Limit vs Market

Discussion in 'Order Execution' started by Not Today, Mar 23, 2007.

  1. Hi all,

    If one was trading Index futures and wanted to go long, which order would be filled first ? A limit order placed above the market or a at Market order . Which gets preference?

  2. Same time, all electronic.

  3. One line code slower...

    if (OrderPrice >= BidPrice)

    Limit order is a nano second slower.