Recent content by GlennC

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    How to get time&sales to 4 decimal places?

    I'm trying to looking to improve my tape reading skills... what's a good way of getting time&sales to 4 decimal places? I have IB but it only goes to 2 or 3 decimal places.
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    Sub Penny Prints on C

    They can't quote a millionth of a penny because it wouldn't be a better price. Suppose 100 shares * $3.00 = $300. If you improve on $100 by a penny (so total order is $300.01 instead of $300.00), then that is $0.0001 / share. Can't go lower than that. 2- You can learn trading...
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    Getting price improvement

    If I am hitting the bids, is there a way for me to get price improvement more often? What I have tried so far: Suppose EDGA is there and so are a bunch of other ECNs. If I hit a dark pool, I can screw myself by paying a 18 cent rebate. The person/computer filling the order might...
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    Sterling: how to make it try least expensive ECN first?

    I want to setup Sterling so that it does an IOC on the least expensive ECN first, then the second, third, etc. As opposed to trying to punch with ASUROUT, and paying 29 cents when there might be cheaper ECNs to try first (e.g. BATS). How would I do this? I couldn't figure it out from...
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