help explaining Dukascopy failed fills | Currency Futures


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help explaining Dukascopy failed fills

  #12 (permalink)

cologne, europe
 
Trading Experience: Intermediate
Platform: jforex, ninjatrader, t4-trader
Broker/Data: dukascopy, ninjatrader/cqg
Favorite Futures: fairly traded ones
 
CFuture's Avatar
 
Posts: 219 since Mar 2011
Thanks: 317 given, 186 received

As far as i know they match orders below 100k within their system and above may but not must match the order with a liquidity provider.

These fx liquidity providers grant themselves the "last look" function what means they have 500ms to decide if they want the order in their books... Could be a reason to not accept a trade.

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