very few gaps. even if there are, it is narrow. If you like gaps, trade copper or oil futures from China's INE Exchange. It is wide and plenty.
Nice dishes, I didn't know what Mirepoix is. We call the others Sofrito y Rehogado. Very similar names. Italians and Portuguese are around the corner.
Would anyone be interested in a project. You know how you can only trade the timeseries you are given. Some timeseries just are more profitable not just the path length but the growth rate of the extrema (see the dec move in nasdaq for example 10% with dense tradeable ticks in seconds-these are very profitable). I will be frank with you, I'm aiming at the first 6months of 2020 (covid hoax) but suggest we start with what we can actually do. I have the algorithms for non-trivial masses and expect to have to spend money. Please let me know if you would like to coordinate offline.