How does trade size get reported?

Discussion in 'Order Execution' started by Asada, Apr 14, 2008.

  1. Asada

    Asada

    Assuming globex FIFO rules:

    Trader 1 sells 10 contracts at the bid
    Those 10 contracts are bought by traders 2, 3, 4, 5, and 6. They each had buy limits for 2 contracts.

    What prints on time and sales? A succession of 5 2-contract trades, or a single 10-contract trade?

    It seems like it would be the first scenario, since 5 trades did in fact take place. But if this were true, then the only time a large trade would print on time and sales is when a large buyer and large seller happened to meet at the front of their respective queues... right?
     
  2. jbob

    jbob

    Yes, five 2-contract trades would be seen.

    Yes on your second point too. Large prints would only be seen if the counterparty also had a large order in place
     
  3. xyannix

    xyannix

    You can place an order called "all or none" and that will only get executed against an order the same size or larger.