Is it possible to scalp rbob with its low volume and not get slippage ? If so which broker and platform do you use ?

I've been looking at RBOB Gas futures. The order book is very thin and price whips around a lot. Seems like the CME/NYMEX could price this market in 1/10's of a penny instead of 1/100's of a penny.

Anyone trading this?

If you start looking at RB you may also want to take a look at RB-BZ, RB-CL and RB-HO which are all related.