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Dear Listmembers,
This morning as the market was still closed (day session) I placed the following order:
sell 1 dec BP @ 16580 limit.
After a long waiting, 1 hour later, I got the following execution report: sold 1 dec BP
@ 16570!
Now, the contract opened at 16600, so I expected my fill at that price; I might even be
ready to accept a 16580, as in my order, but with 16570 I am really feeling frustrated.
Might the lower liquidity of the december contract justify this price? Is it normal to
have execution reported so late?
Alberto Torchio
Torino, Italy
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