Hi all, Long time lurker and first time poster here. I have searched thru the forums and seems like most are getting their MOC fills nicely. I cannot figure out why mine is not. Here's 28-Apr-2014 MOC fill Code: Action IB Fill Yahoo/IQFeed Close Size Short SPY 186.91 186.88 123 Long XLK 36.1 36.09 123 Long VXX 40.93 40.95 123 Long EWU 21.12 21.10 95 Short EWG 31.13 31.15 65 Long EZU 42.46 42.46 47 Short EWA 26.68 26.67 100 Some fills are better and some are bad. Overall, they are bad and EWU and EWG killed me most. The only exact fill I get is EZU. These are liquid ETF and I do not expect a wide bid/ask on a normal market day.. My question, is the failure to obtain an exact MOC fill is due to my odd or partial lot ? Did you always get exact IB MOC everytime? If so, what is the lot size you used? EDIT: Further info, all these are trade are stamped at 03:59:30 (my timezone is GMT +8 ), why is it traded 30secs before market close at 4:00:00 is beyond me. IB Simulated Trading account
Hi, in my case its very rare that I dont get filled at the official closing price. I use odd lot orders all the time, so this should not be an issue. Time I get filled is always between 4:00:00 and 4:00:01. But this is for Nasdaq stocks only! NYSE is another story and the same might be true for ETF's like SPY, or DIA. IB Sim accounts don't support real MOC, or OPG orders.
Thanks for the info. Apparently you are right, in demo account TWS does not route to the correct exchange hence causing these odd fills and time.