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OEX fills



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When the OEX has a large number of orders hit all at once during the trading
day (as opposed to market open or close) how are they filled? Is order size
taken into account? I know certain triggers can start a flood of orders and
I always seem to get my two to five lot orders filled worse than my friends
trading larger lots especially when I'm trading a strike with high open
interest.

Just curious

John Manasco