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FYI, DM is going out due to Euro conversion. Use EC instead. If FR is the
French franc, that contract is dead even in the open outcry pit. E7 and J7
are the emini EC and JY. Much better to use the Midam versions. I've traded
Midam JY for a long and MOC orders have been very reasonable. Not so with
J7.
SH
----- Original Message -----
From: "Thomas Alexander" <alexander_enterprises@xxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Thursday, August 09, 2001 9:14 AM
Subject: Trading experiences on CME-Globex contracts
> Good morning spectacular speculators!
>
> I'm using Interactive Brokers to trade electronic future contracts (they
only
> offer electronic futures). I'm currently trading a/c/e 10 year Treasury
Notes
> and looking for more contracts to add to my trading mix. Other interest
rate
> markets are not too good an idea since they are so highly correlated. For
a
> beginner such as myself, indexs are a little pricey in margin and point
value.
> So I am considering Globex contracts. With my current data problems I
decided
> to go to the source (Globex time and sales FTP files on their web site) to
> determine average number of ticks per day. I downloaded their files for
July
> and August and did average tick counts per day in Excel. Here are my
results:
> AD=285 CD=656 DM=5 E7=21 EC=1757 ED=370 EM=13 FR=2 J7=5 JY=961
NB=647
> RF=22 RP=30 RY=93 SF=630.
>
> I am amazed at how low the tick counts are for some of these contracts,
> especially the DM=5, CD=656 and FR2! The only contract with even a
reasonable
> daily tick average is EC=1757, the Euro FX.
>
> Two questions: 1) Does anyone have any insights, comments or warnings on
> trading the Globex EC contracts? 2) Can anyone that has other than
Esignal
> data generate average daily Globex tick counts to confirm my study?
>
> Thank you for sharing your wisdom and tick counts!
>
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