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what firm did this?
----- Original Message -----
From: Snap . <snapp33@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, November 15, 1999 11:48 AM
Subject: S&P Fill??
> Hello Group,
>
> Wanted to know from experienced folks if the following can occur or not as
> its news to me and can dangerously effect ones results if using limit
> orders.
>
> I used a limit order that clearly went thru the price by 2 ticks in a slow
> paced time at the S&P pit (12:11 EST) and broker says UNABLE!!
>
> If this is true, How can trading systems or methods that are self written
or
> bought be replicated in real time if the rules of the exchanges allow
> vagueness?
>
> I have not heard of errors like this and wanted to see if others have
> witnessed this.
>
> Thanks
> Steve
>
>
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