Comment on Trading Q&A
commented on
23 Aug 2017, 01:30 PM
Unfortunately it is happening, even I initially questioned myself several times that it can’t be true but now fairly convinced. I have significant experience into Technology and have run Electronic Trading Capital Markets for large global bank. Today only while trading on BEML, FUT the price was at 1800 when I executed the order at market price, the order got executed at 1798.2. I guess BEML is fairly liquid. Could there be a possibility that the internal system while putting the order into exchange is tinkering with the price to prioritize the execution ? Or there is some latency on the price which shows up vs the actual price. If possible I would strongly encourage your testing team or you yourself to try out at your end.