Recent Content by topdrudge

  1. When will Interactive Brokers give us a nice, clean OTO order type?

    Excellent, thanks Pete!
    Post by: topdrudge, Jun 13, 2014 in forum: Order Execution

  2. Interactive Brokers "Pair Trade" orders for option orders with hedge attached

    I am plugging this because I think there must be a lot of IB option traders who aren't aware and will be pleasantly surprised ... For me, the...
    Thread by: topdrudge, May 12, 2014, 0 replies, in forum: Options

  3. When will Interactive Brokers give us a nice, clean OTO order type?

    Thanks dst for another very helpful response. I may post on the options forum with a reference to this thread ... I think a lot of options...
    Post by: topdrudge, May 9, 2014 in forum: Order Execution

  4. When will Interactive Brokers give us a nice, clean OTO order type?

    Thanks for the excellent answers dst, appreciate it very much. At this point I'm just waiting for a beta version of the standalone TWS ... any...
    Post by: topdrudge, May 9, 2014 in forum: Order Execution

  5. When will Interactive Brokers give us a nice, clean OTO order type?

    Thanks for the great responses dst ... the hedge calculation is the most important issue so can you please provide more clarification (truthfully...
    Post by: topdrudge, May 5, 2014 in forum: Order Execution

  6. How do HFTs screw small hidden limit orders posted inside the spread?

    These days my most prevalent pattern is to first try penny-jumping (never hurts to try, and even if you are joined instantly you still - hopefully...
    Post by: topdrudge, May 5, 2014 in forum: Order Execution

  7. How do HFTs screw small hidden limit orders posted inside the spread?

    Points well taken Daal, and thanks for the post ... but I would remind all readers that in my case we're talking about a trading program that no...
    Post by: topdrudge, May 5, 2014 in forum: Order Execution

  8. How do HFTs screw small hidden limit orders posted inside the spread?

    We're talking about all kinds of price ranges and other market behavior since the experiment stretched over a period of months and involved...
    Post by: topdrudge, May 5, 2014 in forum: Order Execution

  9. When will Interactive Brokers give us a nice, clean OTO order type?

    Dst, while I'm waiting for the standalone TWS I'm coding and testing pair orders for outright options ... a few questions: 1. TWS rounds the...
    Post by: topdrudge, May 4, 2014 in forum: Order Execution

  10. How do HFTs screw small hidden limit orders posted inside the spread?

    At the time I was talking about, my strategy was a lot like yours. Right. Regarding "I assume the game will be less rigged against me" and...
    Post by: topdrudge, May 4, 2014 in forum: Order Execution

  11. How do HFTs screw small hidden limit orders posted inside the spread?

    I'm asking to get flamed because my knowledge is so stale, but ok: 1. To the best of my knowledge, only for NYSE d-quotes where the floor...
    Post by: topdrudge, May 4, 2014 in forum: Order Execution

  12. How do HFTs screw small hidden limit orders posted inside the spread?

    I did a big experiment with hidden orders a year or two ago, back when IB first coded them up correctly. For several months I used a large...
    Post by: topdrudge, May 3, 2014 in forum: Order Execution

  13. When will Interactive Brokers give us a nice, clean OTO order type?

    Dst, I forgot to respond to the attach-combo-to-combo issue you raised. I would never want to use a market order for any option or option combo...
    Post by: topdrudge, May 3, 2014 in forum: Order Execution

  14. When will Interactive Brokers give us a nice, clean OTO order type?

    Sounds fantastic dst, thanks for the quick action ... unfortunately I have to use the standalone TWS and not browser-based; can you guys get the...
    Post by: topdrudge, May 3, 2014 in forum: Order Execution