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Houston TX
Legendary Market Wizard
Experience: Advanced
Platform: TT Stellar & Tradestation
Broker: Primarily Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals, U308 and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,059 since Dec 2013
Thanks Given: 4,410
Thanks Received: 10,226
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CME bitcoin is one of those CME markets where you can often get a fill inside the bid/ask, in fact I would say almost always if your trading any of the deferred contracts. I know this doesn't help with software like NT and Tradestation, where it's buy at market or limit only, but if your click trading (or using more advanced algo's like TT's ADL) try entering orders inside bid/ask and see what happens.
"the smooth price movement without gaps" issue with many of the CME Micro and eMini's is really an illusion rather than a real issue. Just because the mini product doesn't trade tick for tick with the full size, doesn't mean the liquidity/quote wasn't there to trade. Maybe not BTC specific (I trade a lot more energy than crypto) but CL trades half a million contracts a day, while QM only trades 10k/day. Prompt QM is always 1 tick wide though whether its trading at every price level that CL does or not.
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