Hi. I was wondering if anyone has any insights about which security would fill faster during news releases (on average). I am trying to reduce the amount of slippage when trading news events. I assume FX is more liquid and for the most part has higher bid/ask sizes, I am unsure if that increased liquidity works against me or not. Does having a highly traded security increase slippage during market news compared to a less liquid which might be harder to fill but will react slower? Consider EUR/USD fx and EUR future for example they both react to market news fairly quickly and both have high volumes.