Hello, bit of a newbie question, I understand market orders are never recommended, but are they really still a risk when it comes to CME? I have not run a C# based strategy absolutely by itself, so this is why I'm asking. Programming in limit orders, and canceling the limit orders in a few seconds if they are not filled might be cumbersome and problematic and require a few weeks of testing to make sure it works. I've been running a market order strategy on an exchange sim account (not computer based sim) with market orders without any problems... so someone throwing out an ultra low ask wouldn't get filled from my order because of the huge liquidity in big volume contracts? I apologize for the dork question... I'm new to automation!