Best Broker Order Execution with 10,000 - 30,000 shares per trade

Discussion in 'Order Execution' started by Rghataode, Nov 2, 2013.

  1. Rghataode

    Rghataode

    Don't laugh, but with the high volume of stocks being traded I still use Etrade. Flat rate helps me save on commissions but lately their slow execution seems to be causing more losses than savings.

    For example Etrade manually reviews any trade over around $500,000 dollar limit manually and it can take a minute to execute. It's ridiculous.

    Looking at IB but with the volume of shares seems like it will really eat into profit. What do you recommend guys?

    Thanks in advance!
     
  2. cmb

    cmb Guest

    mastertrader.com

    DMA platforms are free with 100k shares per month and 50 round trips.

    Im sure u do the volume for that


    Also Eoption.com has real tick pro and sterling trader pro.

    They have 4 free routes to use, so in you are trading 10k positions that free routes could help out alot.
     
  3. Rghataode

    Rghataode

    Thanks for your reply! Mastertrader looks promising, but with every order hitting a routing fee of $.003 looks like every trade of 10,000 shares would cost $30 + flat rate comission unless I am missing something. Eoption seems decent and with 4 free routes that would be a lot cheaper.

    How are people liking Realtick?

    TIA
     
  4. mickmak

    mickmak

    Why don't you trade just under 500k a clip? and click a few more mouse clicks.
     
  5. You need to consider more than just commission in your transaction cost analysis. You're going to want to also consider market impact, slippage, and signalling risk.

    Look at this way, if you're experiencing $.01 slippage on 10k shares due to slow execution time then paying $30 to get the trade done is a whole lot more attractive.

    I'm not sure what your strategy is, but if it fits might even make sense to check if your broker offers guaranteed VWAP which will end up taking a lot of the guess work out of it.
     
  6. cmb

    cmb Guest