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Hi,
FTSE, BUND, DAX, DJ Euro 50, CAC all have more than sufficient liquidity. Bund generally have at least 500 lots on both bid and offer - with one tick spread. The problem with daytrading the Stock indexes is that especially after US open they can behave somewhat irrational and should possibly be divided into two periods: 1 before 230(CET time) and 1 After. All markets are electronic, so fast fills and generally little slippage, with the exception of US reports and US openings.
If you find a good trading methodology, and pay little commissions I would suggest Bunds.
Happy trading
Frode
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----- Original Message -----
From: "Shraga(Feivi-Philip)" <shraga@xxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, May 31, 2002 10:32 AM
Subject: Daytrading European futures
> Hello everyone,
>
> Can anyone share with me their experiences daytrading European futures?
> How`s the liquidity, fills, etc.?
>
> TIA
>
> Philip
>
>
>
>
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