What do you mean by empty and multiple futures?
Short futures orders refer to investors selling a contract at a high price and then buying it back at a low price, so the difference between buying and selling is income. This order is empty. In the case of multiple orders, as opposed to empty orders. After buying a contract at a low price, investors sell the contract at a high price after the price rises. The price difference in the middle is the income earned by investors. This kind of order is the operation of multiple orders.
A futures contract means that the buyer agrees to accept assets at a specific price after a certain period of time, and the seller agrees to deliver assets at a specific price after a certain period of time. The price that the buyer and the seller agree to use in future transactions is called the futures price, and the designated date of the transactions that both parties must conduct in the future is called the settlement date or delivery date.
Is the number of empty futures orders the same as the number of empty futures orders?
Similarly, the number of empty futures orders and multiple futures orders is the same. The simple understanding is that a contract is long and short, and both parties to the transaction must make different orders to close the deal, so it usually needs the same quantity. If a person buys and opens a position, someone will definitely sell and open a position, otherwise the contract cannot be concluded. When the price is finalized, there will be a new price, so futures will go up and down, and there will be long and short points.
When multiple orders are inconsistent with empty orders, then in case of future delivery, no one will deliver them. At the same time, if investors agree on a certain price, then the exchange will raise the margin at this time to prevent the occurrence of unilateral market.