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首先,为此笔交易的损失感到很遗憾。
以下是英文邮件,以及相关的翻译:
尊敬的客户,
感谢您的询问。经过仔细的检查后关于11月30号的账户交易记录,这笔交易(订单编号04-21847)是笔正确的交易
以下是EUR/USD的1分钟图表,在11月30号美东8:00价格突然上涨,但是我们的报价历史数据库显示在这1分钟内有不少“倒挂”的情况发生。所谓“倒挂”是指当卖出价高于买入价时。这种情况会导致延迟或者终止交易直到报价回到正确的状态。你的TTO订单(上价1.335)的确是触发了但当它到达目的银行时你的订单不再能执行,原因就是在于“倒挂”的报价。请注意TTO订单不是limit订单而是市价单。我们也在网站上说明了市价单同样会与其他市价单进行竞争,尤其是在快速波动行情下,即使你的订单在很短时间内传输到目的银行,但报价变动的速度更快。你的订单处理得没问题,最后成交的价格也是最后成交时的市场价格。作为交易员,您面临的选择要么是避开这样的环境,或者谨慎行事以及对交易策略的调整。
Dear Client(姓名):
Thank you for your inquiry. After careful review of you account activities on 11/30/11, the trade in question (Order ID 04-21847) was a good trade.
The 1 minute EUR/USD chart below, on 11/30/11 at around 8:00 AM EST shows a sudden spike in prices, however our quotes data base indicates that there were a few instances of crossed quotes during that one minute. A crossed quote is when the bid is higher than the ask price. This condition delays, or halts executions until the quote returns to proper configuration. Your TTO order working with upper limit at 1.335 did trigger and as it reached the destination your order was no longer marketable, which in this case was due to bad or crossed quotes. Please keep in mind that TTO order is not a limit order but “once the market trades at either price, a market order is sent.” We do indicate in our website that a market order competes with other incoming market orders and especially in fast market conditions as your order is being sent to the destination in fractions of a second, the quotes are changing even quicker (http://www.mbtrading.com/ordertypes.aspx).Your order was handled appropriately and got filled at the market price of the time. As a trader, your options are to avoid these environments, or to proceed with caution knowing the possibilities and factor them into your strategy.
[ 本帖最后由 fxdream 于 2011-12-5 00:22 编辑 ] |
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