y'all, Does anyone trade the continuous FX futures contracts on CME? The liquidity seems very good but I was wondering what the fills were like to trade upto 50 contracts tho on average I would expect about 20 or so.. Does anyone know? Cheers, Splat
Splat - I like the EC. Depending on when you are trading, getting 50 filled would not be an issue. Other times you may have to be willing to give it 2-4 ticks.