Wonder if anyone here is trading MES micro E-mini on IB? Is the volume ok? What are fill times and volume like? Slippage? Is it a reasonable way to get some exposure to the regular ES contract while limiting risk? I'm considering switching from ES to MES tomorrow and wondering if anyone is actually trading it. What are fill times and volume like? Slippage?
Whether volume is ok depends on what kind of volume you are looking for, and at what time of day you are looking. During regular trading hours is slippage, for small orders, usually only 1 or 2 ticks. And orders get filled almost immediately. But the easiest way to get your questions answered is to just give it a try one day and see for yourself.