Comments on: Requirements of volume in options, futures trading? http://daytradingswingtrading.org/requirements-of-volume-in-options-futures-trading/ Day Trading and Swing Trading Techniques Thu, 03 Nov 2011 21:21:51 +0000 http://wordpress.org/?v=2.9.2 hourly 1 By: JohnGalt http://daytradingswingtrading.org/requirements-of-volume-in-options-futures-trading/comment-page-1/#comment-10314 JohnGalt Sun, 06 Jun 2010 11:52:35 +0000 http://daytradingswingtrading.org/requirements-of-volume-in-options-futures-trading#comment-10314 Liquidity is relative your YOUR volume. If you are trading onesies and have patience to wait 10-20 minutes for a fill, most contracts are liquid. If you are trading ten lots and want instantaneous fills, you better be in something that has lots of volume and then stick with busy hours. And liquidity varies by time of day, so daily volumes mean less than you think. Oil is liquid at almost any size from 7am to 2:30. US stocks liquid from 9:30 to 4, and sometimes earlier. TBOnds good from 7am to noon. But I am a small lot trader. Trading even a single emini at 9pm is silly, and trading euros after 1pm is sometimes treacherous. Liquidity is relative your YOUR volume. If you are trading onesies and have patience to wait 10-20 minutes for a fill, most contracts are liquid. If you are trading ten lots and want instantaneous fills, you better be in something that has lots of volume and then stick with busy hours. And liquidity varies by time of day, so daily volumes mean less than you think. Oil is liquid at almost any size from 7am to 2:30. US stocks liquid from 9:30 to 4, and sometimes earlier. TBOnds good from 7am to noon. But I am a small lot trader. Trading even a single emini at 9pm is silly, and trading euros after 1pm is sometimes treacherous.

]]> By: b2fnow http://daytradingswingtrading.org/requirements-of-volume-in-options-futures-trading/comment-page-1/#comment-10313 b2fnow Sun, 06 Jun 2010 11:23:46 +0000 http://daytradingswingtrading.org/requirements-of-volume-in-options-futures-trading#comment-10313 there's really no set number, but 1,000 contracts is near minimum. Only a few hundred contracts of open interest or traded per day is a dissaster waiting to happen. For example, hogs and the silver contracts are notoriously illiquid. there’s really no set number, but 1,000 contracts is near minimum. Only a few hundred contracts of open interest or traded per day is a dissaster waiting to happen.

For example, hogs and the silver contracts are notoriously illiquid.

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