u/E1ite51

Looking for feedback specifically from people trading live accounts (not sim) on:

• ZN (10Y Treasury)
• ZB (30Y Treasury)

When your stop market order gets hit, what kind of slippage do you realistically experience?

I’m especially interested in detailed breakdowns, for example:

• “ZN fills with 0 tick slippage ~75% of the time, 1 tick ~25%.”
• “ZB usually gives me 1 tick, occasional 2+ during fast moves.”
• “0 tick fills are common outside news hours.”

Would appreciate details like:

• Approximate % frequency of:
  • 0 tick slippage
  • 1 tick slippage
  • 2+ tick slippage
• Typical behavior during normal liquidity
• Differences between ZN vs ZB
• Whether contract size/position size affects fills

Extra bonus question:
How fast do your limit orders usually get filled on ZN and ZB?

For example:

• Do you usually get instant fills when joining bid/ask?
• Do you often sit in queue for a while?
• Does ZN fill noticeably slower than ZB?
• How much does order size matter, to start making a difference in slippage? Both for ZB and ZN*

Context:
I have a strategy that’s profitable on paper, and I’m trying to estimate realistic live execution/slippage before deploying it on a real account.

Looking for actual live-trading experiences rather than theoretical answers.