I usually concentrate on the eurusd/6E fx/futures, after settling on a setup tried a few sim/demo scalp trades in NinjaTrader using Market orders which lead to some unsatisfactory results because of the B/A spread remembered TBonds and noting the tick value is 2.5 times the 6E and the commi- ssion is almost half, thought TBs may offer a better alternative so I did some trades using Buy/Sell Bid Buy/Sell Ask needless to say ? I got filled, actually the price did move in my direction so that bit was realistic, but I wonder: How realistic is it to expect B/S Bid B/S Ask fills ? currently the daily volume of the TBs and 6E is similar, but the B/A volume is very different - see attached - left Dom - TBs right BE - 6E snapped at 1:50 am PST What entry order type/s do you use ? What exit order type/s do you use ? - what works what doesn't ? Do you scalp for a lot/many single profitable ticks ?