Saga, your problem with the market order fill is due to TS bad quality of datas... Even on the T§S... I use TS and it happens to me every day. The market got to your exit point, but TS just didn't report it. I also use IB and I can compare the 2 feeds in real time. IB just got a lot more sizes in the DOM and a lot more transactions reported. Conclusion: TS Datas are really crappy
You are right, it really was confusing me and like I said I did not even see it in the Matrix(DOM). Because I do not want to scalp every day I will be moving over to IB because I hear good things and they have a GTC for futures. That is one of the reasons I could not get out of the Wheat trade. I had to manually enter my order in the next session.
The Dow Mini [YM] is a very good place to start. $5 a point, enough activity in the regular session to ensure it's tradeable, free data too.....
Wow, why do you TS guys put up with this crap? I use IB and the data is always good. Sure its aggregate but its ACCURATE. Plus, no GTC order on futures!!??!?! What the F do position traders do?
absolutely right, I know people that make a living trading the mini dow solely. its a great place to start out