Index spread trading legging risk

moksha99

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Hi
I am currently trying ( TT Autospreader simulator) to see if I can Arbitrage Index futures between the CME Globex traded 1x Big S&P 500 SPM11 against 5 x Small S7P ESM11

Even if I manage to get low commissions and high speed ( arcade access)

The biggest risk I see is Legging and partial fill..... can wipe out the tiny profits just liek that

Has anybody experienced this? using TT or any other tools like CQG etc

Also searching for short term arcade in USA to connect to CME using Global futures.com

email [email protected]
Thanks in advance
 
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