I don't see much mention of YM these days or maybe I just missed it. Liquidity is considerably lower than ES, but the intraday moves seems cleaner and more directional. I've been mostly following/tracking and compiling ES, so that's the product I know best, but paying a bit more attention to YM lately it have piqued my curiosity and inspired some further studies.
I like the YM. Good liquidity, not as hard to get filled on limits like the ES at times. Different rhythm, follow for a while and put it next to the ES to get a feel.
I don't see the YM listed as a choice in the CME from CGQ data. Do they not have it or is it under some other exchange listing?
YM is CBOT The CME should just make them all CME...they just want to charge the additional data fees.
In the last couple months I have been trading the YM on more of an intraday swing trade. Very nice smooth moves for me at least on longer term intraday trades. I actually find the fills in the ES much more reliable than YM. I have had a few trades where I didn't fill a full position on the YM where as the ES I can't think of the last time I didn't fill other than if it didn't touch my price.
What has been the bid/ask volume/price on the YM DOM recently? I'm looking at a website called barchart.com. Looks like it's showing single digits, bid/ask. Is that right?