1 point slippage on ES!!

Discussion in 'Index Futures' started by ZEAK, Sep 28, 2010.

  1. ZEAK


    Had a sell stop sitting at 1139.25 and at the open, I get filled to find a full point lower!! Never have I had slippage this bad. Is this normal, or should I question IB??

  2. LeeD


    Look at the trade data. It looks like at the open there was a gap down. If others had stops placed just above yours, these would have wiped out any remaining liquidity at favorable levels.

    It doesn't hurt enquiring with IB anyway.
  3. Blotto


    See also...simulated stops held on IBs servers not at the exchange.
  4. flip


  5. Talk about stops. I use IB and I know they are simulated. Never placed near obvious resistence/support. Always seem to be the last trade before the market reverses. Bad luck or a fix?