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Re: TS8 problem with fills for E-mini S&P on 2 min bar



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Sudhir Menon wrote:

>   Now what can be the reason for this ? I was under
> impression that E-mini S&P market is very deep and I
> will almost always get the price I want.

Exactly right ! The market is very deep.

You place your limit order and what do you think ?
You are the only one there with a limit order ? Ever
heard of the depth of the book ? Well, basicaly you
are put in last. So if there are 99 orders at the same
price in the book, you will be number 100.

If there are not other people that want to buy 100
contracts at the same price you will not get filled.
Very normal, nothing to do with TS securities, just
with you who does not understand how it all works :-)

So basicaly your first statement is right. The market
is very deep and you will get the price you want.
But that is on market orders. If you would place a
market order every time you would almost alway's
get filled for the price in the book. Limit orders are
just a different thing.

Welcome to the markets,

greetings

Henri