Sp Emini Slippage

Originally posted by gjmason
If I have an order to buy 2 eminis at 1025.25 limit (i.e., or better),
and the market touches 1025.25 on the way down, then reverses never looking back for the rest of the day, will i get filled at 1025.25 ? what's the percentage of times I'll get filled, vs not filled, when the market just touches 1025.25 and then reverses up?

Depends on where you are in line. If there are a few trades there it always seems that they are not mine (or yours). Best to figure that you won't be filled and jump in.

Make 'em pretty, Chris
 
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