All or none order

Discussion in 'Order Execution' started by Not Today, Jun 19, 2005.

  1. Hi

    When intraday trading do you guys use the AON order or if it is a very liquid stock does it matter?

    Thanks ...NT
  2. some folks do if they get hit w/ ticket charges, but some times not a bad idea because the ecn's charge a higher rate for odd lots than round lots.

    Not really related to best x in a liquid stock... If it is listed and on an exchange it will not hit specialist book, and will slow your execution.