Why has liquidity vanished in the ES ?

Discussion in 'Trading' started by Pantalaimon, Apr 24, 2025.

  1. eurostoxx moving a MINIMUM of 35 points the last 5 years.

    doing a 130 daily ATR plus these days

    AND YOU CAN TRADE 1000 lot PLUS POSITIONS WITH VIRTUALLY NO SLIPPAGE ???

    Thats a friggin no brainer
     
    #51     Apr 29, 2025
  2. Businessman

    Businessman

    Where is the corresponding Eurex page? When markets are moving fast there is always a chance of slippage no matter how thick the market is.

    Some times if you want to get out of 1000, you might only be able to get out of 100, and the other 900 one tick lower.
     
    #52     Apr 29, 2025
  3. Just look at the time and sales ???
     
    #53     Apr 29, 2025
  4. Every single number I have quoted here is there on time and sales of every broker trading these markets
     
    #54     Apr 29, 2025
  5. And yes of course in fast markets there is no guarantee of anything.
     
    #55     Apr 29, 2025
  6. That happened to me on the BUND in 2024 march 12 nd or sthg roundabout there, kinda mini flash crash across all interest rate futures, lost sthg like 3 x my usual sl
     
    #56     Apr 29, 2025
  7. Businessman

    Businessman


    Im looking at the Eurstoxx chart for today, most five minute bars have around 500 to 2000 volume during the european session today.

    5 minutes to do 1000 volume.

    It is not the super liquid market you think it is.
     
    #57     Apr 29, 2025
  8. time and sales upload_2025-4-29_21-26-1.png
     
    #58     Apr 29, 2025
  9. 4000 lots in a NO TIME AT ALL moving the market ONE POINT
     
    #59     Apr 29, 2025
  10. Bund and Eurostoxx move, and have liquidity to seriously scale up.

    They Offer that.

    ONLY thing I care about:

    Does it move ???

    Can I scale up ???

    Everyting else is just an academic discussion leading nowhere.
     
    #60     Apr 29, 2025