The difference between the price a trader expects to be filled at, and the price...
It's the experience of not getting filled at (or even very close to…) your expected price when you place a market order or stop loss. This can happen because either: market price is simply moving too fast, the market is not liquid or you're talking to an unmotivated broker.
Thinly traded options have a wider Bid-Ask spread than heavily traded options. Therefore, you have to "give" more in order to execute a trade in thinly traded options; less in heavily traded ones. This "give" is what we refer to as slippage. The OptionVue slippage model is a sophisticated formula that takes into account the volume of your prospective trade in relation to the average daily volume in the option. You can choose four different degrees of slippage; large, moderate, small or none. Adjustments should be made base on your trading experience.
The difference between the target price you might expect and the actual, executed price.
The translocation of a ribosome along a short noncoding nucleotide sequence between the stop codon of one gene and the start codon of a second gene.
Slippage - A situation when Stop the warrant is executed at more worse rate, than it was ordered at its exhibition to the broker. Such phenomenon occurs during the time of prompt changing market. For example, it can occur after the release of important fundamental data, while well-known politicians make a speech. To execute the warrant at the set rate looks not possible obviously if the quotation overcomes the set level sharp jump. The size slippage can vary from one point up to several tens points. Frequently slippage takes place at opening trade on Sunday in the evening when opening rates differ from closing rates.
The difference between the price stated in your order & the price at which you are filled. Slippage can occur in stop orders & MIT orders, but not price or stop-limit orders.
The extent to which a fill deviates (negatively) from the level at which the order was entered. For example, in the case of a stop sell order triggered at 9438 which got filled at 9435, the slippage would be 3 ticks (or the equivalent cash amount).
The difference between the number of rooms in a contracted room block and the number of rooms that were actually used.
The difference in price between what the computer signal indicates and the actual price that gets executed on the trading platform. For example: if the computer signals a "buy" at a price of 1.3200 and the trading platform actually executes the "buy" at 1.3202, there would be 2 pips of "slippage" or difference between the signal price and actual execution price.
An unfavorable price movement in a security's price between the time an order to sell is placed and the time that order is filled.
The difference in price between what is expected to pay or receive when buying or selling and what is actually paid or received. For example, if an purchase order is entered with an expectation of 12 and is executed at 12.5, then the slippage is 0.50
When the project starts running over-time or over-budget, then slippage occurs. It is the variance between the planned and actual cost or schedule.
The difference between expected transaction costs and actual transaction costs.
The distance an automobile slides after the driver brakes to come to an immediate stop.
The difference between estimated and actual transaction costs. The difference is usually comprised of commissions and price differences.
Refers to the negative (or depreciating) pip value between where a stop loss order becomes a market order and where that market order may be filled.
The price difference between where an order is placed, and where it is actually filled. Can occur in extremely volatile markets.
the amount of slack or float time used up by the current activity due to a delayed start or increased duration.
This is what happens when the buy-out company starts to eat up more cash than expected.
A situation when Stop -order is carried out at more worst Forex rate, than it has been reserved at its exhibiting to the broker. Such phenomenon meets during quickly varying market. For example, it can occur after an output of the important fundamental data, during performances of known politicians. To execute the order at the set Forex rate it is not obviously possible, if the quotation overcomes the set level sharp jump. The size of slippage can vary from one item up to several tens items. Often slippage takes place at opening Forex market trading on Sunday in the evening when rates of opening differ from rates of closing.
The amount of time task has been delay ed from its original baseline plan. The slippage is the difference between the scheduled start or finish date for a task and the baseline start or finish date. Slippage can occur when a baseline plan is set and the actual dates subsequently entered for tasks are later than the baseline dates or the actual duration s are longer than the baseline plan duration [D01858] MSP98 The amount of slack or float time used up by the current activity due to a delay ed start. If an activity without float is delay ed, the entire project will slip. [D01859] WST PMST
Relates to stop losses and is the difference between where the stop loss level is and where the order was actually filled. If the stop loss order is to sell £5 of FTSE 100 at 4,150 and is actually filled at 4,148 then the 2 points is slippage. Slippage is normally not a problem in normal markets but in very volatile ones it can be expected. Stop Loss Guide
The difference between estimated transaction costs and actual transaction costs. The difference is usually composed of revisions to price difference or spread and commission costs.
The difference between actual transaction costs and estimated transaction costs
Relates to stop losses and is the difference between where the stop loss level is and where the order was actually filled. If the stop loss order is to sell 1000 Vodafone at £1.20 but the fill is actually at £1.19 then the 1p difference is referred to as negative slippage. Slippage is normally not a problem in normal markets but in very volatile ones it can be expected. Slippage is further discussed in detail in the LearnMoney section on Spread Betting - Click Here
Difference in points between the order price and the price the order is filled at.
Commisions, losing of the spread, and unfaviurable price movements in a stock's price between the time the order is placed and when it is filled.
With regards to futures contracts as well as other financial instruments, slippage is the difference between estimated transaction costs and the amount actually paid. Brokers may not always be effective enough at executing orders. Market-impacted, liquidity, and frictional costs may also contribute.