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INTERESTING POST ! I just got privatey (name withheld below) - and I answer
to the list, to see if others know different or better :-)
> I was also a 1130 bid ( for 1 ) entered at 9 pm ny time. I was "unable".
it ticked a SINGLE time there - that does not mean anything about the quantity -
but if JOEL says 1 traded - so probably was one ......
Im PRETTY sure the big order was not in at the time - JUST MY best GUESS, so
must have been another guy be in front of you.......could be possible
> I
> was surprised until I saw Joel's post. Do you know how to get time and
> sales on Globex?
ask your broker - NOW
or NEXT day on CMEs web ........but cant see, how that will help you, we know it
traded, we dont know WHO got the fill
> Am I correct in assuming that orders at a price are filled in the sequence placed?
yes
rgds hans
> -----Original Message-----
> From: hans esser <he96@xxxxxxxxxxxxxx>
> To: Joel Geier <jgeier@xxxxxxxxxxxxxxxxxxxx>; omega-list@xxxxxxxxxx
> <omega-list@xxxxxxxxxx>
> Date: Tuesday, November 10, 1998 8:04 AM
> Subject: Re: SP on Globex
>
>
>
> > Just a curiosity, something I have never seen before. I am watching the
> > SP500 on globex at 5 am new york time.
>
> I think you mean 0611 Ny time - thats when that trade happened
>
> > The market just ticked down to its low of the day at 1130 for one trade,
> > and I saw that there was 529 lots on the bid at 1130.
>
> What silly axxx has hit that bid ? <g>
>
> If the bid was there, you could have seen before as it didn't need to tick
> a the price, if that was the best bid at the time
>
> > I guess this is someone manipulating the market to support it at this
> > level. Is this common, it is the first time I have seen a bid or offer
> > on globex greater than 20-30 lots.
>
> You're right, its uncommon for that time - usually GLOBEX gets bigger
> around 0800 NY time......just before bonds open
>
> > Waiting to see of they are still there next time down.
>
> I have seen several times things like this come up and DISAPPEAR <g>
>
> .....whats the chances for such a bid to get filled at that time of day -
> ZERO......
>
> I assume someone tries to push the market, the same happens in other
> markets as well and MOSTLY in electronic markets as its anonymous and
> nobody knows who it was and why.
>
> rgds hans
>
>
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