is it possible to cut in line on the bid/ask que

Discussion in 'Index Futures' started by chewbacca, Jul 6, 2007.

  1. I am only aware of calendar spreads as having this priority. Intermarket/interproduct spreads really shouldn't have this advantage, imo. I am not certain that this isn't the case though. Calendar spread orders always take priority in the queue over other orders. This is part of what makes roll-over week very tricky especially in less liquid products like YM, ER2, FDAX, EMD, etc
     
    #51     Jul 12, 2007