I'm not looking for an exact answer, but curious of any opinion...If Anyone Cares... 10/6/2016 Pound futures dropped heavy quickly. If I bought 100 Contracts at 1.2600, and had an automatic stop at 1.2570, what type of execution would I have been given? (any feedback is welcomed) 1 hour Chart: Tick Chart: That huge move took place within about 1 minute
you have to look at the data tick by tick and time&sale for the quantity. it is better not to trade big transactions on currency futures. there is a shortage of market makers albitrage in futures currency. better to otc trade on(ecn) fxall, hotspot, fastmach, ebs
I couldn't find any major outlier on 10/6/2016 and 6/10/2016. I thought 24 Jun 16 was an extremely violent day. I have seen slippage as much as 10 pips on extremely violent day. you must be very big timer. let's say average target profit for day trading is about $400 per lot. 100 lots --> $40 000 !