ElectricSavant,No not true...but its been a while that you have simmed ES. The CME claims to have the delayed feed replication for fills ...waiting in line...even partials...realistic now. But there is nothing like "Live"...
ES
Yes, its been awhile since I simmed ES, maybe like 3 years ago. So the problem is probably fixed now.
If that's the case, then trade freely then. Sorry for the confusion.
Sounds like you have a method that will work. Exploit it carefully and fast as you can.