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Dumbfounded! Just how are you going to know that any move is your fill?
Quiet times are relative and hard to define as well.
Regards,
Brent
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> From: Renate Muldowney <mailbox@xxxxxxxxxx>
> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
> Subject: Re: Rollover: liquidity
> Date: Tuesday, June 23, 1998 10:53 AM
>
> Liquidity is considered there when the market doesn't move more than a
tick
> or so
> during quiet times to give you a fill.
>
> Regards
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