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Technical Analysis of Stock and Commodities (TASC) Magazine publishes a 
table monthly showing the relative liquidity of a wide variety of futures 
markets.  You might check there as a starting point.  They have a web site.  
I don't know if their chart is on the web site or just in the print version 
of the magazine.
Dan
>From: "KungFuTrader" <kungfutrader@xxxxxxxxxxx>
>Reply-To: realtraders@xxxxxxxxxxxxxxx
>To: <realtraders@xxxxxxxxxxxxxxx>
>Subject: [RT] Liquidity
>Date: Fri, 17 Jan 2003 02:21:52 -0500
>
>Hell Group,
>
>                      I'm wondering if anyone knows of a way to measure
>liquidity. There are some markets that I'd like to try trading, but I don't
>want to get into a trade only to realize I'm unable to get out. Thank you 
>in
>advance to all who reply.
>
>-Jim.
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