I thought he was wondering about how many contracts he could do on a market order before slippage became a factor.
You can only buy 30 contracts on the ES at any one time per account. They wanted to protect really dumb rich people from blowing up their account to fast!!!!:eek: :eek: :eek: :eek:
If talking about broker limits then I couldn't tell you but the globex limit is 250. If you glance at T&S on ES you will see 30+ contracts being traded all the time. Perhaps it is just your broker that has a limit.
Did IB charge you $768 round turn on those trades or did you get a nice discount?:eek: Did IB hold you to the $280,000 account intraday margin range on those trades or did they lower your requirement with that volume? :eek: