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Date/Time: Wed, 02 Jul 2025 02:27:46 +0000



Post From: CME Slippage

[2020-10-26 14:37:45]
User363234 - Posts: 4
Today, I had two trades which suffered extreme slippage on NQZ20 CME futures.

I want to know what can be done about this.

The slippage was for 20 ticks and 10 ticks within half hour of trading.

The conditions are nowhere near as volatile as extreme scenarios.

Additionally, my orders are always sent as one (with limit, stop and stop-market orders) so that is clearly not the issue.

Mostly, I am just surprised how large the slippage is for 4 lot trades and would love to know your suggestions on how to resolve this.
Date Time Of Last Edit: 2020-10-26 14:53:31
attachmentTradeActivityLog_extreme_slippage.txt - Attached On 2020-10-26 14:53:25 UTC - Size: 13.29 KB - 323 views
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