Is the CME having problems with the e-mini fills, or is this just more bullshit Tradestation is telling me? On two market orders this morning, I received fills between 16 and 27 seconds. I expereinced similar frustrations yesterday. What is upsetting is that I knew I was on the wrong side of the market both times, and tried to get out. I was up over 10 points this morning, and now sit at 3.75.
So far no problems on IB, instant fills. I wish I could say the same for esignal, every pop there prices are delayed.
If I am going to bitch about Tradestation, I may as well give them some credit. After a few e-mails, the President called me and addressed many of my issues. Good customer service to say the least.
It´s Lind-Waldock (A Divison of Refco) as far as futures trading thru TS Securities Inc. is concerned.
I found out fills were good, but Tradestation wasn't getting the fill reports in a timely manner from the CME. I suppose in essence you didn't exactly know your fill price for a while, which could be a problem.
There is something called a fast fill in which time your order is no longer working (and presumed filled). See if your trade software utilizes this fast fill perhaps by chaning some indicator in the order's status information. The fastfill is instant.<P>Sometimes the complete order execution confirmation may be several seconds slow as you describe. Clearly the official execution confirmation is not handled with the same priority as is the order, the order acknowledgement and the fast fill.
Sarasota, If the President of TS calls you back for a followup call, ask him when Automated Strategy trading for futures will be available! His customer service reps have been saying "soon" for over a year now.