|
PureBytes Links
Trading Reference Links
|
The spread in the pit at 12:17 was 13even bid 70 even offer. It narrowed to
20 handles and traded there for a while before narrowing further to 10
handles. By comparison the globex market looked positively orderly.
----- Original Message -----
From: "DH" <catapult@xxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxx>
Sent: Thursday, January 04, 2001 13:53
Subject: Re: [Fwd: Re:[RT] Market - OEX astro]
> Hi Ira,
>
> > Who do you think would be the first to go to the E-mini? Probably the
floor
> > traders.
>
> Doesn't matter if I'm already there with my stop order. The floor
> brokers are a day late and a dollar short if they are reacting to the
> news. That's what I love about Globex. It doesn't play favorites. But
> actually, my comment was directed more at the bit about the floor broker
> fumbling with his deck to dig out your order. Not relevant to the
> current discussion. Sounds like fills were still pretty bad (although
> it's not too surprising, I guess) if Rich's order was in the Globex
> system and he took a 15.5 point hit. I was just trying to get a sense of
> how well people got filled as I didn't have an order working then and
> it's good to know these things.
>
> Rich, here is what I'm showing for ticks between when your stop was
> elected and your fill price was touched. This is crummy BMI data so, no
> doubt, it's missing a number of ticks. There were a LOT of trades in
> there so, if I were you, I'd be pressing my broker to make sure they
> aren't queuing your stop orders. It sure looks that way to me.
>
> > I checked with my broker and he tells me
> > that they use the FIX API and the way stops work for globex is they are
> > sitting in a globex order management computer and when the stop is hit
> > it is sent in as a limit with 20 points above or below your price.
>
> That doesn't tell me if it's sitting in a CME computer or a Best
> computer. BIG difference. If you want to be first in a price shock, your
> order needs to already be at the CME.
>
> --
> Dennis
>
> "Date", "Time", "Close", "Volume"
> 01/03/2001, 13:14, 1298.500000, 1
> 01/03/2001, 13:14, 1298.500000, 1
> 01/03/2001, 13:14, 1298.500000, 5
> 01/03/2001, 13:14, 1298.500000, 1
> 01/03/2001, 13:14, 1298.750000, 3
> 01/03/2001, 13:14, 1298.750000, 1
> 01/03/2001, 13:14, 1298.750000, 5
> 01/03/2001, 13:14, 1298.750000, 1
> 01/03/2001, 13:14, 1299.000000, 4
> 01/03/2001, 13:14, 1299.000000, 3
> 01/03/2001, 13:14, 1299.000000, 1
> 01/03/2001, 13:14, 1299.000000, 3
> 01/03/2001, 13:14, 1299.250000, 2
> 01/03/2001, 13:14, 1299.250000, 4
> 01/03/2001, 13:14, 1299.250000, 2
> 01/03/2001, 13:14, 1299.250000, 5
> 01/03/2001, 13:14, 1299.250000, 1
> 01/03/2001, 13:14, 1299.250000, 5
> 01/03/2001, 13:14, 1299.250000, 5
> 01/03/2001, 13:14, 1299.250000, 1
> 01/03/2001, 13:14, 1299.250000, 5
> 01/03/2001, 13:14, 1299.250000, 5
> 01/03/2001, 13:14, 1299.500000, 1
> 01/03/2001, 13:14, 1299.500000, 10
> 01/03/2001, 13:14, 1299.750000, 2
> 01/03/2001, 13:14, 1299.750000, 1
> 01/03/2001, 13:14, 1299.750000, 1
> 01/03/2001, 13:14, 1299.750000, 5
> 01/03/2001, 13:14, 1299.750000, 1
> 01/03/2001, 13:14, 1299.750000, 5
> 01/03/2001, 13:14, 1300.000000, 10
> 01/03/2001, 13:14, 1300.000000, 1
> 01/03/2001, 13:14, 1300.000000, 14
> 01/03/2001, 13:14, 1300.250000, 2
> 01/03/2001, 13:14, 1300.250000, 1
> 01/03/2001, 13:14, 1300.500000, 1
> 01/03/2001, 13:14, 1299.750000, 5
> 01/03/2001, 13:14, 1301.750000, 1
> 01/03/2001, 13:14, 1302.000000, 1
> 01/03/2001, 13:14, 1302.000000, 7
> 01/03/2001, 13:14, 1302.500000, 5
> 01/03/2001, 13:14, 1302.500000, 2
> 01/03/2001, 13:14, 1302.000000, 1
> 01/03/2001, 13:14, 1302.750000, 2
> 01/03/2001, 13:14, 1303.500000, 4
> 01/03/2001, 13:14, 1303.500000, 1
> 01/03/2001, 13:14, 1303.750000, 1
> 01/03/2001, 13:14, 1304.500000, 1
> 01/03/2001, 13:14, 1304.750000, 1
> 01/03/2001, 13:14, 1304.750000, 1
> 01/03/2001, 13:14, 1304.750000, 1
> 01/03/2001, 13:14, 1304.750000, 2
> 01/03/2001, 13:14, 1304.750000, 1
> 01/03/2001, 13:14, 1305.000000, 1
> 01/03/2001, 13:14, 1305.000000, 2
> 01/03/2001, 13:14, 1305.000000, 1
> 01/03/2001, 13:14, 1305.250000, 1
> 01/03/2001, 13:14, 1305.250000, 1
> 01/03/2001, 13:14, 1305.500000, 1
> 01/03/2001, 13:14, 1305.500000, 1
> 01/03/2001, 13:14, 1306.000000, 1
> 01/03/2001, 13:14, 1306.000000, 1
> 01/03/2001, 13:14, 1306.000000, 1
> 01/03/2001, 13:14, 1306.000000, 1
> 01/03/2001, 13:14, 1306.750000, 4
> 01/03/2001, 13:14, 1308.750000, 2
> 01/03/2001, 13:14, 1309.000000, 2
> 01/03/2001, 13:14, 1309.000000, 1
> 01/03/2001, 13:14, 1309.000000, 1
> 01/03/2001, 13:14, 1309.000000, 1
> 01/03/2001, 13:14, 1309.000000, 8
> 01/03/2001, 13:14, 1309.000000, 1
> 01/03/2001, 13:14, 1309.000000, 1
> 01/03/2001, 13:14, 1309.500000, 1
> 01/03/2001, 13:14, 1309.500000, 1
> 01/03/2001, 13:14, 1309.500000, 1
> 01/03/2001, 13:14, 1309.750000, 1
> 01/03/2001, 13:14, 1306.250000, 1
> 01/03/2001, 13:14, 1310.000000, 15
> 01/03/2001, 13:14, 1312.000000, 1
> 01/03/2001, 13:14, 1312.000000, 3
> 01/03/2001, 13:14, 1311.000000, 1
> 01/03/2001, 13:14, 1310.500000, 4
> 01/03/2001, 13:14, 1310.500000, 1
> 01/03/2001, 13:14, 1312.500000, 2
> 01/03/2001, 13:14, 1312.500000, 1
> 01/03/2001, 13:14, 1312.500000, 1
> 01/03/2001, 13:14, 1313.500000, 3
> 01/03/2001, 13:14, 1314.000000, 1
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxx
>
>
>
>
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxx
|