Chicago vs New York

[Tin Mervin Yeung <tinyeung@xxxxxxxxxxxxxx>]

Hi, RTs,

In the past, I only traded futures listed in Chicago.  Now, I start to
trade sugar.  I notice that it usually takes less than 3 minutes to get
filled in Chicago (CME or CBOT), but on CSCE in NY, it took more than 10
minutes.  And the fills were bad.  Those fills in Chicago are usually
good.  Why is this possible?  My friend just advised me to avoid the New
York market all together.  Although my sugar trade turns out to a big
winner, I don't feel good to give up so many ticks in order to get out.
(Oh, I end this sentence with a preposition!  Is this not allowed in
Standard English?  )

Mervin