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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.
I get the same:
split fills on my limit buy/sell
different prices on my MARKET buy/sell
so thats NO "AON" there - wouldnt make ANY sense to me anyway......If Im
bidding for 5 and get 2 at the low of the move - Im HAPPY for 2
rgds hans
> 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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