YM liquidity

[kxvid]

Hi one of the things I love about the YM is the tight spreads. The spreads are tighter than the ES. Not only that, I can often get filled with 1 lot at the ask selling or bid buying. Try doing that on the ES! I believe the YM is much more tradable than the ES overall.

The only problem is the liquidity could be better. Not a problem for 1 lot, but I wonder about the fill quality of 10 lots for instance. Does anyone trade YM in large sizes? Do you have problems with fills? I found an old post from 2006 here saying you can get 25 lots YM filled instantly but any more you get partial fills. Is this still true? Hasn't liquidity gone up since then?

thanks
kxvid

 

[tightstops]

about a year ago i use to have no problem getting 10 lots filled but looked at the dom the other day and on the 5 nearest points there was about 1 lot on each. obviously makes a difference what time of day too

 

[N Rothschild]

i doubt you would get an instant fill on 25 contracts

 

[kxvid]

i doubt you would get an instant fill on 25 contracts

I do believe liquidity on the YM is on the upswing :clap: