slippage - futures trading

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The difference between the expected price of a trade, and the price the trade actually executes at.
Slippage often occurs during periods of higher volatility, when market orders are used, and also when large orders are executed when there may not be enough interest at the desired price level to maintain the expected price of trade.

Created by  sam028 , July 5th, 2010 at 11:00 AM
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