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Date/Time: Tue, 16 Sep 2025 02:16:41 +0000



[User Discussion] - Slippage using IB

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[2020-12-30 21:05:33]
User820318 - Posts: 40
I am testing out using Interactive Brokers with SC. I am using SC Denali data feed with IB integration.

Today I experienced huge slippage on my orders, like 13 points. I will see that part of the order is filled at the correct price but then the remaining part of the order is filled up to 13 points away. Can anyone help explain why this happens and what might be cause. Thankfully this is only paper trading through IB but if this is a reflection of reality then clearly it is not viable.

If there was insufficient liquidity at the level I am trying to trade then I dont understand why parts of the orders are not being filled at the best price, say 1 or 2 ticks away. Instead the orders are filled a huge distance from the desired level.

If anyone can help shed some light on this I'd be very grateful.
[2020-12-30 23:21:37]
User820318 - Posts: 40
Apologies, I did not include the attached image, nor did I specify this was in NQ.
imageCapture.PNG / V - Attached On 2020-12-30 23:21:31 UTC - Size: 187.72 KB - 235 views

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