On the IB TWS, I currently have the default of 100 shares. So I click, and I'm set up with an order of 100 shares on the bid or ask. However, I'd like to take all the shares sometimes so that I don't have to make that share size change and lose that split second that it takes. Is there an option for this? ie. 25 10.10 x 10.12 10. I'd like to click on the bid and have it set up to sell 2500 shares or whatever amount is presented.
if you have level 2 or NYSE openbook for listed stocks, you can click on those bids or offers to take the whole thing. it will create an order in TWS for the total # of shares down to that price, and all you have to do is transmit it by clicking T on the order line. i think there's also a way using the newer "sweep" order, but i haven't tried it yet...
I, too, would like to be able to click on the offer size (instead of the offer price) to take the displayed size instead of my default size.
I know the market depth window for the minis is set up to do this (click the bid or offer and it creates an order for that amount, then you just have to transmit that order). I'm not sure if it works this way for stocks too.