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Slippage/Partial fills question


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  #1 (permalink)
 JS12 
NY
 
Experience: Intermediate
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For all you guys that are large contract traders, what is the most contracts you can trade on the 6E and the CL where you can expect to get safely filled without getting partial fills and large slippage?

Thank you.


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  #3 (permalink)
 JS12 
NY
 
Experience: Intermediate
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Trading: ES, 6E
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Anyone?


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  #4 (permalink)
 rani 
Prague, Czech Republic
 
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What do you consider a large amount of contracts?


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  #5 (permalink)
 JS12 
NY
 
Experience: Intermediate
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Rani,

Probably 15-20 contracts.

Thanks.


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  #6 (permalink)
 capsmart 
Kos, Greece
 
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For the 6E under normal conditions (when London and/or Us is open) is not a problem.


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  #7 (permalink)
 JS12 
NY
 
Experience: Intermediate
Platform: Ninja
Trading: ES, 6E
Posts: 63 since Dec 2010
Thanks Given: 39
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Thanks capsmart.

What is the most you would go on CL?


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  #8 (permalink)
 capsmart 
Kos, Greece
 
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I am not trading CL so I cannot say. Concerning the 6E I do not trade so large lots but I have seen larger orders passing in front of me without affecting price.


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  #9 (permalink)
 rani 
Prague, Czech Republic
 
Experience: Advanced
Platform: AgenaTrader, Track'nTrade
Broker: DeCarley/OEC, IBKR, IQFeed
Trading: futures, options
Posts: 180 since Sep 2010
Thanks Given: 66
Thanks Received: 84

CL is liquid enough for 15 - 20 contracts. You'll get the same slippage for those as for 2 contracts.


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Last Updated on February 14, 2012


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