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Hello all,
I'm wondering if any of you have had experience with fills of 20-30 S&P
e-mini contracts during regular trading hours. Using market orders how much
slippage should I expect?
I'm also considering moving to the full S&P contract based on my question
above. Can anyone please share their experiences with the transition from
electronic fills via GLOBEX to fills from the pit. What is the typical
turnaround time for fills in the full S&P contract. I realize that it
varies by broker, but any opinions will be a valuable data point from which
I can base a decision.
Many thanks in advance for your replies.
Regards,
Ernest
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