Trying to use spread box

Discussion in 'Order Execution' started by avihrvz, Apr 3, 2013.

  1. avihrvz



    I am trying to use spread box , and i find it very difficult to fill all 4 legs at once , even though i am trading with a very high volume index(European ) like SPX , RUT , it seems to have opportunity when i make the order to mid price , but it never fills even if i willing to pay a little more. I am very curios to know if anyone ever bump into those problems and overcome them or if anyone that uses box spread can give me advises of how to use it .

    thanks ,

  2. 1245


    What is spread box? What platform is that on?
  3. i only had a few successful trades for box spreads... usually u can't fill all 4 legs at 1 time, but u could try to pread out the order separately, but quickly (eg saved orders first) or use 2 different platform.

    Its unlikely the market makers will fill ur spread box in 1 order, becos tat will mean they lose while u gain. Never gonna happen. And if it does, the b/a spread goes wider, hence ur mid price is just an assumption