What's the max ES/ER contracts you can liquidly trade?

Discussion in 'Index Futures' started by xtrhvydty, Feb 19, 2008.

  1. What I'm getting at is how much capital you can daytrade with, day in, day out thru hi/lo volume periods and still get filled. When do the quality of your fills suffer? Will a 50 contract order get filled all at once? Do you use FOK orders?

    many thx
  2. ES
    1000 lots trade all the time, 50 will always usually get filled since you have to take some sort of heat on about every spooz trade