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Anekdoten
 Post subject: YM Volume Details
PostPosted: Sat Jan 06, 2007 10:37 am 
Hi,

I'm looking for general info regarding YM e-mini contracts.

For example.

Average daily volume.
Amount of times contracts changes hands on a daily basis
Existing number of contracts
Times during the day where volume tends to be higher.

Any additional info would be appreciated.

For 2007 I decided to switch to future trading after doing equities for four years and I'm still a newbie so I apologize beforehand if any of these questions are irrelevant or trivial :)

Thank you for posting if you got this info.
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CajunDragon
 Post subject:
PostPosted: Mon Jan 08, 2007 2:39 pm 
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Joined: Thu Nov 02, 2006 1:17 pm
Posts: 108
Location: Asheville, NC
The CBOT site has links to all of this. Some are very hard to find. Here is a general over view of the YM:
http://www.cbot.com/cbot/pub/cont_detail/0,3206,1008+20413,00.html

To get the average daily volume you could just write a simple indicator to look at the daily volume bars in TS but I'm sure there must already be one for this.

CS
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