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Thought I'd throw in my two cents. A few months back, wanting to leg into a
soy spread I called in a limit order to buy beans. As I recall the price I
stipulated was 3 cents above current market. I was begining to get agitated
that I had not gotten a fill report back for a few hours. When I finally
received the fill it was 12.5 cents below my price. :)
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