Keep in mind there is a difference between trade size and ticket size. For example, if I bid 10 lots and 10 different people offer a 1 lot and sell a single contract to me, then the average size of the 10 trades is 1 but the average of the 11 tickets is 1.8.
oh, ok, Because I was wondering, if you see 25 go across, is that one order, or many orders combined all filled at the same price?
The range is very vague. 0-50 is too large for most retail traders. Average of 0-50 is 25. One tick=$312 and if it moves by 10 point, one way or other that is $12,500-- gain or loss. Except for institutional traders, it may be too risky for average individual traders to trade 25 contracts at a time. It will make one millionarie in few months if trade went right, and wipe out everything if trade goes wrong. I suggest you to revise your opinion poll, say 1 contract, 2-5 contracts, 5-10, 10-20, 20-50, 50-100, 100-500, and greater than 500. Just a suggestion
Up to 10 emini S&P contracts per round trip... and I agree with Spark's last post... the poll is all screwed up...
Yesterday I had a trade when I shorted 30 ES contracts - and got execution on 23 tickets. The biggest ticket was for 3 contracts. Tons of 1-contract traders out there. Just a fact.
So if a trader was trading 50 contracts at one time and say their stop loss gets hit and they need to blow out of their trade. How much slippage could you expect by putting a market order in the ES -- .25, .5, a point or more?
hey birgulino on your 23 executions, you said the biggest was for 3 , are you using limits or market . were your fills at different prices?