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


To: TFF who wrote (7175)10/23/1998 8:29:00 PM
From: SE  Respond to of 44573
 
irby,

I believe it does provide some improvement. The fact is the electronic is quicker. However, I don't have much hard data to back that up. Only once did I enter an order to buy a mini and a large at the exact same time. The mini was filled .25 better than the large....not very much difference on that trade. However at the time the market was slowing down so that may have impacted that one trade. I do know that the mini quotes are sometimes up to 15 seconds faster than the large. Obviously that is in a fast market, but normally there is a slight delay in the quotes. From the order side you certainly have to take into account that the open outcry method will provide slower fills...sometimes in your favor sometimes against you.

-Scott



To: TFF who wrote (7175)10/23/1998 10:00:00 PM
From: Patrick Slevin  Read Replies (1) | Respond to of 44573
 
<Does the E-Mini's electronic order entry provide for quicker/better fills >

I don't know. This week was the only time I ever tried to trade them, and even so it was only twice.

I know Scott has traded it but I don't know anyone who trades it a lot.....or at all, for that matter, other than Scott.