average slippage

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

  1. 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)?

  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


    Yes..electronic contracts...

    2 ticks round turn or 2 ticks single side?

    Is these estimation valid for the Ag. contracts?