FutSlippage - Futures Slippage
Identifies the slippage setting for futures. Apart from the bid/ask spread, there may also be need for percentage adjustments due to slippage. Slippage can result from either not getting the trade in at the desired time, or by fast-moving markets changing the price prior to a security purchase. By entering a slippage percent, each price (purchase and sale) is adjusted by the percentage amount. For example, a slippage of 2% on a 5.00 stock would make the stock price 5.10 on the buy side and 4.90 on the sell side.
The slippage is configured on the Trade Amounts tab of the Trade Settings.