I have noticed quite a bit of slip on some of my stops. Today was a great example. I was short on TNA with a stop set at 45.89. The stop got hit and filled at 45.95. The crazy thing is, the data feed didn't even register the trade at that price (Something just doesn't seem right here - see the attached 8:49 fill...)

Anyhoo - I have been using the simulated stop in NT with the volume set to 500 and then fill at market. I am wondering if I should try something else. Any suggestions? Thanks for the help!

DTF,

Definitely don't use a simulated stop if you are trying to avoid slippage!

Check this existing thread:

When a stop loss order is filled beyond limit price I've noticed recently that with Mirus Futures and CL I'm getting some slippage on stop orders. Example: Am short @ 83.20 Stop loss limit order @ 83.30, placed many minutes ahead of when price trades near this level. Market pops (just …

Mike