to have all contracts filled during periods of heavy trading, when my fill target (for a buy) was entered in an advancing market, or when my fill target (for a sell) was entered in a declining market.

I hope the above helps you understand the ambiguity of your question.
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wtf...

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MAX. Contract size on ES

Lewcifer

EminitraderDM