Today C2 filled a market order for the Consensus system
for NQH6 hours after it was tradable and at a much better
price than was available at the open.
Consensus issued the order to sell at market at 17:11 EST.
The NQH6 opened for trading at 18:00 bid at 1684.50 and
C2 filled the order at 20:40 at 1686.50.
C2’s has almost no credibility left! Mathew, you have to fix
these fills. People base their decisions to subscribe based
on the track records you report, which in turn are based on
the fills you report. If you can’t trust the fills, you can’t trust
the track record. If you can’t trust the track records you
can’t trust C2.
No credibility left? My god, you sound like my wife. In any case, there was a software bug with the way orders on electronic futures were scheduled on Sunday nights. I believe the problem has now been fixed so that, going forward, Sunday night fills will be made properly. The incorrect fill on Consensus was also corrected.
