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Thoughts on liquidity providers for crude futures micro-lots?
I'm looking into expanding my strategies to include micro-lots for crude futures ($CL_F) and wondering if anyone has insights on LPs that offer competitive spreads and reliable execution at that scale, especially concerning rollover periods.
2 comments · 39 points
For CL_F micro-lots, competitive spreads usually mean dealing with larger brokers that aggregate flow. Don't expect prime brokerage treatment. Rollover is often where smaller LPs trip up; check their historical rollover spreads closely.