Support Board
Date/Time: Sat, 01 Mar 2025 01:05:43 +0000
Post From: Micro Emini Dow Simulation
| [2019-05-09 09:55:09] |
| Luke - Posts: 142 |
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It is easy to reproduce. Take a look at the MYM in simulation mode outside of regular trading hours. The bid/ask spread will follow the YM (although slightly larger, maybe 4 ticks MYM spread vs 2 tick spread for the YM). But since there is little volume, many times the last traded price will be far above or far below the current spread. If the last trade is above the current bid/ask, simply place a limit buy order above the current spread but below the last traded price (or vice versa if the last traded price is below the current bid/ask, place a limit sell order below the current spread but above the last traded price). The limit order will not get filled, even though it should get filled immediately.
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