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> My experience is that market orders in the emini-SP usually have 0.5
> slippage on each side. On the other hand, my experience with emini-SP
> stop orders is that they usually have no slippage at all.
If I'm not mistaken, a stop order **IS** a market order (actually
a limit order, since Globex doesn't support "real" market
orders), the instant the stop price is hit. Your market order
should be identical to the market order resulting from a stop
being hit.
If you're seeing differences in slippage between your market
orders and your stop orders, it's probably due to the slight lag
between price X trading in the market, price X showing up on your
screen, you hitting the button for your market order, and your
order reaching the market. E-mini prices often move fast, and it
wouldn't take much of a lag to increase your slippage.
Gary
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