Quote from SethArb:
curious what went on ... in the DEC USD / EUR futures it seems like a bunch of trades went in the opening few minutes below where they should have based on the EFP ( spot - dec spread )
I guess if IDEALPRO was not quoting at first or if the dealers IB is using were not keeping a tight market in first few minutes one could have looked at where FXCM , REFCO , GAIN , OANDA , SAXO
etc market was for spot ...
were trades honored by IB forex pro if executed ?
were DEC futures USD / EUR honored as executed? ( by the way ... I have seen worse than this on openings ... but it can result in "free lunch"
for the alert trader who trades by the rules ...