I had a question regarding the cause of slippage. The way I understand slippage is this: Lets say I am long 1 contract at 1190.00. I place a Limit order to sell at 1200.00 Lets say there are already 1000 contracts with a 1200.00 limit order. Does my order go to the end of the line? So when the ES hits 1200, I have to wait for the 1000 contracts ahead of me to fill and by then the price could be 1201.00? This is an example of slippage working in my favor but the question is still the same. The next part of the question is how do you get to be the front of the line? Is it a broker paying lots of $$$ to be filled first? first come, first serve? Finally, do market orders literally jump the queue and get filled first?