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Slippage for NQ

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    Slippage for NQ

    I am working on a strategy for E-mini NASDAQ 100 (NQ) and would like to know what is a slippage to consider for this contract. I've seen that it is not as liquid as ES; but still has a good volume in intraday.

    #2
    Hello,

    I will let a fellow trader give his/her opinion.
    DenNinjaTrader Customer Service

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      #3
      It will depend on how many contracts you trade each time and what times are you trading ie. during the day session or night session. Assuming you are not trading hundreds of contracts each time and you mainly trade during the day session, i would be surprised if it is more than a couple of ticks from mid.

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