Opening auctions

Discussion in 'Order Execution' started by Humble Investor, Jun 7, 2019.

  1. For those who are interested, I tried to auction a big block today and IB didn't allow it. I had to cut the size in half in order to get through but I got a good price for my trade, which was 50% of the opening volume.
     
    #11     Jul 2, 2019
  2. qlai

    qlai

    Nasdaq? What was the reject reason?
     
    #12     Jul 2, 2019
  3. No, AMEX. I don't remember the full text. I only had few seconds to reduce the size before the cutoff time. But I had to reduce my order size!
     
    #13     Jul 2, 2019
  4. qlai

    qlai

    Do you subscribe to the imbalance feeds?
     
    #14     Jul 2, 2019