Current location - Trademark Inquiry Complete Network - Futures platform - Firm futures trading and simulated futures trading
Firm futures trading and simulated futures trading
Almost no difference, slightly different:

1 The handling fee is poor. I don't want to explain this, but I have to bargain.

2 clinch a deal difference, give you an example:

Price batch number

Sell a gear 100.05 300

Buy a gear 100.00 50

Suppose the above is the current pending order situation, and you want to buy it now. In simulated trading, it is absolutely impossible to close the deal by hanging 100 yuan, and it must be hung until it is sold. But in the firm offer, it is possible to clinch a deal by hanging 100 yuan. Understand this truth, the simulation program only recognizes the price, but in the actual transaction, the pending order has always been closed.

There may be a delay. Generally speaking, the response of trading software is still relatively fast. I once encountered a situation in which the price jumped too fast when I placed a pending order, and it was very stupid to stop the loss. When I place an order, there are usually two files left. For example, if I buy the above information, I will hang up 108+00. In this way, the pending orders can be traded quickly, and the final transaction price is still 100.05.

Generally speaking, there is almost no difference between simulation and firm offer in operation, so it is no problem to follow your firm offer.

As we all know, there is a great demand for sugar in the Mid-Autumn Festival, and the market may have reacted early or even stopped responding. Transactions based on this information are unreliable.