[Freddie]

Maybe I did not explain myself. I enter long the $10 Dow future at say 12500. At 12600 I decide to take half profits so I sell one $5 Dow future. At 12650 my exit signal kicks in so I sell another $5 Dow future.

So I've bought 1 $10 dow future and sold 2 $5 dow futures. Interactive Brokers does not match them so that at the end of the day I've got 1 long $10 dow future and short 2 $5 dow futures. Some brokers balance them at the end of the day from what I've heard so that you would have no outstanding trades left.

I'm looking for a broker that matches these futures. I hope this better explains it.

thx,