Day Trading & Forex Forum

hrokling

I've been trading 1-lots in EuroStoxx50 for a couple of days, as I'm preparing to make a transition into that market from equities (so far going well). I am however wondering about the sometimes sizable trades going on the bid/ask which doesn't seem to be volume lifted from the order book. I know Eurex has a function for doing block trades, but I'm wondering if this volume is for real or if it's just trades messaged into the exchange with the intent of screwing up volume charts and changing market perception. Anyone?

grantx

Hrokling,

A couple of weeks ago I saw two x 2000 lots go through within minutes of each other on Time and Sales (and I’m not watching continuously). If you look at the daily volume, you’ll see just how liquid the Stoxx is.

Send me you e-mail address (via pm) and I’ll send you some intra-day data on an Excel sheet.

Grant.

hrokling

Thanks grantx, I'm PM'ing you my email. I know that it's liquid, oh so lovely liquid, but I'm just wondering what's up with these prints. As of now I just ignore them as they don't really seem to impact the market in any way - and that leads me to be somewhat suspicious as to how real these trades are.

fibonelli

Hi Hrokling,

I think "A Dashing Blade" trades the EuroStoxx50.

Good luck

Fibonelli

__________________
Audere est Facere

"The trend is your friend and divergences are your best friend until the bend at the end"

Party on like it's 1930, until Mr C (Wave) gatecrashes the party.

A Dashing Blade

Actually it's Mrs Blade these days, but it's been a favorite instrument of mine for a good while now.

Liquidity kicks off 08.00 london time when the options and the underlying equity markets open and increases steadily to plateau out by around 09.00.

In normal market conditions I'd be gob-smacked if anything less than 5000 lots moved the market more than 2 points.

grantx

"Mrs" DB,

“it's Mrs Blade these days”. What a guy does to relax in the privacy of his own home is no one else’s business.

Who’s your favourite – Diana Ross, Shirley Bassey or J Edgar Hoover?

Grant.

A Dashing Blade

Ahhhh, see know how my post may be open to misinterpretation
Should have read "It's Mrs Blade who is trading at the moment . . ."

hrokling

Fashion discussions aside, I was more thinking of 50 on the offer with me last - then several large blocks trade on the offer without me getting filled...