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I'm constantly worried about choosing right instrument because I'll soon trade volumes (20 cars). So for those who have direct experience for both instrument please share. Which one can handle 20 cars with least slippages?
PS: I'm only joking about "SOON" part. I made $75 out of ES today and so pumped up :-) But that's the plan.
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Keep in mind that 20 cars for gold is quite a bit bigger trade than 20 for Russell. I trade gold and I am usually scaling in, so I don't normally place orders this large (except by accident). I think a market order for 20 for gold during RTH would usually slip around 2 to 5 ticks (a lot of variability). I've seen some pretty nasty spikes though which could slip 20 or 30 ticks.
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