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Steve2

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Joined: 10/11/2012
Location: Annapolis, MD

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Subject : RE: IB Slippage Data By Order Size and Trade Type
Posted : 9/4/2013 5:56 PM
Post #27019 - In reply to #27018
Fred,

Ok, I misunderstood. If you look at the latest spreadsheet posted in this thread, the first table in the Summary worksheet (Market Before Open) shows the slippage I've gotten using this method for 450 opening trades. It's virtually the same as submitting MOO orders. The one caveat is that I think the slippage you get will vary based on the liquidity of the stocks you are trading. I'm trading pretty liquid stocks (10-bar average volume greater than 1M shares).

Steve
Deleting message 27019 : RE: IB Slippage Data By Order Size and Trade Type


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