Quote from Brandonf:
Well I will put in the caveat here that I have not daytraded the Emini's since mid 2003. At that time I was doing a managed program (which I closed due to my own poor performance when the drawdown hit 12.5%), I was trading 100/150 contracts at a time. My slippage then was purhaps a quarter point more than it was when I had been trading 10 contracts. So, since the market is more liquid now, I would think you would have an even easier time than I did in terms of executions.
