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Scalping with ES, shouldn't I get my fills immediately?
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Scalping with ES, shouldn't I get my fills immediately?

  #1 (permalink)
Gulf Coast Tracy
Pass Christian, MS
 
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Scalping with ES, shouldn't I get my fills immediately?

Almost ready to go live with Mirus, scalping right now with ES simulator only. I heard that you should get your fills (Limit orders) immediately, but I don't. But if I check enforce immediate fills, yes, then i do get better fills. What is realistic?

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  #3 (permalink)
Trading for Fun
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Almost ready to go live with Mirus, scalping right now with ES simulator only. I heard that you should get your fills (Limit orders) immediately, but I don't. But if I check enforce immediate fills, yes, then i do get better fills. What is realistic?

Realistic is that price must trade through your limit price for it to be filled.

Example:

Bid is 1500.00 and you have a limit at 1500.00, it usually must trade to 1499.75 before being filled.

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tracy View Post
Almost ready to go live with Mirus, scalping right now with ES simulator only. I heard that you should get your fills (Limit orders) immediately, but I don't. But if I check enforce immediate fills, yes, then i do get better fills. What is realistic?

If you are talking about NT, from my experience using it in the past and using its simulation, I got pretty reasonable fills that often would match pretty closely the fills I was getting live.

I don't know why you would want a simulator that gives you an instant fill, as this is simply not realistic on an instrument like ES. It depends obviously on when you get the order in, so as a scalper, you will probably be towards the back of the queue.

As r3algood just said, most trades will take 1 tick of heat, meaning that your bid price will usually go offer. So if you want to be sure, then the market must exhaust all orders before you can be sure you would have been filled.

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I was in a trading room using NT simulator and others were trading live. The live traders would get filled but my simulator trade would not. NT's simulator is very conservative by design which is a good thing. I look at it this way, if my trades get filled in simulator mode, there is a pretty good chance the the same trade would be filled live.

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 Vendor: tradevelopers.com 
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I recommend you the following infrastructural
imnot a vendor of any i will list here but we work with this setup and i think is the fastest infrastructure for retail traders to get good fills


Rithmic with vision or other broker using NT7 and a Dedicated server running in Equinix or Aurora datacenters to get faste way to get Milisecond fills.


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The way of Seal by Mark D
Utica NY
 
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Sims is a great place learning

I believe sims is a great place for praticing learing your trading strategy and your way around in NT or any other trading platform before going live. As far as sims vs live fills, Ive seen my live fills get filled better than sims, but it all depends were you are, in front of the line or in back of the line for your fills.

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Trading Apprentice
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I completely agree with Jacka777, firstly you should get hgh results at sim and after go to real. as for filling, during practicing, you can use DOM + tape there you will see how limit orders are filling and which you could be approximately in quaue.

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Don't forget that orders are queued on a FIFO basis on the CME exchanges.
If you are scalping intraday, you are basically very late to the queue, so there will be tons of orders in front of you to be filled before yours is reached. ES is difficult due to this, if you are scalping real fast, try a slightly thinner instrument like NQ or YM. They follow and copy each others and the ES quite well...

Most people talk about a 1tick heat, or that the price has to go through your level: this simply ensures that all orders at your price level are filled including yours as they then automatically pass on to the next level.

Successful people will do what unsuccessful people won't or can't do!
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