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Re: SPY liquidity?



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I trade 5 minute bars - I think one minute bars
of anything can be spotty. SPY is almost always the
most traded stock on all three markets. I trade 2000
share lots and have never had a problem, except for
shorts every once in a while - sometimes its a 
bitch to get filled. The spread sometimes is
a problem, which is why I use limit orders.
But the spread will tell you alot about direction
too. just look where the fills are at and put in
a limit order at that price. Depending on how fast the
market is moving,  you usually have to get a 1/16 move 
in your direction to get filled. Also use "all or none"
orders - I hate getting a partial fill when the price
is running away.

David