How Much Stop Slippage is Typical?

Discussion in 'Commodity Futures' started by bettles, Mar 8, 2008.

  1. I think you misunderstood. I literally meant 50 cents in one second.
     
    #11     Mar 12, 2008
  2. nolajy

    nolajy

    show me on a chart .. tick where oil moved 50 cents in one second? only time is on wednesdays at 10:30 eastern eia report.. i think you are misunderstood?
     
    #12     Mar 12, 2008
  3. Ive seen what this fellow is talking about, and it wasn't on WED.
     
    #13     Mar 13, 2008
  4. Personally, I've used hundreds of stop market orders on the QM mini, and get next to no slippage 98% of the time.
     
    #14     Mar 13, 2008
  5. This I agree with too. Stop Limits have been by-passed many times for me, and your left sitting there with a limit order.

    If you leave a big enough buffer though - this might solve it, but even still I wouldn't trust it.
     
    #15     Mar 13, 2008
  6. Sadly I don't have a tick chart for it. I trade OTC power and just happend to glance at crude on webice. With webice you can see the entire depth of the book, no matter how many orders.

    I remember the offers had really really thinned out because they had been lifted so quickly.

    I'm positive it happend because I even looked at the T&S with a co-worker of mine. The trade was transacted as an outright and not a spread.
     
    #16     Mar 13, 2008
  7. Right you are!...I did, in fact, read that as 1 minute :D
     
    #17     Mar 14, 2008