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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: SE who wrote (43250)1/10/2001 9:33:38 AM
From: Louis V. Lambrecht  Read Replies (1) | Respond to of 44573
 
Scott - CUBS, TOPS, e.a.
cme.com

New FIX API bypasses the TOPS.



To: SE who wrote (43250)1/10/2001 9:53:18 AM
From: Patrick Slevin  Respond to of 44573
 
Usually with the mini I use Limit orders, pre-entered.

So the TOPS trades were in queue. Therefore, Globex had to report it to TOPS then TOPS to me. So perhaps that is somehow a bit faster on the return trip.

Best guess anyway.



To: SE who wrote (43250)1/10/2001 10:25:33 AM
From: Patrick Slevin  Read Replies (1) | Respond to of 44573
 
The report shows that I got the lower fill after all.

Okay. That works for me. Something similar happened yesterday.

I would not have even known had I not checked the "Closed P/L" statement and wondered why it did not match up to my number.


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