Thank you for the link but im not using another alias. Do you think i would really have any slippage problems at 9:29 using highly liquid stocks that are in the S&P 500? No nasdad, only NYSE, and a market on open order?
What if I used a market on open at the very last minute but was extremely conservative and used the bid and ask as the current trading price. Given that liquidity would cause the spread to be less, wouldn't this conservatism prevent any losses or rather slippage