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Strategies & Market Trends : The Player's Club

SPY 687.57

+0.7%

Dec 10 4:00 PM EST

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To: Gersh Avery who wrote (2185)	12/3/1999 8:36:00 PM
From: Vitas	Read Replies (1) of 11513

I'm wondering if it might make it more realistic to use the first tick of the SI time stamp bar for market orders, instead of waiting until the entire minute goes by and using the average. The CME file posted at the end of the day would be used for fill prices. Vitas

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