Is it because the volume is too small?
Does it mean D-Limit displayed orders placed at IEX can take advantage of both crumbing quote protection and order protection simultaneously?...
I am working on a strategy that needs to minimize slippage against the NBBO midpoint at the time of placing the order. The alpha decays slow...
Thank you guys for your advice. I just tested it with IB and both orders were accepted. [ATTACH]
Assuming I have placed a limit buy order, after 10 minutes the buy order is still pending, can I place another limit sell order of the same stock...
Thank you and I will give it try.
Do you mean placing various limit orders at different prices within the spread?
Thank you. Do you know which brokers have to access their service?
I have an intraday strategy that is sensitive to slippage. What is the best algo/route to minimize slippage against NBBO mid price at the time of...
Thank you so much. I am interested in data after 01/01/2020 at the moment. I need 4 fields: ticker, rebate rate, fee rate and shares available....
I am aware of IB's FTP and I download the most current data from it. Is historical data of 2020 also available on the FTP? Thanks a lot!
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