In stock market trading there two kinds of slippage. http://www.contracts-for-difference.com/ One is real and one isn’t. In general, slippage is defined as the difference between a price determined by the trader, and the price that actually occurs on the exchange floor. The term ‘slippage’ makes reference to a failure to meet expectation with regards to the execution of an order. Slippage is represented by the difference between a trader’s estimated transaction costs and the amount really paid due to market conditions or poor execution by the broker or CFD provider.