New to futures.
I have been trying to figure out my Open-e-Cry futures account statements.
Seems in the Purchase and Sales section, Open-e-Cry does not appear to match the sell and buy orders sequentially as they occured.
Also they always carry over the buy or sell whoes book price was the highest, even if it was the first or second trade of the day.
So if I have a long carried overnight, it carries over the long at the highest price of the day, not the long that was done last.
Anyone else have this problem?
Is this normal practice on the CME?
I am a little amazed exchange rules allow this type of non-sequential P&S match.