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  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

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

    Thanks for the replies, I'm working through the sources suggested. I believe Quandl have the data feeds confined to the two major exchanges. Sent...
    Post by: avatar-ds, Dec 2, 2019 in forum: Data Sets and Feeds

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

    I'm looking for historical daily data for liquid US stocks confined to trades registered directly on major exchanges (i.e. just NYSE and NASDAQ)....
    Thread by: avatar-ds, Nov 28, 2019, 8 replies, in forum: Data Sets and Feeds

  17. IB Mobile TWS Two-Factor Authentication Delay

    Sorry to say my reply above needs an update since I've been frequently experiencing intermittent failing delays with IB notifications all past...
    Post by: avatar-ds, Nov 8, 2019 in forum: Interactive Brokers

  18. IB Mobile TWS Two-Factor Authentication Delay

    Long wait times happen sometimes but I don't recognize any trend. Notifications usually arrive quickly. Today though it was indeed a pretty long...
    Post by: avatar-ds, Nov 1, 2019 in forum: Interactive Brokers
  19. avatar-ds
    Profile Post

    Aspiring quant. Algo. IB. C#. Daily. Stocks/ETFs.

    Aspiring quant. Algo. IB. C#. Daily. Stocks/ETFs.
    Status Update by avatar-ds, Oct 10, 2019
  20. avatar-ds
    Profile Post

    Rookie quant

    Rookie quant
    Status Update by avatar-ds, Feb 5, 2019
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