If I place an order to buy one emini contract at ask plus one tick, will it get filled at ask plus one tick, or will it be executed at the best price, which would be the current ask price? I want to be sure to get "in", and in a fast moving, neurotic market like the Russell emini, I don't want to get left behind. I have heard that the Globex will fill it at the latest ask even if I am one tick higher. Am I correct?
Fills at limit price or better (if pos). So if you are limit buy, ask is better than ask+1, so you will fill @ ask.