No answer is much better than complete BS.
Why are you so butt hurt, the original poster was concerned about placing orders with larger volume. If you've ever watched a Ts on Es you know it will take the volume as long as you are not in a pivot where volume becomes super thin. If you had ever listened to a squawk from the pit you'd also know that 500 is a rather large single trade even for the banks. Not saying they don't happen, but they are the exception.. not the rule.
By the way Tf is leading us lower as I type this, I know because I'm actually in a trade.
Cl - While many trade cl with success, it's price like other physical commodities, is driven by forces external to the market that you simply cannot respond to with Speed.
Nq isn't materially different than trading Es. Your the algo kid? I'm sure you've run divergence models between the majors.
I wouldn't recommended anyone kick a position into the market with 100 or more and also not know how to answer basic fill questions on the instrument. That's a recipe for pain. And Lower liquidity isn't going to make the pain factor lower, ever, in any instrument, with any trade method... EVER. That's universal fact, and stating the opposite leaves your naivety quite exposed for more experienced market participants...
New crude numbers in 45 secs, if it's a sharp move your market order will ride the DOM........ with no advantageous fill, expecting the opposite of that tells me your banging keys on a sim.
Good day!