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Politics : Ask Michael Burke -- Ignore unavailable to you. Want to Upgrade?


To: Tommaso who wrote (85273)11/12/2000 10:15:44 PM
From: per strandberg  Respond to of 132070
 
Re Globex volume

I have the CME realtime quotes, but sometimes it looks like not a single contract changes hands for 15 minutes.

If the volume is slow, it is extremely cheap to run the Globex up/down and cause a gap at the open.

Sometimes the activity heats up and there are hundreds of contracts at the ask/bid. With the volume figures I could see how serious the attempts are and how much money is involved.