Hi, Ive been trying to find an answer to this for some time and would greatly apprectiate your help. For some time I was paper trading 10 and 30 year T-bills on think or swim with the live feed. I noticed that both these will bounce around a 3 tick price range for some time (30mins to an hour). I was buying and selling 1 tick moves within this bid ask spread. It worked very well. My question is. How hard would it be, filling orders in this scenario. Does anyone have an idea as to whether or not that you could fill orders fast enough for this to be viable, or would you always be in the back of the que? (With ONE contract) I understand the difficulties with the comission, takes and low risk reward ratio. I simply wish to know about how hard it would be filling limit orders in shorter time frames. Your response is appreciated thank you guys.