Recent Content by avatar-ds

  1. Will Russia invade Ukraine

    RSX/ERUS
    Post by: avatar-ds, Feb 19, 2022 in forum: Economics

  2. Can Market On Close stock order really get a partial fill?

    You are correct, MOC orders are guaranteed on NYSE indeed: https://www.nyse.com/article/nyse-closing-auction-insiders-guide Not guaranteed on...
    Post by: avatar-ds, Nov 28, 2020 in forum: Order Execution

  3. Can Market On Close stock order really get a partial fill?

    I didn't keep the whole record so can't tell exactly. My system ensures orders are placed at least 10 seconds before any cut-off times depending...
    Post by: avatar-ds, Nov 28, 2020 in forum: Order Execution

  4. Can Market On Close stock order really get a partial fill?

    Is this the same for NYSE though? I would think so but I struggle to get this confirmed even after going through their online documentation...
    Post by: avatar-ds, Nov 27, 2020 in forum: Order Execution

  5. Can Market On Close stock order really get a partial fill?

    It wasn't quite a big deal especially since it was easy to fill the rest manually after the close at the same price. But I'll have to figure the...
    Post by: avatar-ds, Nov 27, 2020 in forum: Order Execution

  6. Can Market On Close stock order really get a partial fill?

    Thanks, that's indeed the case. I went through NASDAQ's faq after reading your reply and it confirms that even market OC orders are not...
    Post by: avatar-ds, Nov 27, 2020 in forum: Order Execution

  7. Can Market On Close stock order really get a partial fill?

    Pardon me?
    Post by: avatar-ds, Nov 27, 2020 in forum: Order Execution

  8. Can Market On Close stock order really get a partial fill?

    I just got this totally unexpected partial execution on NASDAQ/NMS. The order was of type MOC and placed through IBKR. Time and sales shows total...
    Thread by: avatar-ds, Nov 27, 2020, 21 replies, in forum: Order Execution

  9. Day trading a suckers game?

    What does this mean? Returns, daily turnover, trading funds?
    Post by: avatar-ds, Dec 25, 2019 in forum: Trading

  10. Day trading a suckers game?

    But that is not what that guy said. He said that daily price dynamics are all noise. (This is nonsense, of course.)
    Post by: avatar-ds, Dec 25, 2019 in forum: Trading

  11. Day trading a suckers game?

    The "staring at the screens" part feels like a legit script for a Hollywood blockbuster.
    Post by: avatar-ds, Dec 25, 2019 in forum: Trading

  12. ETF manager steals the whole ETF

    There is absolutely nothing there that proves the ETFMG actually broke into the ETF's own legally registered account and transferred the actual...
    Post by: avatar-ds, Dec 24, 2019 in forum: Wall St. News

  13. Where/how to get exchange-specific historical data for stocks

    Thanks for these suggestions. To clarify, I use C# for IB interaction. Excel is just for running the statistics. Your suggestions encouraged me...
    Post by: avatar-ds, Dec 2, 2019 in forum: Data Sets and Feeds

  14. Excel / Googlesheets formula query

    For relatively small columns (a few thousand figures) I would frequently just use a quick and dirty inline fixed maximum length figure such as...
    Post by: avatar-ds, Dec 2, 2019 in forum: App Development