Order routing (what is fastest?)

Discussion in 'Automated Trading' started by newycity, Apr 8, 2006.

  1. newycity


    I am having trouble with my automated trading strategy. It only works if i can get filled within 10 seconds. At any given time i may need to buy only 100-300 shares of maybe 50 stocks. My problem is timely execution. I have nx nyse orders, inet orders and arca. I may be missing fills by seconds and then wasting time with the auto re route, and ulimately limit orders changing over to mkt orders and fills coming in over 1 minute at times. Does anyone know of the fastest way to go aout this?? its frustrating as hell.......:confused: