NQ & ES liquidity

Discussion in 'Index Futures' started by Arrow78, Mar 27, 2021.

  1. Arrow78


    For those who trade with high volume of contracts
    What's the largest amount of contracts you can trade NQ and ES without any slippage?
  2. believezz


    volume varies between days / hours
    and, there will always be slippage
  3. CALLumbus


    ES: 68 contracts
    NQ: 7 contracts

    This is valid for every trading style, every time of the day, every day of the year. Trading never has been easier !
    MarkBrown likes this.
  4. ES trades 100 billion a day, roughly.

    All these people worried about slippage have no idea what they are talking about. Maybe at 100 you will have a little.

    Anyone who complains about slippage when trading something as liquid as ES is NOT a consistent trader.

    A trader will not worry about such trivial things as the minute slippage in such a liquid market. If the miniscule amount of slippage is eating into your profits then you are not a good trader.
  5. RedDuke


    we traded between ES 200-300 per clip with barely any slippage. Slippage was very little even during volatile times.
    CALLumbus likes this.
  6. 7out


    I think NQ does suffer from liquidity issues during the overnight trading hours. However during the first hour of the regular trading hour there should be no issues to almost any quantity in either commodity.

    I usually use STL +1 (stop limit orders with 1 tick limit) and get filled 99.5% of the time in NQ. ES has never been an issue.
  7. maxinger


    There is no liquidity / slippage issue during Asian and European sessions.
    Volume traded is low but NQ is still tradable during those sessions.
  8. maxinger


    seems like you are having irrational fear.

    You should have traded with a small quantity and experience slippage for yourself.
    murray t turtle likes this.
  9. 7out


    Not sure how big you trade, but I can tell you from experience the bigger you trade the more likely you'll experience severe slippage or even risk not get filled if using a STL with a short stop limit ESPECIALLY during non peak overnight hours.
  10. maxinger


    I trade all the sessions.

    Asian and Eur sessions are good as there is hardly any slippage.
    #10     Mar 29, 2021