Does anyone know where to find historical data on the number of shares outstanding (daily) for SPY and/or QQQQ? I've checked State Street and Powershares websites, but they only have the current share information.
When I submit a relative/pegged-to-primary bid through IB with a zero offset, the bid adjusts up but it doesn't roll-back when the market moves down. I checked the documentation for TWS, which states:
NOTE: For orders with a "0" offset, the order is submitted as a limit order at the best...