It's perfectly fine to shoot a buy limit order above the offer price or a sell limit order below the bid price - all market centers would treat...
Since both orders are marketable, you have multiple scenarios here: 1. If there is no imbalance, the specialist will pair-off orders using the...
I the market is not moving against you, why do you need to exit? :) I'm not sure that you want to see your offer hitting just because someone...
It really depends on your strategy. When my TS decides to go along with an aggressive buyer/seller, it uses marketable limit orders +/- the...
What's the point of discussing an issue if you cannot change a thing? This problem has been discussed hundreds of times and what has been changed...
A free cheese is only in a mouse-trap... IB feed is compressed and distributed in intervals of 100-200ms. If you need a reliable, tick-by-tick,...
Please correct me if I'm wrong, but it looks like specialists don't charge this fee anymore since Hybrid takes care of the order executions.
Do search on this site, you'll find tons of info... There is no easy answer for this question. And as long as you run your own box, there is a...
I got stuck with IB trying to setup a test connection to test my gateway... I think I'll go prop route soon. Laser Genesis Laser is pretty...
Wow, that's interesting... What are you going to do when time comes to switch brokers? Answer: re-code your code to speak another language......
I do not subscribed for NYOB because the value to have it is close to zero. But this is true, that specialist quotes are not displayed on NYOB,...
About account balances... My ATS' position manager calculates all necessary numbers just to avoid all unnecessary dependencies... Less...
I hope it's free :) I've submittet request for a test connection, and IB repr said it was possible, but nobody contacted me so far... I'll ping...
1. By using FIX you'll gain in the long term, since switching between brokers would be as simple as tuning up some tags. 2. Using FIX is almost...
Don't make any assumptions, just watch what's happening. If you see refresh on the bid, and the seller hit's the bid immediately, and keeps...
Man, I have absolutely no clue what you are talking about.What is NYS??? What Level II on NYSE are you talking about??? When the...
In order to post reserve liquidity the specialist/floor broker had to show at least 1K, and it would be shown on NYOB. What Level II are you...
It's very hard to see it by a naked eye :) I see a lot of refreshing every day in many stocks. I think the reason behind this change is that...
That's how it looked today (NYSE feed): 13:43:07 29.36 x 29.37 1 x 27 13:43:08 1s29.36 13:43:08 29.36 x 29.37 1 x 27 13:43:09...
Yeah, I saw it in action in one stock today, when at some point 100 shares bid was refreshing over and over again. Reserve liquidity still can be...
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