I've noticed that during regular trading hours that there can be a large difference between the price of the nasdaq100 futures and the e-mini version. Can anyone explain to me why that is? Am I hallucinating?
and include time and sales, or time of day when you think this happens ? there should be very llittle difference ... see time and sales for the contracts at the CME website "I've noticed that during regular trading hours that there can be a large difference between the price of the nasdaq100 futures and the e-mini version. "
Looks like just an issue with the 10 minute flash quotes on the CME web site: NSDQ100 MAR03 1027.50 +100 E-NASDAQ MAR03 1002.00 -2450 http://www.cme.com/httpwrapper.cfm?...y_quotes/10min_globex_flash_quote/gflash.html
You were looking at Globex data for ND and see the closing price of Globex ETH session (8:30 am CT). ND trading is done open outcry only since that time. No side-by-side trading for ND.