does anybody uses lightspeed for this opg strategy?im trying to figure out how to setup this up there
I tried the baskets in lightspeed, they didnt work well for this. If I remember correctly, you couldnt specify TIF of OPG in the basket. I also tried hotkeys with limited success in terms of being able to enter alot of orders quickly, I could enter a few in the short period of time just before the market opens.
I had problems with the TIF too, I could only put IOC, day or some a predetermined timer, maybe there is a secret code on the basket import function What about sterling platform, is it possible to setup it up there?
Hoping some of the vets on this thread can help me with a couple more questions. First, I am trying to do some basic testing. I am pulling data out of OpenTick. Not sure whether they are giving me the opening print correctly (despite filtering for NYSEexchange) as it differs both from reuters.com and yahoo.com (which look the same re: opening print). Does anyone know if I am right about this? If not, would you mind just throwing out a couple of NYSE opening prices from yesterday / today (any stock will do) and I can check myself if OpenTick is right? Second, I know the floor opens at 9:30. Arca aprears to open at 4am? I have read elsewhere that there is an uncrossing at 7am? Can anyone clear up the exact schedule for what happens pre-market on the ECNs / ARCA? Anyone have any views on whether pre-market trading levels affect this strategy one way or the other? Thanks again Mike