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In my experience, it's like any other liquid market. If the market is
moving fast, I get some slippage. But in a relatively calm market, I get
filled at the bid or ask.
Kent
----- Original Message -----
From: "MT" <mtzianos@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Sunday, November 03, 2002 5:51 AM
Subject: Re: Strategies testing. Datafeeds differ a lot
Kent Rollins wrote:
>
> The S&P e-mini is unfriendly to market orders? Since when?
>
> Kent
>
My experience is that market orders in the emini-SP usually have 0.5
slippage on each side. On the other hand, my experience with emini-SP
stop orders is that they usually have no slippage at all.
Let me know if your experience says otherwise ...
Regards, MT
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