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rcfran
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I beg to differ as I trade with a small group of traders everyday doing exactly what you profess to be impossible - scalping the ES for 2 ticks per trade. The key is knowing when to walk away for the day. Make your income and go home...
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I scalp the e-minis everyday and I must correct some statements that you made above. The Globex routing algorithm is first in first out. Additionally, you can get filled on limit orders without price trading through them. As long as the bid or ask moves to your order level, you do have a chance of getting filled. I know this first hand as I experience it on a regular basis...
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How can one get more information on your scalping techniques? Please advise. Thanks.