Cash S&P market depth

NexusFi · 2017-06-24T09:54:33-04:00

hi, is the $SP500 traded like the E-Mini. i mean is there also a market depth with Limit orders and market orders, a DOM? i compared the Charts of both and both tend to move the same way. i wondered if i could make use of it and use the cash market as confirmation and indicator. when i trade the Treasury market, sometimes the 10 year leads the 30 year etc and i can make use of it. i would like to use the same concept with the emini and cash market.

Discussion in Emini and Emicro Index

Updated June 24, 2017

Cash S&P market depth

June 24th, 2017, 09:54 AM	#11 (permalink)
drm7 Virginia Posts: 49 since Oct 2010 Thanks Given: 192 Thanks Received: 47	You can get a feel for cash trading by looking at level 2 data (i.e. market depth) for the ETF with the ticker SPY. Like the previous poster noted, minimum tick is $0.01 (and it's also the index divided by 10), so you would have to make some mental adjustments.