globex or pit traded

Discussion in 'Index Futures' started by gparkis, Dec 5, 2006.

  1. Assuming that you can scalp 1500 ES contracts (not for as tick but a few points) without more than a tick slippage maximum, how many SP (big SPX open outcry) can one trade in the same trade? How deep is the open outcry contract? Thanks.
     
    #11     Jan 2, 2007