what is the purpose for IB to penalize orders with direct exchange destination?

Discussion in 'Order Execution' started by trend2009, May 14, 2020.

  1. d08: interesting never had that happen... usually everything fills within 600ms

    I periodically have my backend send WhatIf api requests and that also appears to keep their risk management speedy
     
    #21     May 22, 2020
  2. d08

    d08

    So it would mean some of the margin information is buffered? Never thought that could happen. I've noticed better fills recently using far out limits. How ironic that the best market order is a limit.
     
    #22     May 22, 2020