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GEN.: Executions



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Futures real traders,

I've been trading stocks for a few years but only recently started trading
futures. I have some general questions since I'm not familiar with the
procedures. It seems that I always get executed exactly at the high price
and get stopped out at the bottom. mainly on market orders, I would always
get executed at a point above the price where I put in the market orders.
Do not get me wrong I am profitable but I think I could do so much better
if I had decent executions. I do not get my fill reports till ten or
fifteen minutes later, therefore I never know if I go screwed or not.

This question is mainly for ex-floor traders. What prevents a brokerage
firm from keeping the difference between your execution price and what they
actually report back ?

Commissions and the slippage are holding me back. Any suggestions ? Any
brokerage firms I should take a look at that give decent fills ?

I hope I made my self clear.

Thank you,

Shay Horowitz                  shay@xxxxxxxxxx
Zeus Investments, LLC.       Daily stock picks for active traders     
13918 E. Mississippi Ave.    http://www.zeus-holdings.com/
Suite 245                    
Aurora, CO 80012