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Welcome to the club. Here's what they'll say happened:
"1. Your stop was elected at 12:20:43 and became a market order.
2. It was filled in an expedient fashion, however, due to market conditions
it took 1:26 to fill. Well within the 3 minute rule."
Consider this a cheap lesson. Just wait till they slip you 3 points and
more! This will continue to happen until an electronic trading system
replaces the open outcry. - Doug
-----Original Message-----
From: Richard Davidson <richdavidson@xxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>
Date: Thursday, September 10, 1998 11:02 AM
Subject: Fills good or bad.
>Date 8/12/98 time 12:14:57 Sell 2 spu8 on a stop @108720
>I was filled @ 108700
>
>
>official time and sales from CME
>
> Time Price
>SP 9809 F 121952 108800
>SP 9809 F 122001 108820
>SP 9809 F 122007 108800
>SP 9809 F 122015 108790
>SP 9809 F 122015 108780
>SP 9809 F 122024 108770
>SP 9809 F 122030 108760
>SP 9809 F 122030 108750
>SP 9809 F 122036 108730
>SP 9809 F 122043 108720 Stop Elected
>SP 9809 F 122043 108750 why was I not filled here
>SP 9809 F 122047 108770
>SP 9809 F 122047 108800
>SP 9809 F 122100 108780
>SP 9809 F 122100 108770
>SP 9809 F 122103 108750
>SP 9809 F 122112 108760
>SP 9809 F 122121 108770
>SP 9809 F 122123 108780
>SP 9809 F 122129 108750
>SP 9809 F 122137 108770
>SP 9809 F 122143 108750
>SP 9809 F 122150 108730
>SP 9809 F 122150 108720
>SP 9809 F 122202 108710
>SP 9809 F 122209 108700 My fill the worst
>SP 9809 F 122218 108710
>SP 9809 F 122218 108720
>
>My question is the fill that I got is it a good fill by the CME rules or
>should I fight my broker for a better one. I have already been told that
the
>fill is good and I will not get a better one. I there still uptick and
>downtick rules on fills.
>
>
>Thanks
>
>Rich Davidson
>
>PS remember these prices.
>
>
>
>
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