strange fill

我是谁

I  have had a lot of strange fills.
here is one:

from level II I can see: there are SDS 4000 shares asking   $33.59 and  5000  shares bidding $33.57; my bidding order is $33.55 sitting there, it got filled.   But I did not see any changes of those  5000  shares bidding $33.57 orders or 4000 shares asking   $33.59 orders
Does anybody know how this is happening?

padme

可能性太多了，那5000可能是all or none的order, 就是说，要么一下子5000全执行，要么就都不执行，不可以分几次执行的。

还有一种可能性是那5000在另外一个交易地点，和你的broker替你报的交易地点不一样。而如果正好有卖单和你同一个地点，那么就是另外一个还没来得及转过来，你的就先执行了。

当然还有第三种可能就是那5000是别人打的骗单。IB里面就可以选择不管你的单子实际是多少股，你可以选择显示多少股的选项，就是hiden的单子。我自己没有用过但是MM们肯定有用这种单子的。

NZX

他们八成都设的ALL OR NONE.

我是谁

他们八成都设的ALL OR NONE.
NZX 发表于 2010-6-23 16:59

    i thought you can not see all or none orders.   once i set all or none order, i did not see my own shares of order added up from my IB.  But m aybe you are right

ranchgirl

"my bidding order is $33.55 sitting there, it got filled. "

Your broker's employee sold those shares to you free of commission

These things happened quite often, since they see your order before the market sees it.

我是谁

"my bidding order is $33.55 sitting there, it got filled. "

Your broker's employee sold those sha ...
ranchgirl 发表于 2010-6-23 17:11

    aahh makes sense    thx

我是谁

"my bidding order is $33.55 sitting there, it got filled. "

Your broker's employee sold those sha ...
ranchgirl 发表于 2010-6-23 17:11

    wait a minutes,  since my bidding price  $33.55 is lower than others$33.57,  they should sell to others to get higher price,  right?

ranchgirl

wait a minutes,  since my bidding price  $33.55 is lower than others$33.57,  they should s ...
我是谁 发表于 2010-6-23 17:15

They only can buy/sell shares from the broker's client for commission free, not from other people.

我是谁

They only can buy/sell shares from the broker's client for commission free.
ranchgirl 发表于 2010-6-23 17:21

    oh,  thx a lot.   i did not know that.  Your answer really makes sense.  i owe you 30  will pay you 5 each time i see your post

ranchgirl

Never mind. I don't need those fake money. Of course, if I can use them to buy real stocks, then it would be a different story.

zeebra

order larger chunk next time.

我是谁

Never mind. I don't need those fake money. Of course, if I can use them to buy real stocks, then it  ...
ranchgirl 发表于 2010-6-23 17:28

    haha
you never know
maybe  one day cobra made this HUTong really big and famous and go to IPO,  you can buy shares with HuTong money!!!

我是谁

order larger chunk next time.
zeebra 发表于 2010-6-23 17:33

    i always nibble,