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Re: All Electronic All the Time



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> As far as trading the  E-mini verses
> the S&P doesn't compare at 10 to 1

That's 5 to 1.

> and minimum tick differences.

Who cares? The tick is a dime on the big and a quarter on the mini.
These days the b/a spread is often a half or more so the minimum tick is
irrelevant to me.

Slippage.... this year, on the mini, with a retail electronic broker,
I've averaged about 1 tick each side (2 ticks/RT) for mostly market
orders with a few stops and limits. That's comparing the price TS says I
should have gotten with the actual fill. I've actually averaged positive
slippage (better than TS) for the last month. The fast execution and
reduced slippage on market orders makes the extra commish well worth it
to me.

-- 
  Dennis