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Broker commissions can vary using Ninja/Zen but Mirus has $4.40 rt rates (ES) and Ninja subscription is $50/mo or you can buy it outright for $900. I haven't used them, but AMP is $4.60, if I remember correctly.

Thanks for the replies, I guess I will just have to start trying it out and see what happens. I am going start assuming 50% of limit orders will need the market to trade through to execute.

Hey everyone, I wrote a thread in the Order Execution forum, but it also has to do with trading the ES. Here is a link to the post: http://www.elitetrader.com/vb/showthread.php?s=&threadid=152644 Anyone use that particular combo that can comment on my questions? Thanks!

Hey Everyone, My first post!! I have developed a scalping strategy for the ES. I have done extensive back-testing and run the strategy against live market streams with paper trades. On paper, this is working very well for me. My concern is that I have not yet traded with live orders and...