Hello, 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.
At rollover the calendar spreads in fixed income used to get priority, ie queue jump. Could this be the issue?
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.