Tuesday, March 6, 2018

#sp500 #daytrading #algo : 8 points

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
3/6/2018 12:12 FUTURE BUY 1 TO CLOSE /ESH8 18-Mar FUTURE 2718.5 2718.5 STP
3/6/2018 11:59 FUTURE SELL -1 TO OPEN /ESH8 18-Mar FUTURE 2719.75 2719.75 LMT
3/6/2018 11:24 FUTURE BUY 1 TO CLOSE /ESH8 18-Mar FUTURE 2713.25 2713.25 MKT
3/6/2018 11:19 FUTURE SELL -1 TO OPEN /ESH8 18-Mar FUTURE 2720.5 2720.5 LMT

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