Discussion in 'Commodity Futures' started by BPtrader, Feb 1, 2010.
enough is enough!
Let's play honestly, stop stealing from us!
Out of curiosity, how do they front run your orders om CME NYMEX electronically (Globex)?
electronically, some computer program "sees" the order and takes an action before it, that moves the price by a penny or a fraction of a penny.
I used to think I got a fair fill at the bid or ask price (depending whether I was short or long), but they can actually front-run you in a sub-penny way. In other words, you don't even notice it at the bid/ask prices.
I didnt know you could get filled sub penny on CL. I though that was only going on in stock fills. Do you have more info on this?
Do you mean CL futures is not FIFO ?... :eek:
I didn't know that until this morning. I got filled at 73.072. Yes, that's 0.002!
Which software are you using?
you sure your software isnt just showing an average fill price for several entries?
4 @ 73.07 & 1 @73.08 gives you an avg fill price of 73.072
Minimum Fluctuation $0.01per barrel
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