PureBytes Links
Trading Reference Links
|
> Although I'm no guru <g> I do believe that Earls scenario is accurate. The
> unables would be the 2 and 3 lot orders. The stop-limit, MIT, OCO that
> Globex2 is capable of are not currently active. Anyone know how long the
> market shutdown at 10pm CST is going to go on for?
Until the programmer finds another clerk to go to the liquors shop around the
corner to get his night-shift-dose
rgds hans
> Jon
> -----Original Message-----
> From: Dennis Holverstott <dennis@xxxxxxxxxx>
> To: Omega List <omega-list@xxxxxxxxxx>
> Date: Saturday, November 14, 1998 7:08 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
> >
> >
>
|