Eurex newbie question

TraDaToR

TraDaToR

Hello,

I just tried trading the Stoxx for the first time this afternoon and noticed that when I join a 500 lot bid for example, there was sometimes 1000 or 2000 lots printed at the bid before I am filled.

What is that? Block trades( these sizes are huge )? I thought stoxx was plain FIFO.

Thanks a lot.
 
Quote from TraDaToR:

Hello,

I just tried trading the Stoxx for the first time this afternoon and noticed that when I join a 500 lot bid for example, there was sometimes 1000 or 2000 lots printed at the bid before I am filled.

What is that? Block trades( these sizes are huge )? I thought stoxx was plain FIFO.

Thanks a lot.
More...

what data feed are u using?
 
I use CTS T4.

Is it the same on equity indexes? Calendar spreads get priority during rollover? I can't even trade them with T4. I thought there were no exchange listed calendar spreads on eurex.
 
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