Quote from alexandert:
There is very little information on future options on IB site. Are spreads on ES options traded natively on CME? In other words if you put a limit order do you se a price change reflected on the data feed? That would be great if there is no middlemen or computer program waiting for bid/ask on IB site. Also, are they having the same European stile expiration? How liquid they are?
Liquidity is less but you still have no problems getting filled for a few hundred contracts at a time. I have not viewed SPX spreads in a while, but they are probably similar. I would suggest entering some comparable ES futures options on the same page as your SPX options and watch them side by side. Most often, it is very easy to get filled .25 inside the bid or ask. Any order that is not filled that is inside the bid/ask is displayed immediately.