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This morning I had a protective sell stop @ 1390.00 in the emini. The
mkt started trading down to it & it was hit @ 10:43 CST. At that time
the SP was trading @ 1391.00. I was filled @ 1386.50!! A slippage of
-350 pts. The SP didn't trade to the 1387.00 level (it never got to the
emini's low of 1385.00 on that move) until 10:46, a full 3minutes later!
It's bad enough I got slipped -350 pts, but what explanation is there
for a full 3 minutes difference between the two contracts? I use BMI
satellite & have consistently tracked the difference between the two
contracts at no more than 5-10 seconds at worst. What's going on here?
Michael
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