Sunday open spreads and the quiet trap of early Monday liquidity
Posted: Sat Oct 31, 2026 7:31 am
The week opens in the Asian morning, and the first minutes carry some of the thinnest liquidity of the whole week. Spreads on majors can run several times normal, and exotic pairs can show spreads that make scalping pointless.
Weekend gaps add another layer. Price can open a few pips from Friday's close if news broke over the weekend, and stop orders left on the books fill at the gap price, not the stop price. Scalpers with positions held over the weekend know the risk, but even flat traders get hurt when trying to catch the first move.
Quote quality is also weaker. Tick feeds can show strange single-tick spikes, and some platforms print ugly candles that never reappear in the cleaned historical data. Backtests built on that cleaned data miss the mess completely.
Most scalping setups perform better when waiting 30 to 60 minutes after the open, by which time spreads normalise and the order flow becomes readable.
How long does the wait last after the weekly open before trading resumes, and does it vary by pair?
Weekend gaps add another layer. Price can open a few pips from Friday's close if news broke over the weekend, and stop orders left on the books fill at the gap price, not the stop price. Scalpers with positions held over the weekend know the risk, but even flat traders get hurt when trying to catch the first move.
Quote quality is also weaker. Tick feeds can show strange single-tick spikes, and some platforms print ugly candles that never reappear in the cleaned historical data. Backtests built on that cleaned data miss the mess completely.
Most scalping setups perform better when waiting 30 to 60 minutes after the open, by which time spreads normalise and the order flow becomes readable.
How long does the wait last after the weekly open before trading resumes, and does it vary by pair?