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Slippage and spread?

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In futures, spread simply means the distance/difference in ticks between where you can buy and where you can sell.

As you say, round trip cost is fixed in futures. The fact that - in most markets, most of the time - the spread is zero (you can say either zero ticks or 1 tick depending on how you look at it) is thanks to these products being highly liquid. However during a data release liquidity dries up so usually the spread widens in a fashion not dissimilar to Forex. For instance if you watch 6E 30-15 seconds before NFP data comes out, the spread can widen significantly. Occasionally you will see the spread widen considerably on CL before EIA release.

As for the slippage question I don't have an answer I am 100% sure about.

Ok, so lets say that we have an extreme condition and there is a 30 tick spread, If I had to drop an order somewhere in between that spread and be a lone minion with a single contract just sitting in the middle of nowhere, does that mean it will get lifted at that price by the imminent rampage?

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