Recent content by Pantalaimon

Sorry just saw that there is a IB specific forum section. Just reposted this there, so feel free to delete this by now double. Thanks

Hi all, bit stunned atm to say the least. I wasn't able to put on the short position on the Bund Future that I wanted to. Long positions at the same time would however have been possible. On asking I was informed by my third party software and trade execution provider that IB has differing...

Hi all, bit stunned atm to say the least. I wasn't able to put on the short position on the Bund Future that I wanted to. Long positions at the same time would however have been possible. On asking I was informed by my third party software and trade execution provider that IB has differing...

Hi Tessa, thank you very much for that, very interesting indeed :) My initial thinking for looking at US indices along with my main EUREX instruments was their longer trading hours. And as quite often a substantial part of US indices days range is being travelled in the early European session...

https://www.interactivebrokers.com/en/index.php?f=2222&exch=eurex&showcategories=

Oh thats interesting Hadn't realized that the CME does not allow native orders held exchange side That may then indeed be a further contributing factor to the slippage I've been experiencing vs EUREX, which does have native orders, ie my stop loss is resting at the exchange. Anyway it is what is.

Err lol its evening here and been a long day and I'm tired so just forget what I wrote about orders taking time to reach the exchange as my stop loss is sent out as a bracket order so should be there during the trade already... :-)

Hi rb ok I had been thinking if my being in Europe and the time it takes for the order to reach the US exchange might have sthg to do with the slippage. But if thats normal on the MES then so be it. Thanks

Well back again with slippage in the MES... I'm based in Europe and my regular trading vehicle is the ESTOXX 50 where during regular trading hours I trade a 10 contract size, and never have any slippage whatsoever. I'm just trying to find a second correlated market to trade, the ES/MES...

Thanks for the replies everyone. :thumbsup:

Hi all, I trade with Interactivebrokers, and haved noticed several times that trading a one lot MES contract I regularly get slippage even when there is no market data/news coming out etc. Today I had an MES order in the market with a stop loss of 4.5 points. It got executed with a loss of...