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In a message dated 5/26/00 10:04:23 PM Pacific Daylight Time,
R.Bianchi@xxxxxxxxx writes:
> If the S&P500 was an electronically traded market, you would not have this
> problem and you would have been filled BEFORE those locals buying at
> 1379.50.
Only one small problem in this case: the low on that move in the Emini was
1379.75....1379.50 on the Big Spoos. Clearly 1379.60 , 1379.50, whatever
does not get filled in the Emini.
Bill Wynne
TradeWynne@xxxxxxxxxxxxxxx
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