Thank you def taking a big load off my mind. Seemingly my thought was right:
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Any trade takes place either at the bid or at the ask. Speaking strictly it's impossible that a trade is filled at any other price, neither trades between bid and ask nor trades beyond bid/ask can...
It was EURUSD Globex Futures what I watched on my screen when seemingly observing several times category 3 trades (between bid and ask) and a category 4 trade (beyond ask) too if I didn't misinterpret the figures. Such trades, how are they possible.
When a seller get's filled between bid and...
Trading futures with InteractiveBrokers I'm interested in details of MarketDelta.
Following their videos I got the impression they base their studies on two categories:
1. trades at the ask
2. trades at the bid
what seems logical to me.
But when following the TWS screen of my broker...