Besides there being low volume at obvious times during intraday trading, can you please state how many contracts you execute at one time before noticing any major unacceptable fills. For example... Member 1... I trade YM and even at 100 contracts, I still relatively get good fills. or Member 2... I trade ES, I start to get unacceptable fills most of the time when I trade over 20 contracts.
yes, using market order... we all know what a good fill and an unacceptable order would be. Consider what the average fill has been in the past and incorporate that in your judgement.