Futures have fixed lot sizes in my exchange, but cash do not. When I am spread trading the cash - future pair, what should I do if I am unable to get enough fill on the cash side.
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$\begingroup$ Depends on how you get into the spot. $\endgroup$ – LazyCat Dec 1 '14 at 1:32
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$\begingroup$ I am identifying a profitable spread buy or spread sell, then checking if enough quantity is present for my target prices on both legs, and firing the trades. Of course, many times, I might not actually get a fill, and this happens especially on the cash leg. My question is, what would be a good way to minimize my damage once I get a partial fill. $\endgroup$ – Chani Dec 1 '14 at 5:52
