I'm talking about bid/ask scalping and the 10min. late fills are from buying bid and selling ask cos there are 200 contr. in front of me. But, I know people do it today and will do it tomorrow. The thing is that I canât find anything in the net about this, nor at any book that I've read or in any forum discussions.
use seach button to look for scalp I got this thread http://www.elitetrader.com/vb/showthread.php?s=&threadid=68098&perpage=6&pagenumber=1