Eurex newbie question

Discussion in 'Index Futures' started by TraDaToR, Sep 1, 2010.

  1. TraDaToR



    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.
  2. emg


    what data feed are u using?
  3. At rollover the calendar spreads in fixed income used to get priority, ie queue jump.
    Could this be the issue?
  4. TraDaToR


    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.