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As I am sure you know .. trading is about probabilities. I am postulating a strategy, which is preconditioned of the situation described by the original poster not being resolved in a reasonable manner by the exchange. i) based on the number of contracts in the bid stack I can calculate how...

Looking at the bigger picture here .. if indeed ecbot market maker software doesn't prevent such a meltdown in parallel market - ZI versus SI - then it should be possible to manipulate the ZI market to one's advantage even with relatively small account size. In general SEC or CFTC steps in when...