TF Stop with IB

G

Gonz

Recently i started to trade TF again (1 lot) and I place a stop loss. When the stop loss triggered, it executed 6 ticks above my stop loss price.

So my questions are:

1. Is TF (Russell 2000) such a thin market?
2. Where does IB held their stop loss order? in server-client or client-side?
3. Is this a broker issue or does it happen to broker like Tradestation too?
 
Back in the days when TF was ER2 in CME it was the thinnest of the 4 main US index futures, but still liquid enough, with the transition to ICE the instrument lost a great deal of the volume it had. I stopped trading it for that reason.

However, if your stop was triggered during a major news event, you could witness significant slippage even on the super liquid ES, making such slippage on TF totally normal.
 
Quote from Lord.Maushi:

Back in the days when TF was ER2 in CME it was the thinnest of the 4 main US index futures, but still liquid enough, with the transition to ICE the instrument lost a great deal of the volume it had. I stopped trading it for that reason.

However, if your stop was triggered during a major news event, you could witness significant slippage even on the super liquid ES, making such slippage on TF totally normal.
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Thank you for sharing your experiences. But there wasn't any major news (yesterday, 17 May 2013) and the price is within day range, i.e. no high / low breakout.

May i ask which brokerage you are trading with?
 
Don't know what you are talking about. I regularly trade the TF during regular session. My stops don't slip much or at all. Even after hours. I use IB
 
Quote from lwlee:

Don't know what you are talking about. I regularly trade the TF during regular session. My stops don't slip much or at all. Even after hours. I use IB
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Do you know if the stop is held in server-side or client-side? Thanks.
 
Quote from spd:

Ive never had 6 ticks of slippage trading the TF, not during boring or volatile markets.
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I have the log as evidence. If the stop is held on the client-side, then I would understand as my internet connection is pretty bad. If the stop is held on the server-side, then I really wonder why.

Do you think will IB give me a reason on why there is such lousy fill if i submit the log to them?
 
Quote from Gonz:

I have the log as evidence. If the stop is held on the client-side, then I would understand as my internet connection is pretty bad. If the stop is held on the server-side, then I really wonder why.

Do you think will IB give me a reason on why there is such lousy fill if i submit the log to them?
More...

If you have the log you should at least be able to get an answer from IB. I dont trade with them so I cant speak as to where resting orders are held, if I had to guess it would be server side though.
 
Stop-limit is supported at the exchange.

Stop are simulated by IB.

I always use stop-limit. Might be ur cause.


Quote from Gonz:

Do you know if the stop is held in server-side or client-side? Thanks.
More...
 
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