Why are orders not being placed at the correct value? - futures io
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Why are orders not being placed at the correct value?

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Why are orders not being placed at the correct value?

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  #1 (permalink)
new york city
Posts: 1 since May 2021
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  #2 (permalink)
Okotoks, Alberta, Canada
Posts: 1 since Apr 2021
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Little information to go one. This week is contract rollover week for futures. During this week traders can be present on either 06-21 or the 09-21 contract. As the contract approaches the expiry date, there will be fewer traders active creating poor liquidity. This means there will be gaps in the bid ask price which cause more slippage when filling.

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