ES fill price anomaly question

Quote from R. Raskolnikov:

THIS is a different story than I think the OP is talking about. This is BS if you didn't get filled. Did you check the tape to make sure that indeed 400 lots went off? Sometimes the DOM may show that something printed when it did not.

Anyways, this is def something you should ask your broker about.
More...

How can the DOM show a print that never happened?

Anyone know how to check time and sales for IB?
 
Quote from R. Raskolnikov:



1 tick is the spread in ES, rarely will you ever be in the money from the get go unless you happen to limit the low tick, it fills and immediately reverses in your favor.
More...

It does happen rarely, on occasion. :)
 

Attachments

OK, thanks a lot for the replies! I think I may have explained the issue poorly. I will try to reword it.

I use IB. Now say I put a limit buy order in for the es for just 1 contract at 1050.00 even, if the actual price(not bid or ask) on my display it's called last price. NEVER hits 1050.25, I will not get a fill, EVER!! I hope this clarifies my question somewhat.
 
Quote from zx12:

OK, thanks a lot for the replies! I think I may have explained the issue poorly. I will try to reword it.

I use IB. Now say I put a limit buy order in for the es for just 1 contract at 1050.00 even, if the actual price(not bid or ask) on my display it's called last price. NEVER hits 1050.25, I will not get a fill, EVER!! I hope this clarifies my question somewhat.
More...

if es bid price doesnt hit 1049.75 you never fill at 1050.00

does anyone in this site actually trade?
 
Quote from zx12:

OK, thanks a lot for the replies! I think I may have explained the issue poorly. I will try to reword it.

I use IB. Now say I put a limit buy order in for the es for just 1 contract at 1050.00 even, if the actual price(not bid or ask) on my display it's called last price. NEVER hits 1050.25, I will not get a fill, EVER!! I hope this clarifies my question somewhat.
More...

If you are waiting to get filled at 1050.00 limit on a buy, that means price is currently trading ABOVE that level, right? Of course if price never gets DOWN to 1050.25 you will not get filled at 1050.00.

This is obvious, so I guess your question is still a bit unclear (at least to me :) ).
 
How about about NQ & YM?

Does their jumping makes thieir slippage less noticible?

Why not trade the NQ? Doesn't jump as badly as the YM but smaller slippage than the ES.
 
Quote from leela:

How about about NQ & YM?

Does their jumping makes thieir slippage less noticible?

Why not trade the NQ? Doesn't jump as badly as the YM but smaller slippage than the ES.
More...

To me the slippage we've been talking about is really a non-issue, i.e. the "trade-through" requirement for a fill on a limit order. If you're talking about slippage on STOP orders, I think YM is probably worse than ES in terms of # of ticks. Don't know about NQ because I don't trade it.
 
ok, posters, you caught my bad!! I am sorry, the example should have been a SELL at 1050.00 not a buy! I feel so dumb!! But I am use to it by now!!

OK, so the example is. ES, is trading below 1050.00 I put in a sell at 1050.00, I will not get filled unless current price hits 1050.25 ever!! I mean my order will stay out there unfilled forever until & if price rises to 1050.25, current price could be trading at 1050.00 forever. So in effect, I am down 1 tick immediately!!

Very sorry about the confusion & thanks for the patience, guys!!

BTW, not the first time I said buy when I meant sell!! :D
 
You must log in or register to reply here.
Back
Top