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So I'm putting the finishing touches/tweaks on a slippage indicator that shows the relative slippage over the course of the day..
And I'm tooling around on CLK11 and I'm checking out spikes and low and behold....some poor soul, bought a May oil contract at 17:49 on February 23 and he got dinged for 15 ticks in the process......ouch.
Price went from $100.77 to $100.92 with 1 single uptick.
If you're marginal reserve is $5k........that's a 3% slip.....one transaction....
Can you help answer these questions from other members on NexusFi?