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Differences between SPY and ES Intraday Trading
Started:May 3rd, 2014 (11:11 AM) by mnwind Views / Replies:4,857 / 22
Last Reply:December 12th, 2015 (11:17 PM) Attachments:0

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Differences between SPY and ES Intraday Trading

Old August 27th, 2015, 10:29 AM   #21 (permalink)
Patience my young padawan
Houston, TX/USA
Futures Experience: Intermediate
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bobwest View Post
You're right, on the whole.

I'm not trying to get an argument going , but, while it is certainly good to have a "disaster" stop in place, or at least I do (some good traders don't -- see the S&P spoos thread), it really is not a foolproof safeguard. In a true disaster, you do not know where, or if, you will get filled.

During the flash crash, there was no liquidity at all, and you have no idea where your stop would have gotten filled; probably near the bottom, when some buying finally came in.

Today, you don't know where you would get filled if there were a trading halt due to limit down. Remember, there is a whole lot of volume in ES, but we were within a whisker of being limit down the other day.

Sorry to go on about this topic; by all means, assess your risk profile and make your own decisions about what you want to do. Just trying to fill in some of the details here.

I hope you do well in your trading.


I agree 100%. There are some violent moves in the market that despite the volume you don't know when you will get filled...

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Old September 5th, 2015, 08:23 PM   #22 (permalink)
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10 SPY cents = 1 ES point $1 dollar move in spy = 10 ES points move. For intra-day trading I've never really seen a difference of the values not lining up.

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Old December 12th, 2015, 11:17 PM   #23 (permalink)
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I like the tight spreads on SPY options. I've found good results charting from an ES continuous contract from IQ feed try @ES#C on a tick chart. This gives you the instantaneous moves as I have found a SPY chart can but not always have time lag. I keep a SPY chart on a smaller window for reference. I'm looking at 6 monitors so I have plenty of real estate. If I'm looking outside market hours then options on the ES future contracts are my choice. Different animal but worth the price of education if you're willing.


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