What is Execution Slippage?
Execution slippage is the price differential between an order's requested quotation and the actual fill price confirmed by the exchange or broker matching engine. Slippage intensifies during macroeconomic news releases, thin market liquidity, or when copying orders through lagging desktop middleware.
Mathematical Calculation
Calculates the adverse ticks surrendered between order trigger and exchange fill. Across multiple prop accounts, local CPU freezes or sequential HTTP loops multiply slippage drag across every follower.
Real-World Numerical Simulation
NQ Market Open Slippage Tax Across 15 Accounts
Order Type: Market Buy on 1 NQ contract during the 9:30 AM EST market open.
Intended Price: 20,450.00.
Desktop UI Freeze Fill: 20,451.50 (Adverse shift of 6 ticks / 1.50 index points due to local CPU chart rendering).
Per-Account Penalty: 6 ticks × $5.00 per tick = -$30.00 hidden loss on 1 contract.
15-Account Multiplication: 15 accounts × -$30.00 = -$450.00 lost to slippage on a single click!
~15–35ms Parallel WebSocket Fan-Out (Zero UI Choke)
Instead of running copier loops inside a overloaded desktop charting terminal, LogToLast keeps pre-authenticated WebSocket pipes open and fires orders across all 20+ follower accounts simultaneously via Python's asyncio.gather.
Institutional Comparison Matrix
| Execution Mechanism | Internal Dispatch Latency | Average Slippage (Normal) | 9:30 AM Open Behavior |
|---|---|---|---|
| LogToLast Parallel WebSocket | ~15–35ms (Parallel Fan-Out) | 0 to 1 tick | Concurrent server-side dispatch (Zero UI freeze) |
| Desktop Add-On + Windows VPS | ~65–300ms+ (UI Thread) | 1 to 3 ticks | Chart tick flood chokes CPU and delays followers |
| Legacy EA Timer Polling | ~250–600ms | 2 to 6 ticks | Severe price divergence across slave accounts |
Monitored Prop Firms Applying This Rule
Frequently Asked Questions
Stop Tracking Execution Slippage Manually in Spreadsheets
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