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Comparing Slippage in Different Futures

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Dallas TX
Posts: 3 since Aug 2017
Thanks: 2 given, 3 received

Comparing Slippage in Different Futures

Hi all. I am trying to determine what futures symbols reliably fill market orders with low 1-2 tick slippage like the ES. Symbols that are appropriate for someone who scalps for 6-10 ticks.

I am working on a strategy in which I want to monitor as many markets as possible for my signals, and I donít know how other futures markets compare to the ES as far as slippage goes. I am only aiming for a max of 10 ticks on most trades, so the slippage on the losses will be crucial.

Watching the L2 data I see that many futures trade with spreads of 1-2 ticks, despite much, much lower volume than the ES, which makes me wonder if they are equally reliable despite the much lower trading volume.

NQ, TF, CL, YM, NG, HO, RB, GC, SI, ZN, ZF, ZB, 6E, 6J, 6B, ZC, ZS. Would these be good markets to scalp on?

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