Hi! How come I cannot find anything on order execution in the futures market? Isn't it as important as it is in the equities market? Isn't there some sort of direct market access like the equities market? Does anyone have experience with the order execution in Ninjatrader brokerage?
To answer the 1st question, since there are no dark pools or managed routes or internalization in futures, all your orders should be sent to the exchange.
Maybe this will help: https://optimusfutures.com/tradeblog/archives/what-happens-when-you-place-a-futures-trade