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Perhaps Globex terminals have all or none option but LeoWeb doesn't. I
routinely get split fills back on market E-Mini orders, some at same price
and some at different prices - generally within a tick of the best price.
Earl
-----Original Message-----
From: Dennis Holverstott <dennis@xxxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>
Date: Saturday, November 14, 1998 5:07 PM
Subject: Re: SP on Globex
>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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