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...
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...
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...
Does anyone have the historical short availability and fee data of IB since 2020? Some sample data is attached. If yes, please PM me and I am...
For tickers like SPXS, the spread during market hours is almost always 1cent. How should I place orders around 15:59 to get better fills? I use a...
I am new the Redi API and I apologize for my questions if they are too naive. Q1: must I use Windows OS in order to use the Redi python API? Q2:...
Please correct me if I am wrong. IMO, some indicators are meaningful because professional traders and bots use them so that synchronized...
Please PM me if you are a serious user/developer of Lime and you are interested in sharing/learning from others who are in the same boat.
I trade almost the same stocks every day, e.g. AAPL and NVDA but I did not elect MTM(mark to market). Do I have to pause trading these stocks for...
I need a python wrapper for the FIX protocol of a prime broker that I plan to to switch to. I believe they use Instinet for execution. As a...
I found something interesting during my back testing. Any advice is appreciated! I have an automated strategy that place ~200 buy orders every...
Can someone please recommend a Prime Broker that offers reliable FIX API for automated trading without minimum charge per order? My AUM is...
I am thinking of setting up a redundant server that runs a disaster-recovery trading bot in case the main bot in a NYC datacenter can not function...
I am debating which language to use to write the trading code for the FIX protocol of our broker which Lime. Can someone please share some...
Is there a way to get a list of all tickers for historical years, including the stocks that have been delisted? Thanks!
I just spoke with ABN AMRO which I believe is a very large prime broker. Based on our monthly volume of 1-2M shares, they can offer 15-20mil/share...
Here is a list of brokers that partners with Silexx. I am looking for a reputable broker to trade US equities with a monthly volume of a few...
I am starting a hedge fund in a month. My broker offers Sterling, Silexx and EZE(RealTick). I am under the impression that Sterling is the most...
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