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Pardon my ignorance, but can you tell me what 'A/C/E "one second
netting" ' is please.
Adrian
> -----Original Message-----
> From: Stefan Schulz [mailto:prog1@xxxxxxxxxxxxxx]
> Sent: Wednesday, 10 September 2003 3:42 PM
> To: omega-list@xxxxxxxxxx
> Subject: Re: A/C/E "one second netting"
>
>
> Happens on Eurex all the time trading bunds, Eurostoxx or
> SMI. Only in the
> SMI have I seen fills more than 1 point away from chart
> extremes, though,
> probably because it's considerably less liquid than the other two.
>
> I really don't know why people are so full of praise for the Eurex
> platform. Snapshot price reporting AND large spikes on thin
> order books
> with pretty much arbitrary busting by the exchange don't make
> me terribly
> confident. Liffe Connect doesn't seem to have these problems.
>
> Regards,
> Stefan Schulz
> Suaviter Limited
>
> At 13:48 09/09/03 -0400, kaj wrote:
> >I experienced the A/C/E "one second netting" first hand
> today trading
> >bonds (ZBZ3).
>
> >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.
> >
> >
>
>
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