Hi i just started researching into futures daytrade, YM specifically. I like it better than stocks for the obvious reasons: 1 symbol to manage, easy routing, no level2 monitoring needed, not limited 9:30-4 (i work full time) etc... Looking for help on a couple questions thanks! My setup is ninjatrader, connected to zen-fire feed from mirusfutures.com using their demo login/password. 1) YM suppose to be very liquid right? but it doesnt seem have much volume at all. I have the T&S window open, and it barely has like 7 trades on there after 10 mins?! as oppose to stock where T&S is just constant spams. Same is reflected on 1sec charts, it looks very choppy like a low volume stock graph. What am i missing? does it have to do with the fact that it's 2AM EST? or i am using a demo account (although i think they said the feed is real not demo)? There is no way you can daytrade this, i must be missing something... 2) Which YM month contract do people usually trade? is it always the current contract month? in this case - march 08? 3) What basic setup do you need to trade index futures such as YM? You got the charts, T&S window, order window. Any other core component i am missing? For example in stocks you would definitly want the level2 window + market depth etc.. thanks!