Hi, I am wondering what is the average slippage you see when you enter with a stop order with a size of 50 contracts. From the depth profile, I think for ER2 it is about 3 ticks, but I don't know about DAX. Anyone trading with large sizes on ER2... 100 contracts or more at a time? I would love to hear your experience. Thanks.
Bump.... No one over here trades these sizes in the ER market? Or if they do, they are unwilling to share their experience?
Anything over a 5 lot is game for slippage in the Russ, it's a schizo market, watch and see for yourself. Still I will take it over the ES.