IB's MidPrice vs Adaptive Algo

Discussion in 'Order Execution' started by Cyrix, Mar 13, 2020.

  1. d08

    d08

    I'm using build 979.4, not sure about each and every version.
    There's no additional charges.
    Obviously in a fast market when asks are being hit, there won't be many mid fills.

    https://interactivebrokers.com/en/index.php?f=36735
     
    #21     Sep 9, 2020
  2. Petya

    Petya

    In other words it wouldn't be wise to use midprice during the first 15 minutes after the market opens, correct?
     
    #22     Jan 1, 2022