As 'AAA' mentioned, pit traded futures is a whole different game. You need a very experienced broker with good pit positions for good fills. TS offers $14 RT for pit traded commodities, they offer excellent service and clear w/ Refco, one of the largest brokers out there.
It is not a matter of there physical location in the pit, it is a matter of how well liked they are. Sounds unprofessional, yes but they do not call it the pit for nothing.
Position in the pit or how well the broker is liked is not important in this case. We are not talking of a guy who needs to turn 500 tbonds at a time. Anyway, the best solution for him to get good fills will just be to give limit orders.
And if the person holding those limit orders in not liked they will pass him. I was down there for a summer, I know some of the biggest traders down there and also, my cousin is a MM in one of them, I speak to them regularly and this is the case.
Let's say market is 5 bid and he has a limit to buy at 5: in this case they may pass him when 5 trades. But once 5 becomes offered and 4 trades, there is no way he can't be filled at 5. Anyway, when you don't trade size, you are very rarely filled at the bid or at the offer, so, frankly, I don't think it makes a big difference.
If 4 is trading and the trader asks for time and sales which happens all the time, I would think that would create many arguments. IMO, I saw this all the time when I was with Refco.
That can be the case. Let's close all the pits... (and have some nice electronic squeezes in the illiquid markets...)