Limt Orders not executing


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All of the material that I've read online regarding S&P E-mini futures trading has indicated that the liquidity in it makes it so that orders are executed practically immediately - many times under a second - in simulated trades I've found that this is just as said - However, a very different story in live trading

example: current price is $1,861.25 - I set a limit order (only 1 contract) at $1,861.00 - price reaches $1,861.00 sits there for a duration - moves back up to $1,861.25 and down maybe two or three times and yet it never executes

Can anyone please tell me what I'm missing? This doesn't line up with what I've read. Thanks.
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Legendary member
5,963 1,501
The market is a venue for matching buyers and sellers.

A limit order to buy is an order that needs to wait for a market sell order to hit it and complete the transaction.

Limit orders are in a queue. First in, first out.. If there are 2000 bid at a level and you become buyer 2001, then you need 2001 market sell orders to hit that price before you get a fill.

The only 'instant' orders are market orders.

The reason your limit orders get filled instantly is because the simulator you are using is not indicative of real life trading.

Now - before the pedants come along - let's let this concept sink in before we talk about actionable orders vs market orders and queue jumping for certain types of spreads.
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2 0
Thanks for your response Dionysus

I definitely understand the concept of waiting in line - and was even afraid that this would be a response - even being used to this in dealing with regular stocks

I think that I just expected better due the general consensus online where I find a lot of talk about the liquidity/volatility of the S&P E-mini specifically and it's no problem quick fills - that is what specifically drew me to it in the first place -

could it be that it greatly improves at certain times of the day - I thought that its 2-4 pm EST action suits my style - I'm just trying to make sense of what's said about it online
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