Recent content by paxtonfischer

I meant invalid prices.

Thanks for the advices. Not using SMART will yield slower or timed out (in terms of slow filling) orders. There should be a mechanism to simply exclude IBKRATS from the SMART routing exchange list. Also testing TWS is one thing, but I still wonder how pro quant devs using IB API can test their...

I have created some algo trading scripts and tested it against IB API which went on for a couple of days. I have checked the trade log and surprisingly found that some SLD executions were completed at previous days closing price (!) at times like 14:00, 16:00 etc. At the time of SLD exec, the...