Another large slippage in my real OEC account vs the average C2 fill for VT26.
Average C2 fill
10/1/10 10:00 BUY XGZ0 at 6265.21
53446733 2010-10-01 14:00:58 XGZ0 Buy at 6279.5
So there were 14.29 points of slippage in the entry.
What has caused my to fill to be so different from the C2 average of autotraders?