Hi, everyone. This question has puzzled me for a long time and still not got an answer. Hope it can be solved in this thread. Many daytrading methods are sensitive to TICK. If there was ONE price for ONE thing, I could feel much better. However, the world is not perfect. I have traded QM (e-mini crude oil). The price and bid ask size for QM and CL are not IDENTICAL. Although the difference is small, it is still costing for daytraders. This is where my concern grows. My concern can come down to the following quesitons 1. I found that open auction and electronic for the same products have different symbols. For example,10 Year U.S. Treasury Notes, TY and ZN. My question is TY and ZN have the same price all the time?(i.e. are they the same thing?) 2. When both TY and ZN are being traded (7:20am - 2:00pm), the quotes and bid ask size under the symbol ZN via trading platform ( I use IB TWS) are the quotes and bid ask size for ZN only OR for both TY and ZN. 3. when trading emini, the above questions are of no importance. However, for example, the emini S & P and normal S & P do not share the same price all the time, just like what happens for QM and CL. How to handle this problem? Any suggestions and comments are highly appreciated. Thanks in advance.