PureBytes Links
Trading Reference Links
|
...learned something new today.
I experienced the A/C/E "one second netting" first hand today trading
bonds (ZBZ3). Fortunately it only cost me 1 or 2 ticks profit, but
nonetheless it sucks. What A/C/E transmits for price is an apparantly
an incomplete picture. According to this short article, this should no
longer be a problem in November.
http://www.optioninvestor.com/futurescorner/fc_052703_01.asp
I have no affliation with Optioninvestor and don't know anything about
the concern.
I coudn't find any info on one second netting on the CBOT A/C/E pages
(should I be surprised), but I did not look too long. This has already
cost me enough time.
http://www.cbot.com/cbot/www/page/0,1398,21,00.html
Even though I got stopped out at a price that neither my charts nor data
sent out by A/C/E verifies, it makes me wonder if anyone else got
stopped out worse than me. In my case it was only a matter of 1 tick
below print.
|