Order Execution

Discussion in 'Options' started by lugui, Apr 21, 2016.

  1. lugui

    lugui

    Hi,

    In order not to put all eggs in one basket, I start to use another broker for backup.

    Lately, I discover that this broker has a stringent rule for order execution, i.e., one has to close the Long Position before changing to Short Position. For example, if I have a Long Call of AAPL for 110 Strike, and I want to change from Long to Short, I need to first close it, follow by shorting it as opposed to that I can simply short two and change the Long position to Short Position. So instead of one order (short two and change Long to short on the fly) , I will have to place two orders - A. close current Long Position , B. then execute a Short Position.

    I wonder this is a norm in the industry.

    Lugui
     
    Last edited: Apr 21, 2016
  2. rmorse

    rmorse Sponsor

    Correct. You are expected to properly tag your orders BTO, STO, BTC or STC. Eg. I BTO 100 calls. I then want to place an order to sell 200 calls. I first enter sell 100 to close, then sell 100 to open. This is a requirement from the exchanges.
     
  3. lugui

    lugui

    Hi,

    Thanks for your prompt reply.

    Regarding the case I just quoted, is there any broker that can allow trader to execute one order instead of two orders ?

    Lugui
     
  4. rmorse

    rmorse Sponsor

    It's my understanding that this is an exchange rule. So if this is that big a deal to you, you need a trading platform that can have an automatic function to constantly update your orders with the proper tag. Not an easy thing to do, considering you can enter multiple orders at different price levels that will have to be canceled and replaced with the correct tag. I don't know of a platform that does that properly. I certainly can't provide you the name of a broker that will allow you to break the rules on purpose.
     
  5. OptionGuru

    OptionGuru

    • It's no big deal anyways - the extra order only takes seconds.
    • Extremely rare type of trade - From long/short to short/long the same option simultaneously. Why would you do that?




    :)
     
  6. lugui

    lugui

    As a matter of fact, I have BRK.B Butterfly, 135C/-2*140C/145C and I want to adjust by adding 140C/-2*145C/150C so that the final trade will become 135C/-140C/-145C/150C.

    By having a combo (140C/-2*145C/150C), I only need to do it in one order with better Bid/Ask. Seperating in two order will then become BTC 140C/STC 145C and STO 145C/BTO 150C.

    Lugui
     
  7. rmorse

    rmorse Sponsor

    When I was a market maker, I was exempt from marking my orders. I'm not sure what value this has to the exchange or the OCC.