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ECN charges/rebates are the same for limit and pegged orders as far as i know.

Good point, and this might explain why their RELATIVE order does not roll back. However, it still leaves me wondering why they don't (also) support native ECN pegged orders, where the limit price updates would be done on exchange servers and would therefore be faster and not cost IB anything...

For years now, IB's platform does not support native pegged ECN orders. Instead they offer an alternative IB order type called the "RELATIVE" order. This order puts IB customers at a disadvantage as follows: 1. Order limit price is updated by IB servers, which is slower than pegged ECN orders...

http://finance.yahoo.com/q/hl?s=QQQQ+Holdings

http://bigcharts.marketwatch.com/industry/bigcharts-com/analyzer.asp?bcind_ind=1771&bcind_index=1&bcind_lastsort=&bcind_ma=1&bcind_sort=marketcap&bcind_period=3mo&bcind_maval=0&bcind_compind=aaaaa%3A0&bcind_compidx=aaaaa%3A0&draw.x=35&draw.y=15

http://www.youtube.com/watch?v=iOx1fN0V4FA&feature=channel

Had been halted pending this news: http://finance.yahoo.com/news/DB-Commodity-Services-bw-4038445360.html?x=0&.v=1&.pf=personal-finance&mod=pf-personal-finance Press Release Source: Deutsche Bank On Friday December 18, 2009, 10:05 am EST NEW YORK--(BUSINESS WIRE)--DB Commodity Services...

Get yourself 2 internet connections based on different media: eg cable+dsl, dsl+3g, dsl+satellite

Provide more details, like symbol, quantity, timestamp of order entry, timestamp of order execution, etc

http://www.nasdaqtrader.com/Trader.aspx?id=symbollookup Use "Downloadable Files" on the bottom-left and follow tradelink's advice

Beware that a number of popular data providers dont have the correct daily opening and closing prices for US stocks. This means your simulation may not match your reality if you are assuming the data is correct. If that is the case, you would eventually realize this once you start trading and...

Thats an interesting data source.. and what did you do to verify that the opening and closing prices from this data provider are accurate and are actually what you would get in real life?

I wish you well. Where did you get the historical data you used for backtesting with Amibroker?

Amibroker

If you want to cover the possibility of a sharp adverse movement, you want to be hedging continuously.. what do you think your pnl will look like if you are "overhedged" or "underhedged" in a black swan event?

"In April, hidden stock trades represented roughly 22% of the 11.22 billion average U.S. daily volume. " http://blogs.wsj.com/marketbeat/2009/05/18/dark-pool-market-share-battle-intensifies/

Generally, hidden orders have lower priority than displayed orders. If you hide your order, you can only be filled after all displayed orders at your price level. This is not a good idea for CTIC

Generally, for a NASDAQ-listed stock like CTIC, you would want to place your order on NASDAQ. As for statistics: Put your mouse over "Market Statistics" on the menu at the top of the page http://www.nasdaqtrader.com/Trader.aspx?id=MarketShare Also try https://www.arcavision.com/

That's the total volume traded on all ECN's. If you want a more accurate estimate of how long you will wait, you need to look at the rate of trading at the bid on the ECN you placed your order on at the time you placed your order. Which ECN you choose to place your order makes a difference: if...

At the time you place your order at the bid, there is probably a large number of orders already waiting to get filled on the bid. Your order must wait in line behind all these orders before getting filled