ER2 and DAX questions

[tradermaji]

Hi,

I am wondering what is the average slippage you see when you enter with a stop order with a size of 50 contracts. From the depth profile, I think for ER2 it is about 3 ticks, but I don't know about DAX.

Anyone trading with large sizes on ER2... 100 contracts or more at a time? I would love to hear your experience.

Thanks.

 

[tradermaji]

Bump....

No one over here trades these sizes in the ER market? Or if they do, they are unwilling to share their experience?

 

[RedDuke]

DAX usually has no slipage between 5-10 contracts, sometimes 20.

 

[dandxg]

Anything over a 5 lot is game for slippage in the Russ, it's a schizo market, watch and see for yourself. Still I will take it over the ES.