YM slippage

Discussion in 'Order Execution' started by Razor, May 16, 2007.

  1. Razor

    Razor

    Hi all,

    I know that executions on ES at bid or ask for 50 contracts or more will receive no slippage or very rarely.

    Anyone know the estimated max contract one can hit the YM at market buy or sell (trying to hit bid or ask) without having slippage issues ?

    Cheers :D
     
  2. Razor

    Razor

    bttt
     
  3. Allaces

    Allaces

    5 to 10 depending on action
     
  4. Razor

    Razor

    Wow, that it....bad as the ER. I would imagine 1 tick slippage is max with like 20 cars ?

    Thanks for the response !


     
  5. feb2865

    feb2865

    I trade 8 cars from opening to 11:30 no problem on fills or slippage whatsoever
     
  6. Razor

    Razor

    Thanks !