What do you mean? You get fills on ticks. IE get filled on the ES at 985.25 or 985.50, etc. I have been filled at odd amounts at times inside the bid/ask, though. IE, 985.31 or something weird like that. Not sure why that is, but I'll take it.
Unless you are trading multiple lots, and get an "average price"...which I stongly doubt, you can not get filled between the spread in ES. You either buy on the BID, or take the OFFER, please explain how you can get filled between 933.75 and 934, this is gonna be a good one!
The ES trades in tick increments of 0.25 so a fill at 985.31 is not possible. Either your broker is doing something very odd or you are not understanding the fill reports.
First off, while I make no claims of being an expert or all-knowing or infallable, I am not a newbie nor wish to get drawn into a typical pissing match here at ET. And so I won't. I merely pointed out that at times I would see odd fill prices in my DOM - prices that do NOT include, nor should they display there in the DOM, commission. For example, if I see a fill (cost basis) for 1 contract at 900 in the DOM and exit at 902 exactly the DOM will reflect a price of $100 for the two points. Of course, the P/L report will show the profit on the position being $100 minus commish as it should. (I tend to run 4-6 contracts normally.) I simply said I've seen quirky fills in my DOM before and it has nothing to do with commission or fees being added into the display there as others might suggest, and even in those cases, the P/L report adds up correctly. FWIW I have never heard of a DOM that adds in the commission price to your cost basis displayed in an active trade. And that's all I'm going to say on this subject.
At least defend what you wrote, you are posting like a newbie, or someone that does not have control over his own P & L. If you are trading multiple contracts, your P&L is displaying an "average price". You can break down the actual executions if you knew how to view the trade manager. I am not interested in debating this either, ES trades in .25 increments, simple. good trading! surdo
Not to debade, but, as example, NinjaTrader platform MAY be settuped by that way, that PnL in "dom" will be displayed with commisions already. a.k.a. I enter long, price go up 1 tick, and PnL shows me not 12,5 usd, but 9,05 usd (as my comm fee is 3). But ye again, al kind of "orders" still must be writen an 00/25/50/75 format in any "orders\executions list" anyway. my 0.02.
Does anyone know how much OEC charges per round turn for US Financial Futures? Don't see it on their website. Thanks.