Contract limit

[sneville]

Hi All

Does any one know what would be the theoretical glass ceiling limit of the number of contracts that an individual could trade when scalping on various products.

This is for curiosity value more than anything I am not quite there yet ;-). I am particularly interested in products such as the mini YM, FTSE 100 and the euro dollar.

Assuming that the individual was trading in the most liquid part of the day and that he/she would required to be filled within a couple of seconds what would be the maximum number of contracts that could be traded?

Any thoughts

 

[arabianights]

there is no theoretical 'limit' as such (on most contracts) - it rather depends on how you intend to scale in but any more than about 30 or 40 contracts on ftse or YM you will have to work usually.... by Eurodollar do you mean currency or STIR?

 

[sneville]

there is no theoretical 'limit' as such (on most contracts) - it rather depends on how you intend to scale in but any more than about 30 or 40 contracts on ftse or YM you will have to work usually.... by Eurodollar do you mean currency or STIR?

Hi thanks for the reply By Euro dollar i mean CME Eurodollar Futures and CME Eurodollar Options

When you say scaling in i am only in a trade for minutes to tens of minutes max so i want to be filled in say under 10 seconds. Would I be filled in 30 or 40 contracts in 10 seconds for example?

This was just curiosity more that anything.

 

[arabianights]

you should be able to get 40 contracts filled in 10 seconds.

Eurodollar, even now, in the whites/reds/greens you can do thousands...