Yesterday I had a trade when I shorted 30 ES contracts - and got execution on 23 tickets. The biggest ticket was for 3 contracts. Tons of 1-contract traders out there.
Just a fact.
So when trading 30 contracts at one time and your stop loss gets hit and you need to blow out of your trade how much slippage could you expect by putting in an order in the ES -- .25, .5, a point or more?
