if you do,what key are you using for NYS/AMEX stocks? are you using an "sdot limit adj? i use proactive arca for all nasdaq and it works fine but having some problems with nys,i what to set a key that will not only grab the specialist(nys)but also a market maker or ecn. thanks
SDotSellLimitAdjust is the key you want, unless you're using a uselessly antiquated version of Anvil which will have problems showing you liquidity and hitting it. You can use PASmartSwipeMMECNBuyAdjust, and that's decently useful - it'll hit BATS and EDGEX - but it routes to NYS through BRUT, which is way too slow. You want to use RASH orders - they'll hit ARCA, ISLD, and NYS extremely quickly... use a combination of RASH and SmartSwipe and you should be fine. If you just want to hit the NYS quote, SDOTSellLimit/SDOTSellLimitAdj/SDotSellMarket