Out of curiosity I wonder this: how will the market react differently to these different number of contracts. What would the slippage be like? another question: what percent of prop traders are trading 100, 500, 1000?


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Raider 

Out of curiosity I wonder this: how will the market react differently to these different number of contracts. What would the slippage be like? another question: what percent of prop traders are trading 100, 500, 1000? Sent from my iPhone using nexusfi.com

The difference in slippage depends on how many resting orders are present at the level being traded at that particular point in time.

This should illustrate

Experience with Slippage/Delay on ES S&P 500 as you increase contracts? I just wanted to add a different angle to the question. As well as average size of resting orders in the order book, the other function to keep in mind when trading bigger size is where you are about to buy/sell. In the attached pic the inside offer …