Do you have any advice about entering multiple ES contracts?

So far, I have experience with up to 10 contracts. What could I expect with entering 20, 100, or more contracts?

My signal to enter is real time on the beginning of a minute bar, so, I enter at market with a few ticks of slippage.

I have 2 specific questions:
1) How to get the whole order filled?
2) How to reduce slippage?

These are methods I’ve read about.
• Market – take what you can get, at least you are “in”
• Limit (turn to market if unfilled within X seconds)
• Half at market now, half at market after a fill
• Scaled limit orders

SidewalkAerobics 

Do you have any advice about entering multiple ES contracts? So far, I have experience with up to 10 contracts. What could I expect with entering 20, 100, or more contracts? My signal to enter is real time on the beginning of a minute bar, so, I enter at market with a few ticks of slippage. I have 2 specific questions: 1) How to get the whole order filled? 2) How to reduce slippage? These are methods I’ve read about. • Market – take what you can get, at least you are “in” • Limit (turn to market if unfilled within X seconds) • Half at market now, half at market after a fill • Scaled limit orders

Whenever I see this question I point people to the following thread, hoping it'll serve as an eye-opener

Experience with Slippage/Delay on ES S&P 500 as you increase contracts? Hi folks, I've heard rumors that slippage is a factor as you increase contracts on the S&P 500 Eminis, is there a level where that starts to affect my trades? 50 contracts? 75 contracts? And is there a level where I should start to look into other …

xplorer 

Whenever I see this question I point people to the following thread, hoping it'll serve as an eye-opener Experience with Slippage/Delay on ES S&P 500 as you increase contracts? Hi folks, I've heard rumors that slippage is a factor as you increase contracts on the S&P 500 Eminis, is there a level where that starts to affect my trades? 50 contracts? 75 contracts? And is there a level where I should start to look into other …

Thank you for the re-direct.


I am converting from the Big S&P with a full service broker (phone call ) to the E-mini (automation entry).

The commission is less! But the slippage is different (both positive and negative).

Until I resolve the difference, I am trading a smaller portion of the account.

Any further entry advice, specifically for the E-mini over the big S&P, would be appreciated.