Quote from cmk:
Have a look at that pit just after 11am and you will have an idea what a fire drill looks like.
Your comments are incorrect.
Today, my fill was 25 BP better than I would have gotten on the E-mini, Fridays fill was 20 BP better than the emini. So far, the pit traded contract is proving superior on the fills. Not enough data yet, to make a decision one way or the other!
