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    At the open order could not be executed

    It is a stock which is routed via SMART
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    At the open order could not be executed

    Hi, Have anyone ever encountered “At the open order can not be executed” for an order to exit an existing position at OPG/MKT. This happened to me today in a paper trading mode. The order was placed few hours before market open and the cancel message above was received 31 seconds after market...
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    Slippage at open

    Thank you lindq, it is my understanding that an OPG order in NYSE participates in the open auction whose price does not necessarily equals the "official" open price. Will BUY DAY MKT do the job?
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    Slippage at open

    Hello, I am investigating an equity strategy which generates signals after market close and places entry market orders before the open on 9:30am EST. I am hoping to get my fill price as close as possible to the "official" open price (the open price documented by data vendors). When running...
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    Broker recommendations!!

    Hi, Fxview told me they do not accpet clients who reside out of the EU. Did you open a live account with them? Thanks.
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    Broker recommendations!!

    Hi, Fxview told me they do not accept clients who reside out of the EU. Did you open a live account with them?
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    Fxview

    Hello, Has anyone of you who is a US resident trade or traded Fxview? Thanks, N
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    Location of IB Forex matching engine

    Hi Folks, Does anyone know where is the IB Forex matching engine located? NY4 or NY5 or elsewhere? Thanks, N
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    Market depth Forex data

    Hi Bluelou, I know that Forex does not have a CLOB, but big players like for example IB, who get liquidity for numerous providers, do provide their order book which is an aggregation of all their orders. Are you aware of any other broker that provide their "own" LOB? Thanks, N
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    Market depth Forex data

    Hello, Which Forex broker provides market depth Forex data? Thanks, N
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    Market depth with MT4

    I am capable to get market depth forex data via IB API...
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    Market depth with MT4

    Totally agree to GIGO! Could you be more specific on why and how do you know that this is garbage data?
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    Market depth with MT4

    Thank you HobbyTrading. rhis is indeed in the right direction. I saw however that: Trade Orders in Depth Of Market For equity securities, the Depth of Market window is available, where you can see the current Buy and Sell orders. Desired direction of a trade operation, required amount and...
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    Market depth with MT4

    Hello guys, Can one use MT4/MT5 to access and store (to disk) market depth tick data? Thanks, N
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    Fully Automated Stocks Trading

    Hello, I am a new comer here and so far enjoying your posts! Can you please elaborate on what do you mean by "execution" and "account size" edges? Thank you. N
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