ionone wrote: Fri Apr 22, 2022 11:33 pm Hi

I have a question for those that trade on a real account with big lots (>50)
I'd like to know if there is a lot that usually doesn't get filled, because the volume is too big.

I remember Linda Raschke saying that all her orders get filled in a few ms (on indices). If she is filled quickly, and I suppose she trades high lots (as she is a very profitable trader) then there should not be a problem
but I think there is a limit though. Like trading 1000 lots won't get filled I'm quite sure
but does anyone has an idea which lot is harder to get filled ?

thanks

Jeff

ionone wrote: Fri Apr 22, 2022 11:33 pm Hi

I have a question for those that trade on a real account with big lots (>50)
I'd like to know if there is a lot that usually doesn't get filled, because the volume is too big.

I remember Linda Raschke saying that all her orders get filled in a few ms (on indices). If she is filled quickly, and I suppose she trades high lots (as she is a very profitable trader) then there should not be a problem
but I think there is a limit though. Like trading 1000 lots won't get filled I'm quite sure
but does anyone has an idea which lot is harder to get filled ?

thanks

Jeff

Ogee wrote: Sat Apr 23, 2022 12:06 am I don't trade at 50 lot size myself but have seen it done and yes you can get filled instantly in a reasonably liquid market. But you would not put in a order for 1000 lots, if you tried it you would move the market outside your price so you yourself would cause yourself not to get filled. What you would do instead is build up a position of 1000 lots - 50 lots at time. You can see this at support and resistance levels when price bounces on repeat touches, someone is reloading buy or sell orders at a particular price to steadily build up a large position.

ionone wrote: Sat Apr 23, 2022 4:32 pm yeah that's what I thought. and maybe dividing the lots in smaller chunks and opening them apart every X minutes or so...