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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures
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To: SE who wrote (41831)12/6/2000 6:05:28 PM
From: OX  Read Replies (1) of 44573
 
ok tx, I'll see if I can go back that far on ES/SP

but I do remember that day well, as I was short SPY at the time. heard it on CNBC ever so slightly, and punched the submit button even faster. was lucky to get filled before the avalanche. but I recall that the fills afterwards were way, way out there. and how I was thankful I didn't hesitate.

>>30 points or 40 points higher than the large

wow, now *that's* slippage :-)

scary indeed.
will have to rethink this futures stuff ;-)
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