In futures trading, one execution order gets two dif prices?

thx ray

question: how likely is it that futures markets and prices of
CL GC NQ can not be filled INSTANTANEOUSLY in terms of
1 to 5 lots?

 

How different were they? "Normal slippage" different or "WTF why didn't this fill" different?

 

@Vertex

sorry it took so long.

the dif was about 6 tics

the explanations were many

MY REMAINING QUESTION WAS:

WHY WOULD....

one click order to two dif brokers by
two dif signal providers, WITHIN
USA ITSELF....

CAUSE SUCH DISPARITY IN FILLS....?