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Whether I'm trading the e-mini or the spoo, the e-mini super quote is always
visible on my trading desktop. I note on occasion that when the S&P has a
tick shortage that the e-mini keeps cranking. The b/a on the spoo is useless
while I can hit the b/a on the e-mini with LeoWeb almost without fail. There
are times however, when the e-mini will be priced .50-1.00 out of synch with
the spoo - often when the premium is at extremes.
Earl
-----Original Message-----
From: Hinton Clabaugh <clabaugh@xxxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Thursday, October 15, 1998 1:52 PM
Subject: E-Mini Quotes Lead S&P
>Right after the discount rate cut, the BMI cable E-Mini quotes were 10+
>handles ahead of the big S&P. I've also been finding that watching the
>E-Mini bid/ask and bid size/ask size gives a more timely quote than SP8Z
>under normal conditions.
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