Search results

thin air

yes it's fully automated im actually tracking the time difference between when the tick that triggers my order appear and when i get my market order fullfilled so that difference also (mostly?) includes computing & network lag (I do a bunch of calculus in between) and I'm able to get a couple...

i totally hear you but i beg to differ given the particularity of my strategies where i enter at inflexion points where in my experience the best trades tend to get away from you very fast.

it's not it's just that the quicker the execution the better the price on my winners the lower the profit targets the higher the P&L

I'm running day-trading quant strategies and I'm dealing with large orders and working to minimize impact. Speed of execution is critical to me I'm trying to get down to a few 1/10 of seconds. I'm wondering whether there would be a time difference in execution of - a buy limit order at the ask...

That's very helpful thanks I'm currently trading 0.5M AUM and about 2M shares per month working my way up so I might eventually consider "industrial". I'm already paying thousands in commissions every month I was hoping to get rid of them with all the no-fee retail options out there!

API is free it's the trade commissions that add up to thousands every month

that's great insight thank you I am happy with IB but I'm still experiencing lags of a few 1/tenths of seconds on each trade and looking to minimize it

thanks all do any of you have experienced a certain threshold (volume, size, last, etc...) where an adaptive order leads to some big differences vs. a plain market order?

I am currently using IB API and get charged hefty commission fees every month do anyone has experience with commission-free broker API? I'm running day-trading quant strategies and execution lag needs to be minimal. I've tried Alpaca but was getting some bugs and there was zero client service so...

thanks that could work but it has some caveat as i might want to change it based on price, volume, spread, time of day which I would need to code. I've discovered so many IB algo order types including Fox River, CSFB, Jefferies etc...and wondering if anyone has experience with them for large...

Hi, I run automated day-trading strategies through API and so far I've used plain market orders and it has worked pretty well. I'm trading max north of 8,000 shares planning to go up to 40,000 shares and I'm worried I'll start to have a larger market impact. I trade top gainers and losers for...