No and Partial Fills on ES

Discussion in 'Order Execution' started by daxscalper, Jan 8, 2009.

  1. So I just tried to buy 1 ES contract at 897.00. The price hit 3 times and yet I was not filled. Then I tried to sell 1 at 900.00.I got filled but after a very long time.

    Yesterday I could only get partial fills trading 20,10,5 and today 1 contract.

    Is this how it is these days on high volume markets or do I have an issue with my brokers.Please tell me Openecry execution has deteriorated to the point a scalping strategy is no longer viable.


  2. It's like that all the time. Usually the bid or offer has to go 1 tick thru the price you have your order filled. It depends on how long your order was sitting. There's plenty of times I get filled at price of order but not always.
  3. Are you serious? Unless it trades THROUGH your price, as a scalper you should not plan on getting a fill, partial or not, on ANY platform.

    Unless of course you've had your order sitting there for hours.

    You might consider XTrader so you can see PIQ (Place in Queue) which allows you to see how many contracts are ahead of your bid/ask. I use OEC and have no problems with executions (at least none that any broker wouldn't also have).
  4. Im just trying out some of the markets people claim to be able to scalp 100-1000 cars at a time.I have none of these execution problems on the dax.However, its impossible to trade more than 3 cars constantly on the dax and not get slipped.

    Thanks for the replies.