Sterling: how to make it try least expensive ECN first?

Discussion in 'Order Execution' started by GlennC, Jan 17, 2010.

  1. GlennC


    I want to setup Sterling so that it does an IOC on the least expensive ECN first, then the second, third, etc.

    As opposed to trying to punch with ASUROUT, and paying 29 cents when there might be cheaper ECNs to try first (e.g. BATS).

    How would I do this? I couldn't figure it out from reading the Sterling manual. The SWIPE feature seems way too dangerous as I can't figure out how to make it a limit price?

    Thanks in advance!