Hi all, I have an 'indecent' question I am looking for the best market that I can buy and sell at the exact same price for 5-6 contracts. I am not trying to make any money off of this. I need to trade a min. # of contracts per month otherwise my broker will charge a set fee. I am thinking about the Eurodollar futures (ED, interest rate not FX futures). One tick is $10 (if I need to get out with 1 tick loss), there's plenty of liquidity and it moves relatively slowly. So basically I am thinking that, I'll wait until best ask size gets much smaller and then buy at that ask price. Hopefully, all of the ask size will be taken at that price and bids at the price I bought will start showing up. Then I'll sell to those bids. I'll reverse this if initially best bid size gets much smaller... Again I am trying to make this as much as risk free as possible and I am definitely not trying to scalp 1-2 ticks. Suggestions welcome... Thanks.