Big Slippage on ES

Discussion in 'Index Futures' started by EliteTraderNYC, Sep 10, 2015.

  1. I got between 1 and 1.5 points of slippage on ES as a result of my stoploss activating at the same time as a large 1000s order. First time something like this has happened - and probably due to recent market vol.
     
  2. rmorse

    rmorse Sponsor

    What time of day was that?
     
  3. about 3:58 pm yesterday
     
  4. The volatility this morning at around 6am est was just spectacular.
     
  5. Banjo

    Banjo

  6. Also, the spreads on the open the past week or two have been nuts.
     
    Handle123 likes this.
  7. emg

    emg


    doesn't matter if u had a bad filled, u will lose.


    More than 90% of small traders lose! They just lose!
     
  8. rb7

    rb7

    Volatility yesterday just before 16h EST was super high. But 1 and 1.5 points slippage is huge.
     

  9. Still have the 500 ES target from years ago? Gotta say, you've been taking a little heat on that one since you never have an uncle point.
     
  10. Which proves that small traders lose! They just lose!
     
    #10     Sep 10, 2015
    MarkBrown likes this.