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Rob227

Registered: Feb 2010
Posts: 179

07-16-12 12:15 AM

Can someone briefly explain how limit orders are filled on the ES? Do they fill in sequence or is there some other order to it that would make it more difficult to have a limit order filled?

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oldtime

Registered: Jun 2011
Posts: 7384

07-16-12 12:19 AM

Quote from Rob227:

Can someone briefly explain how limit orders are filled on the ES? Do they fill in sequence or is there some other order to it that would make it more difficult to have a limit order filled?

yes , they are filled in the order submitted. That is the beauty of ES. They cant fill JPM until they fill your little one lot if you got there first in line (even by a nano second.)

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