Must be API - how could 0.002 cents/share be prohibitive for manual trading? Correct me if I'm wrong but I don't think that any strategy with such...
Yeah, the "hidden order net" strategy is clearly not efficient with IB. If you need direct routing and have a certain amount of turnover or you...
Read what carefully? The link I posted afterwards in answer to my own question? That link explains why someone would use hidden orders, your post...
This article explains how hidden orders can be useful to combat "penny jumping": http://www.beathft.com/?p=88 To implement this properly you need...
How can a hidden order have greater chance of filling compared to a visible order at the same price? Hidden orders are always at the back of the...
Already asked and answered in the other thread. I answered this in the other thread too. Suggest you read more closely.
I don't have much experience with this but I'm curious. How likely is it that there are hidden orders inside the spread and why would anyone be...
If the lowest commissions is all you care about, use Robinhood which has zero commission. The truth is that without access to auctions, algo...
So I've been communicating with Polygon and they have confirmed to me that the OOS trades are due to a bug in their system which they are in the...
My primary is ActiveTick, I have never used IQFeed though I mostly hear good things about it. Compared to ActiveTick, data quality is what...
re: the code: I use the C lib so mine is a bit different, but you're on the right track by following the subscribe example. You'll need to modify...
There is aggregate (bar) data for 1s and 1min intervals, but it's not broken down by exchange. Level 1 and trades only. This is all answered in...
1. Documentation is here: https://polygon.io/docs/#getting-started. I'm not aware of any complete example code available online, but I found the...
lol I posted the same thing and my post was deleted. I'll try to be a bit more politically correct this time. I'm guessing he posts in every...
No, It's not documented what the source is. A possible clue is that the trades come together with 4 condition codes. By googling for the code...
Ok, cool. Then I did the right thing creating a bug report and I will try to lobby for them to improve it to the point where not even one instance...
Unless choosing which stocks to trade super near to the closing time is the entire point of your strategy, maybe you can just use Market On Close...
Kinda surprised that no one here gave a definitive answer. I didn't think it was that hard of a question for elite traders :p I'm starting up a...
If someone has saved real-time tapes then they can. DaveV said he has NxCore, which supports this. Alternatively it can just be checked the next...
Thanks but looking at the historical data doesn't tell us what we need to know. The polygon historical data appears 100% in order too. The problem...
Separate names with a comma.