Signal 53234806 : filled 9/24/10 at 9:59 am EDT. The e-mail that what sent confirming the trade shows a BTO fill at 6287.50. I was filled at 6289. The collective2 website for VT26 shows a real-time auto-trade fill at 6279.80. I don’t understand. The price in that minute has never been there. How come that Collective2 reports a fill below the actual price ? This is a difference of almost 10 points(at 25 euros per point) ? Daniel[LINKSYSTEM_31431635]
Hi, Daniel:
Yes, we’ve gotten several questions about this one. It appears that several people are trading this system using Gen1 autotrading, and they filled a bit slower than people trading Gen3. In this case, the delay in filling turned out to be favorable for them.
As you know, Collective2 displays the average real-life broker fill price in its system results. This is the reason, for this particular fill, the price displayed by C2 doesn’t match your particular fill – because we are averaging across the set of all reported fills. In most cases there is not a large variance in the average price. This one is unusual.
