I will say I have no issues with slippage on the ES throughout the day. I trade the EC early in the day and have no slippage there either. Also with volume comes commission discounts which makes it competitive. I would love to get back to equities, and equity options, but so far I can do the same dollar wise in futures. It seems most equity firms aren't fond of simpleton equity traders who use options. Options require a whole new margin knowledge, and dollar commitment for the equity firms on the prop side.
I will also say, and if Don or Mav want to say I'm lazy I won't argue, but I have no desire to study for the damn Series 7. I have sat down and read the material, but I'm making money so the desire to "prove myself" by taking some phony exam just isn't there. I am looking into this Bear Trading to have equity trading going with my futures work, but having a hard time getting info on who they are and if they are a solid firm. For me Bright and Mav's firm do offer a good reputation and they have no issue discussing it. That is worth something in the world of scams these days.