Brokerage Fees vs. Liquidity for $CL futures
Been trading $CL futures for a while now, mostly day-trading the front month. I'm starting to wonder if I'm overthinking the whole commission structure versus what I'm getting in terms of liquidity and fills. I've been with a few different brokers over the years, and while some offer slightly lower per-contract fees, I sometimes feel like my fills on larger orders (even just 10-20 contracts) are slipping more than they should, or I'm sitting on the book for longer. It's a tricky balance because on the surface, lower fees seem better, but if it means getting less optimal entry/exit prices, it could be costing me more in the long run. Anyone else gone deep on this analysis for commodities futures, specifically crude? Are you finding that paying a slightly higher commission with a broker known for excellent routing/liquidity access actually translates to better net results?