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Michael,
You cannot "claim" a fill even if the market trades 1,000 times at your price
but you can certainly claim a fill if it trades through it (assuming as you
stated that there was no "fast market".
However, there can be "bad ticks" reported and these will be corrected by the
floor later. You cannot claim a fill if the trade through is the result of a bad
tick.
If your broker habitually fails to fill your limit order after trading through
it, get another broker.
Manning Stoller
Michael Stewart wrote:
> Say theres no "fast market" and you have a limit order and the market trades
> twice at your figure - would you expect to be filled or would you expect the
> market to trade through your figure?
>
> And if the market trades through your figure and your still not filled what
> would/could you do about it?
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