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How is the slippage when trading FDAX live?
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How is the slippage when trading FDAX live?

  #1 (permalink)
Trading Apprentice
oakley, CA
 
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How is the slippage when trading FDAX live?

Im mainly a CL and TF trader. But i recently started trading FDAX and i like it alot. But there has been many times where I have had slippage of 3 ticks on SIM. Are the fills on FDAX live as bad as they are on SIM?

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  #2 (permalink)
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  #3 (permalink)
Market Wizard
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tradingishard View Post
Im mainly a CL and TF trader. But i recently started trading FDAX and i like it alot. But there has been many times where I have had slippage of 3 ticks on SIM. Are the fills on FDAX live as bad as they are on SIM?

If you trade a single contract, the SIM slippage that you have found is normal during non-data times.
Last Friday e.g. around the NFPs slippage could easily be multiples of that.

When you look at the FDAX realtime DOM during normal periods of the day you will find that the closest levels
often only show 1 contract - so already trading 2 or more contracts would drive your fills into worse levels.
Besides, on many days more than 50% of the FDAX ticks are single contracts - which often signals that HFT
systems are "pinging" the market just to find out if they can trigger bid or ask reactions.

P.S.: The answer assumes market or stop buy/sell orders. With limit orders you simply will not get a fill in many situations.


Last edited by choke35; November 10th, 2015 at 05:53 PM.
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  #4 (permalink)
Trading for Fun
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Its little off - topic but becouse spread at most of the time is 2 point's on Eurex it is only instrument in the world where CFD are better then Futures.On most cfd platform's all cost's take less then 1 point (spread and fee )...On eurex with fast market you can get even 5 or more points slippage so cost's (fee + slippage ) are little high.

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  #5 (permalink)
Market Wizard
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Tommip View Post
Its little off - topic but becouse spread at most of the time is 2 point's on Eurex it is only instrument in the world where CFD are better then Futures.On most cfd platform's all cost's take less then 1 point (spread and fee )...On eurex with fast market you can get even 5 or more points slippage so cost's (fee + slippage ) are little high.

That's a common misperception. If you can monitor the real spread of your CFD dealer vs the FDAX you will find
that the announced spread is peanuts compared with the difference between the CFD price and the price of the
underlying at the same time as soon as there's a little volatility.

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  #6 (permalink)
Trading for Fun
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choke35 View Post
If you can monitor the real spread of your CFD dealer vs the FDAX you will find
that the announced spread is peanuts compared with the difference between the CFD price and the price of the
underlying at the same time as soon as there's a little volatility.


It depend of CFD provider.Many of them got ALWAYS spread of 1 point - regardless of volatility.

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  #7 (permalink)
Market Wizard
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Tommip View Post
It depend of CFD provider.Many of them got ALWAYS spread of 1 point - regardless of volatility.

Think you never compared the real spread that you pay with the bid/ask that you are shown ...
The meat is the difference between your CFD price and the price that it should have if it follows the underlying correctly.

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  #8 (permalink)
Trading for Fun
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choke35 View Post
should have if it follows the underlying correctly.

This is the key point - ,,if''.Most of CFD provider's got DAX futures based cfd ... but they only say that it is based on futures.Most of them got some synthetic product,a mix of index and futures.Result is better cost's ...but what we really trade ?.No one know.The real one based on futures (which have City Index and GFI some time ago) have 4 points spread so it is average for every CFD based on futures - futures spread 1/2 tick's + commission of CFD provider add another 2 points=4 points.In this point you have right - REAL futures based cfd got 4 point's spread.
Anyway,its still a good choice for these who want to trade FDAX but not more then one futures per side.

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Trading Apprentice
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is there anything that trades like FDAX with less slippage? I trade CL and TF daily, but I've been loving the volatility of FDAX when I trade it on replay and SIM and I would love to trade something with the volatility of the FDAX, but with less slippage

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  #10 (permalink)
Trading for Fun
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YM .In points there is Hang Seng and Bovespa.But slippage will be similar as on Dax

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