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S&P Slippage



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Keith:

If it's taking that long for you to get filled, you may want to consider
changing brokers. I may be wrong but there's no reason why you shouldn't get
filled right near or on your price. Otherwise you may want to consider
trading the e-mini contract. My fills on the e-mini happen within 5-7
seconds with immediate notification of the fill.

Sincerely,
John Theo



> Could someone evaluate time and sales for the s&p today and tell me
> their view (good, bad, average) on my fill.  At 9:53 est. ( a good 4
> minutes early) my order was placed and received to buy @ 1457.00 MIT.  I
> was filled @ 1458.  I realize there is slippage w/ every trade but it
> seems to me that according to time and sales there was plenty of time to
> get a better price.  I also understand that legally they have 3 minutes
> to get the trade off.  I just want to know how to evaluate my trades
> through t+s.
>
> Thanks for any response.
> Keith
>