Sounds like you're excited about winning pennies on a large bet. You should ask yourself if you're OK with losing your accumulated pennies on the one or two bad days which will come soon.
How about suggesting what works for you, TradeCat? or are you here for cheap drinks and laughs?
NQ trades about 150k contracts a day while the ES averages a couple million. Slippage issues become relevant much sooner with respect to position size with the NQ vs the ES.I have no experience in the Nasdaq, but is NQ really that thinly traded? Average of daily traded dollar volume is around 20 bln... That sounds pretty decent.
Surely it's more volatile at times, because it's the Nasdaq..., but the volume looks good to me.
I trade SPI Australia mainly and your average daily volume is more around 3 bln.