Here is IB¡¯s response today (after the ticket opened for 5 days).
There was no answer to my first question: what happened?
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Interactive Brokers LLC ("IB") received your correspondence datedDecember 16, 2008 regarding the execution of your...
I never had problem with market order for NQ, ES, YM, ER2 future for the last 2 years at market hours with IB.
This is the first time. Waiting for 4.5min to fill is unacceptable. Something must be wrong. I have the datalog on my side for that day. Everthing was normal.
Thanks. Really learned somthing from you!
But I am afraid if I send a limit buy at 1238. I got filled at 1238, even at that time it is 1235.25/.50. Still at the mercy of the broker.
Thanks for let me know that, I though market would be the fastest.
You mean if the price is 1235.25. I place a limit buy at 1238 would execute faster?
But my order is delayed for 4.5min, not 0.1sec.
This afternoon, my bot placed a market buy order at 20:12:13 GMT. The order was filled at 20:16:44 GMT ( a 4.5min delay) . The fill is 10 NQ points against me! Turning a winning trade into loss.
I attached my Audit Trail here. Should I call them to complain?
Any one has the experience? Your...
Sorry, vol. no offence. Just some discussion.
Your posts are the ones I always checked first before looking at the chart. I admire your insight and sense. Keep on the good work here.