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emt

Are spx Eminis liquid enough for intraday trading?

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I am curious as to how professionals trade the eminis, with the average daily difference between high and low being only 20 pts. Is'nt that very little movement? Assuming a pro intraday trader manages to capture 8 points everyday, for 10 contracts he stands to gain $4k per day. Considering 200 trading days a year that sums up to $800k per year. Definitely an awesome figure no doubt. But not all that spectacular considering he'll be stuck at that point almost forever unless the eminis are liquid enough to allow bumping up the no. of contracts to lets say a 100. I know emins are liquid enough to allow a single trader to put on a trade the size of 100 contracts so long as the transaction in question is a positional one spanning multiple days. But can a trader transact 100 contracts on an intraday trade without moving the markets and consequently eating into his own profits?

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a single 100 car turn with a limit order in the ES does virtually nothing... try it

multiple 100 car trades within a second or two sometimes 'causes' a tiny micro stir ... but never to the point of "consequently eating into his own profits"

... and if  is trading at that size, you would always be thinking 'avg position' anyways

ie rarely clicking it all in at a single price level

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