Wrong Fill Price

C2
1

Hi Matthew,



We have a whole bunch of transactions at wrong fill prices this morning - BTO 150 TSO, BTO 125 COP, SSHORT 250 MVK, BTO 175 CCJ. If you can fix these, as well as take a look at why this is continually happening, I would appreciate it - we get at least 1 of these every other day.



Thanks Matthew.



Rahim

2

Hi Matthew,



As a quick update, I took a few minutes and looked at the bid ask spread for each of the mentioned transactions above at the fill time, and none none of them at any point had a bid or ask close to the C2 stated fill price, and none actually traded at those prices either. Hopefully that helps you troubleshoot what is going on. If you could correct them manually for now, that would be great.



Thanks Matthew.



Rahim

3

I think what’s happening is that the C2 database is using the wrong market-opening time for some of these symbols. If C2 tries to fill a trade before the markets really open, the quote feeds display “bizarre” bid/asks to let human beings know that these are not “real” prices. Alas, C2 doesn’t know these prices are bizarre. I intend to get to the bottom of this ASAP. - MK

4

Hi Matthew,



Thanks for the update. All of the trades that had these funky fills are now closed - any chance you could take a minute and correct the fill prices on the closed trades so they are not affecting the stats?



Thanks Matthew.



Rahim