Russell 2000 E-Mini Slippage

[Russell 2000 E-Mini Slippage]

Most 'complex' orders (anything beyon market,stop,limit) will be synthesised at the broker. If the instrument is thin then this can easily result in slippage. Moral of the story always know how your order is submitted and where it is held

 

How are you finding the Russel apart from this? Is it trading like it did before it moved to ICE?

 

I have to disagree. Volume completely dropped off after the ICE move. To be fair, it's hard to tell if the volume dropped because of the liquidity crunch or the move to ICE, but it's not the beast it once was.

[Russell 2000 E-Mini Slippage]

yea yea, it was an absent minded comment and there was no way to delete it after I hit click. My bad.

[Russell 2000 E-Mini Slippage]

mirus futures, why so you say zenfire has nothing to do with slippage ?

[Russell 2000 E-Mini Slippage]

I used to trade the russell 2K through tradestation (ER2) and after the switch to ICE (TF) the slippage became huge (1-3 ticks) on stop market orders to enter a trade.

 

I switched to Ninjatrader/Zenfire and haven't had any slippage problems since then. Actually, sometimes I have positive slippage (in my favor).

 

Tradestation just dropped the ball on this emini.

[Trade with an Apple?]

Since when is it possible to connect 2 monitors to a macbook pro ? Or do you mean you use the built in monitor as one of the 2 ?

[Trade with an Apple?]

I have run Tradestation on Parallels and it's fine. I would recommend running parallels in full screen mode since running in Coherence mode introduces a tiny bit of a graphics lag.