Copy ES to MES with the Cross order tick
When your leader trades an E-mini and a follower should trade micros, tick Cross order on that follower's row under Manage rules on the Trade Desk. The line under the rules says it plainly: Cross order trades the smaller sibling contract instead, MES rather than ES. Beside the box the cell names the contract the follower will actually trade: ES while it is clear, MES once it is ticked.
The pairs MirrorFill maps
| Leader root | Sibling |
|---|---|
| ES | MES |
| NQ | MNQ |
| RTY | M2K |
| YM | MYM |
| CL | MCL |
| GC | MGC |
The expiry month is kept: an ES fill in a given quarter maps to the MES contract of that same quarter. The tick-box is only enabled when the group's instrument has a listed sibling. A root without one greys the box out.
It also works the other way round. If the group's instrument is a micro, Cross order puts the follower on the mini.
Sizing is separate
Cross order changes the instrument, never the quantity. A micro is one-tenth of its mini, so at 1× an ES leader gives the follower one MES per ES, one-tenth the notional. If you want closer exposure, raise the multiplier, and keep a Max clamp on the row so a large mini position cannot translate into more micros than the account should hold.
Where you see it working
The Trade Desk's Cross column (switch it on from the gear's column list) reads "ES to MES" for a crossed follower, and the open-position rows show the full contracts the accounts actually hold (ESU6, MESU6). Copy rules themselves stay keyed to the leader's root, so a contract roll needs no change to any of this.
Set it up
- Stop the copier: Cross order is a structural setting.
- On the Trade Desk, open the group's tab, press Manage rules and find the follower's row.
- Tick Cross order. The cell beside it now reads MES (for an ES group).
- Set the multiplier and Max for the exposure you want, then press Save changes in the save bar.
Quick answers
Does it keep the right expiry month?
Yes. The root changes, the expiry does not. ES for a quarter maps to MES for that same quarter.
Does one ES fill equal one MES fill?
By count, yes at 1×. By size, no: a micro is one-tenth of the mini. Use the multiplier if you want matching notional.
Can a micro leader drive a mini follower?
Yes. Cross order maps to the paired sibling in either direction.