How many lots are traded per second for the main contract of stock index futures?
Stock index futures? Now the threshold is very high. Difficult to trade, scrapped. Your technique is ordinary. In the past, when stock index futures were normal, dozens of hands went back and forth every day to have an impact. You are dreaming. At that time, the turnover per minute was above 56,000 lots. Your trading volume, not to mention the driving point, is flooded if you don't see it in the system details. Now the minimum number of hands per minute may be 10. You can hardly open a position by doing so. Nothing is right at home.