T truetrend Jan 2, 2007 #11 Assuming that you can scalp 1500 ES contracts (not for as tick but a few points) without more than a tick slippage maximum, how many SP (big SPX open outcry) can one trade in the same trade? How deep is the open outcry contract? Thanks.
Assuming that you can scalp 1500 ES contracts (not for as tick but a few points) without more than a tick slippage maximum, how many SP (big SPX open outcry) can one trade in the same trade? How deep is the open outcry contract? Thanks.