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Adam Hardy writes:
How about trying EJ on FINEX, which has a respectable volume.
I agree. I tried to trade the "RY" contract at
CME but the volume was awful. My broker suggested
I switch to "EJ" traded in New York (regular hours)
and Dublin (nighttime).
< http://www.nybot.com/library/newspecsglance.htm >
Boy was he right! Volume on EJ is substantially
better. I've been very pleased with the fills and
general behavior of the EJ market. I'm a position
trader working off EOD data that I purchase from
CSI. The software I use to trade EJ isn't
Tradestation so I can't give you the TS2000i settings.
The facts my non-TS software wants to know are:
Symbol = EJ
LongName = "Euro Over Yen Cross at Finex+NYBOT"
ContractMonths = H,M,U,Z
RolloverDate = 6DM (6th calendar day of delivery month)
BigPointValue = 100,000 JPY (approx $910, it fluctuates :-)
MinimumTick = 0.01
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