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Old 09-30-2006, 03:19 PM
Lopen Lopen is offline
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Slippage in Futures?

I would like to know if there is any slippage when trading the emini index futures. Also can anyone recommend a good emini broker? Thank you

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Old 01-29-2007, 03:54 AM
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Re: Slippage in Futures?

no such thing as slippage, what you are experiancing is called market movement if you are using market orders to enter or exit a trade.

if you go to sell a 5 lot of YM at the market and there are only 3 buyers at the best bid, you're pushing the price lower on yourself to the next best bid, which is 1 tick lower. If you want to avoid this "slippage" use limit orders, you may not get filled on your whole order mind you.

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Old 01-29-2007, 06:09 AM
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Re: Slippage in Futures?

slippage or spread is 1 tick and sometimes 2 ticks in fast markets for ES, NQ, and ER2, but YM not really sure.

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Old 03-04-2007, 11:29 AM
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Re: Slippage in Futures?

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I would like to know if there is any slippage when trading the emini index futures. Also can anyone recommend a good emini broker? Thank you
Yes, I get slippage once and awhile trading YM..usually 1 tick at most. The cost of doing business.

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Old 03-22-2007, 01:33 PM
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Re: Slippage in Futures?

Big time slippage on the e-mini Russell ER2, especially when trading over 10 cars at a clip.

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Old 05-07-2007, 03:33 PM
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Re: Slippage in Futures?

A good e-mini broker, would be Infinity and their DOM.

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Old 05-07-2007, 04:07 PM
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Re: Slippage in Futures?

The amount of slippage depends on how many contracts you are trading and what markets.

As for brokers, here's my suggestions - http://www.traderslaboratory.com/for...ware-1589.html

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Old 09-09-2007, 09:49 PM
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Re: Slippage in Futures?

in order to avoid this "slippage" use limit order?

i use limit order but always got 1 tick slippage...

and i trade 1 contract

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Old 09-09-2007, 11:36 PM
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Re: Slippage in Futures?

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in order to avoid this "slippage" use limit order?

i use limit order but always got 1 tick slippage...

and i trade 1 contract
What contract(s) hanz?

And explain the slippage being received on a limit order. Provide an actual trade so we can see what happened.

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Old 10-25-2007, 06:22 AM
wiseguy wiseguy is offline
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Re: Slippage in Futures?

Every now and then i see a sizeable transaction shown by time&sales. Even though it was larger than what was in the order book, price barely moved an inch. anyone know why?

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