POLL...Best API for for IB order entry...

Discussion in 'Order Execution' started by Breakout, Sep 17, 2003.

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  1. Could you name one?...... that does this for the Emini's? Not options ....e-minis.

    I know about some commissions are quoted per side exclusive exchange fees.....but usually those firms are referring to completed orders.....

    Michael B.
     
    #91     Sep 22, 2003
  2. DaveN

    DaveN

    I don't have a reason to ban anyone. The discussion has generally been very informative with lots of good detail being debated back and forth.

    When the posters start attacking one another verbally, then I remove parts of or entire posts. I won't rewrite them or add anything to a post, unless absolutely necessary, in which case, I'll state parenthetically that I've done so. If it gets too out of hand and off topic, I close the thread.

    But this has been a good detailed discussion. I don't want to squelch the debate, only the personal and off topic portions.
     
    #92     Sep 22, 2003
  3. There are no charges for cancelling Globex orders. Do it as often as you like. Eurex charges fees in this regard (with the first X times permitted free of charge). The brokerage houses don't charge these fees for themselves ...they are just pasing them along from Eurex. You can find the details at IB under 'Other fees'.
     
    #93     Sep 22, 2003
  4. So the argument for and against 'NATIVE GLOBEX ORDERS" does not include a fee issue for cancellation.

    correct me if I have mis-understood.

    Michael B.
     
    #94     Sep 22, 2003
  5. Correct. You can place any kind of Globex order without regard to the issue of it being native or non-native ...and change/cancel that order a 1000 times a day. No fees involved.

    Although now that they are 'for profit' it wouldn't totally surprise me to see the CME go the way of Eurex at some point in the future :(
     
    #95     Sep 22, 2003
  6. Thanks for saying that. That's pretty much what I would have said, too. Europe, yes, CME no - But probably some time in the future(s) CME will do it, too...

    Make hay while the sun shines. :cool:


    Scientist.
     
    #96     Sep 22, 2003
  7. There are two issues: stop or stop-limit; then native and non-native.

    The plain stop order is a market order that gets sent when price triggers it. It cannot get "blasted through". You can (rarely) get a lousy price, but at least you get something. To miss your stop entirely you'll have to use a stop-limit order. If you use a stop-limit to exit you carry the additional risk of non-execution. That's why I use a plain stop order to exit.

    Entrance is a different story. I used stop-limts for a while but for my style a market order is the way to go.

    Native vs. non-native: I would rather have my order sitting in the globex. I don't care that it can be seen, it doesn't make a difference in my trading. However, I will not use the wrong type of order to exit (a stop-limit) just because it is native. If IB's computers go down I can always hedge on the phone with my other broker if I need to. And again, it seems like the major risk is the freaking Globex computers which seem to crash every few months.
     
    #97     Sep 22, 2003
  8. Well said. To all those whiners who didn't read the IB disclaimer and then cry that they can't get one of IB's mighty 3-man staff body on the phone when they and 10,000 other traders are 'stuck'.

    Shame about Globex crashes, though... :(


    Scientist.
     
    #98     Sep 22, 2003
  9. Stop-limit orders when used as protective stop-losses will rarely ever go unfilled, so long as the difference between the stop and limit price is very large. Set the difference to say 20 points in the ES and you will always get filled. EG. Sell 1 ES at 1027.50 stop 1007.50 limit. When done this way, the order will "act" like a plain stop but with the added protection of sitting on Globex.

    And if we hit an airball where the market moves 20 pts without a tick, then you're getting creamed no matter what you do! A second brokerage is a good idea of course at all times. I trust Globex more than I trust IB servers, but that's me.
     
    #99     Sep 23, 2003
  10. Core1

    Core1

    Do these applications (Ninja trader, Button trader, etc.) work with other trading platform such as Tradestation ?
     
    #100     Sep 23, 2003
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