average slippage

Discussion in 'Ag Futures' started by altias, Dec 14, 2006.

  1. altias

    altias

    I would wish to develop an automatic system (market orders).

    Could you indicate to me please the average slippages met on the various contracts ( Wheat, sobeayns, corn)?

    Thanks
     
  2. I assume you mean electronic contracts, not pit traded. A slippage of 2 ticks should be realistic unless you're moving huge volume.
     
  3. altias

    altias

    Yes..electronic contracts...


    2 ticks round turn or 2 ticks single side?

    Is these estimation valid for the Ag. contracts?