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Earl wrote:
> If the book at 1130 bid was 10
> contracts (1, 4, 2, 3 in order of receipt) and there were only 3 available
> at the ask (1, 2), I would expect that the 1 would be filled, the 4 would
> get a partial of 2, and the 2 and 3 would go unfilled. Am I missing
> something important here?
Hmmmmm... good question. I'm not sure about the big SP but I think the
mini is all or none. So the 1 and the 2 would get filled but the 4 and 3
wouldn't. Maybe one of our globex gurus can enlighten us.
--
Dennis
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