Recent Content by Deen

  1. How does CME do Pro-Rata in the Spread but do FIFO in the Outright?

    Ahh yes, exactly what I was saying... Original question still stands. How do they do FIFO in the Legs and Pro-Rata in the Spreads :)
    Post by: Deen, Jul 24, 2018 in forum: Order Execution

  2. How does CME do Pro-Rata in the Spread but do FIFO in the Outright?

    Yes, you run the risk of one side being open if you generate implides. Unless its the exchange itself generating the implied orders for you. if...
    Post by: Deen, Jul 24, 2018 in forum: Order Execution

  3. How does CME do Pro-Rata in the Spread but do FIFO in the Outright?

    Hi Robert, Thats where Implied orders come in. Implied orders allow a resting order in the spread book to create orders in the leg books and look...
    Post by: Deen, Jul 24, 2018 in forum: Order Execution

  4. How does CME do Pro-Rata in the Spread but do FIFO in the Outright?

    I have dropped them an email. Thanks :)
    Post by: Deen, Jul 24, 2018 in forum: Order Execution

  5. How does CME do Pro-Rata in the Spread but do FIFO in the Outright?

    Thanks for the response guys. I'm not sure I have access to CME helpline, so I'm stuck looking for answers here and other forums (if i find any)...
    Post by: Deen, Jul 24, 2018 in forum: Order Execution

  6. How does CME do Pro-Rata in the Spread but do FIFO in the Outright?

    Hi Robert, What you said would in fact be the case if the legs and spreads are different symbols and they execute independently. However, I'm...
    Post by: Deen, Jul 23, 2018 in forum: Order Execution

  7. How does CME do Pro-Rata in the Spread but do FIFO in the Outright?

    They do place the implides below the native orders in the spreads and also the outrights. The problem then occours with implied in. When the...
    Post by: Deen, Jul 23, 2018 in forum: Order Execution

  8. How does CME do Pro-Rata in the Spread but do FIFO in the Outright?

    Hi All, I'm new here and here to get an answer the the question in subject. Please help me out I'm looking at the AUS/USD futures in CME and...
    Thread by: Deen, Jul 23, 2018, 24 replies, in forum: Order Execution