Hello, I'm looking for the most liquid electronically traded futures. Can anyone please provide a list of such instruments? The e-mini S&P futures is the obvious candidates. Are there any others? What I mean by liquid is that one where: + Tight spreads - a few ticks wide at most + If you stop order gets hit, you get filled not too far away from the current bid-ask (under most circumstances of course) + Small market orders (less than 10 contracts) won't move the price. + Enough volume such that a 2 minute intraday chart doesn't have gaps. By electronically traded I mean instructments that can be traded through an online broker, such as Interactive Brokers. Thanks for your suggestions. -- ITZ
Definitely the emini s&p is a good liquid market. Most e platforms now get you fills in 2 seconds. http:marketmariner.tripod.com