A altias Dec 14, 2006 #1 I would wish to develop an automatic system (market orders). Could you indicate to me please the average slippages met on the various contracts ( Wheat, sobeayns, corn)? Thanks
I would wish to develop an automatic system (market orders). Could you indicate to me please the average slippages met on the various contracts ( Wheat, sobeayns, corn)? Thanks
F FullyArticulate Dec 14, 2006 #2 Quote from altias: Could you indicate to me please the average slippages met on the various contracts ( Wheat, sobeayns, corn)? More... I assume you mean electronic contracts, not pit traded. A slippage of 2 ticks should be realistic unless you're moving huge volume.
Quote from altias: Could you indicate to me please the average slippages met on the various contracts ( Wheat, sobeayns, corn)? More... I assume you mean electronic contracts, not pit traded. A slippage of 2 ticks should be realistic unless you're moving huge volume.
A altias Dec 14, 2006 #3 Yes..electronic contracts... 2 ticks round turn or 2 ticks single side? Is these estimation valid for the Ag. contracts?
Yes..electronic contracts... 2 ticks round turn or 2 ticks single side? Is these estimation valid for the Ag. contracts?
