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At 09:08 PM 3/7/98 -0800, you wrote:
>I am interested in how people that trade the S and P on a stop entry are
>getting filled.
>My system uses a stop entry with a fixed stop loss exit and fixed limit
>profit objective exit.
>This post is not intended to discuss the merits of a trading system, only
>getting filled on an order.
>
<remainder deleted-dg>
I daytrade the S&P using 3 min charts; I always use MIT orders.
A member of our Users Group talked about using LEO. Says his normal fills
are an unbelievable 5 seconds; worse case, 15 seconds.
It's my understanding that LEO can't handle market orders on the MINI,
because of the electronic
trading feature (I suppose the computers need a firm price).
Dave
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