Order of execution in e-minis

Discussion in 'Index Futures' started by TexTrader, Jan 28, 2004.

  1. I wanted to know how are the orders queued at a given price on globex.
    Is it by time stamp or size. Is it first in first out.
     
  2. I believe it's first in first out, so by time.

    -Fast
     
  3. Sashe

    Sashe

    I wish it was by size
     
  4. ggg

    ggg

    Why is that? You know there's guys out there slinging 100+ lots, right? Seems like that'd be less fair to the little guys.
     
  5. the way it should be.
     
  6. And small lots took preference :D

    -Fast
     
  7. Ebo

    Ebo

    GLOBEX merely matches buyers and sellers by price first then by time.