I have had a few problems with S&P futures. I opened a short position on GLOBEX S&P. Today (when globex was closed) I placed an order to buy them at the market. I expected the order to be filled when the pit closed and globex started trading however, I was filled at 1140.5 which must have been the close of the Globex session in the morning.
Let me take a look and see what happened.
The problem was that I had the wrong trading hours for the Globex ‘big S&P’ contract in the Collective2 contract database. I have now fixed the hours and it should trade properly in the future. Thanks for catching this. - Matthew
thanks for sorting it out… btw how do I enter an fx trade ? I have an outstanding order to buy JPYagst EUR not too sure what the “lots” parameter is … is this the number of Yen or Euro ?
