had anyone problems with the order fills at that time??? its a month now, that i need to wait some time until the order is filled, even if its a market one.. btw, im using HB graybox
LOL... I use the same... they are pathetic about it... use limit orders only and route only using ARCA during the first and last 20 minutes... thats the best thing I found.
y, ill try that, because yesterday i've waited 40 secs unitl the fill, nd in so volatile market that was just a deposit-killer trade -_-. btw, whats the fill rate on arca orders at that time? because the order flow its just colossal.
I have a hotkey mapped that sends offer(bid) 5 cent better. During times of lagged quotes, I just try getting fills by sending limit orders 5-50 cent better than the market. Seldom when arca does not work try it with inet. In any case don't use market orders, or route to NYS... they really make me bleed.
You should never use market orders before or after hours. Many of the same order execution rules don't apply and your liable to get a fill way out of the current market. Even during market hours, it's now always a great idea to use market orders. I've always suggested to use price + or - a certain amount. For example, if your buying, buy at a limit price equal to .05 greater than the current best offer. Many trading programs will allow you to create a hot key or custom button that does just that. Of if you're selling, sell at a limit price equal to .05 less than the current best bid. If you use a route like ARCA, they will still attempt to match you at a better price than your limit price...but your protecting yourself down to a certain point.