Tradestation slippage question

Discussion in 'Trading Software' started by endsongs, Aug 28, 2009.

  1. This is a fast question for anyone using tradestation. How much slipage do you usually see for a trade involving a liquid stock ( over 3million shares per day) and a tight bid/ask spread? For example, if you buy a stock with a price of 6.50 per share with B/A of 6.49 and 6.51 what price do you normally receive? I'd like the cases with the stock moving quickly and with the stock just barely moving.
  2. With 1M shares order or 100?
  3. Around 1000 share orders, right now.