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Date/Time: Thu, 13 Feb 2025 23:00:41 +0000

[User Discussion] - massive slippage cause?

[2021-01-04 15:14:26] #1 [Go To First Post]
User820318 - Posts: 40
I am trying to understand why I am getting around 12 pts slippage trading NQ with Interactive Brokers and whether such large slippage is common or is in relation to poor execution at the broker side. These examples are thankfully only paper trades. in the attached screenshot the first few trades attempt to execute 20 contracts at market. 2 contracts get filled at the desired level and the rest 12 pts away with no fills in the 48 ticks in between. The same happens even when I reduce the lot size down to 4 contracts - 1 gets filled at the correct level and then the remaining 3 are filled 12 pts away. Can anyone shed any light on this? http://www.sierrachart.com/image.php?Image=1609773131231.png

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