Recent content by ETtiger

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    Limit orders on US Treasuries

    Market was open both days.
  2. E

    Limit orders on US Treasuries

    Just an update - I tried selling my same position at limit midprice on another day and it worked this time (though it's possible this order filled due to price fluctuations than truly selling at the midprice - hard to say since price was fluctuating fairly rapidly at that time). I had checked...
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    Limit orders on US Treasuries

    I believe it was SMART. The other option was SMART (IBKRATS).
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    Limit orders on US Treasuries

    No, I would like to but I don't see algo as an option.
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    Limit orders on US Treasuries

    I'm having a frustrating experience with using limit orders on TWS for US Treasuries. Today I was trying to sell an existing T-note (price ~$105.15, order amount ~$2 million) with a relatively narrow spread (0.01-0.02). So I placed a limit order at the midprice since the midprice frequently...
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