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So Crossfinder or CSFB is no longer supported by IB API (algo)? It's still listed on their API doc, along with Jefferies. Are those gone also? Hard to believe such a bad documentation

I'm using IBKR API and have no issue (at least for now) with the speed. What I care about most is the fill quality. I'm hoping to see whether IB Algo orders can help. Or have to resort to other venues for such. Just to emphasize, API user with goal of fill quality within a reasonable time period...

Thanks for the info. Will certainly explore the routes suggested. However, I'm surprised that there is no other simple way to improve trades: all I'm asking is to have something similar to market or mid price orders that match fill qualities of TD Ameritrade or Merrill Edge (I believe Fidelity...

Just their free route. But I don't really see why this can make much difference, especially compared with TD or Merrill Edge.

I have tried real hard to make my IB trading accounts work for over a year now. I have literally had side by side comparison between an IB account and a TD Ameritrade account (and in fact, also a merrill edge account) that have 5 to 6 digit account sizes. They essentially do market orders on...

So based on IB, they also give $1 snapshot for free, that would mean you only need to pay 3.5 USD/month, right?

New to IB and very confused on its market data pricing. My basic question is that I would need to get realtime price quotes for about 200 to 500 stocks every 5 minutes or shorter. So how much total monthly data charge IB would have for an ibkr pro account that incurs way more than $100...

Wait, now I'm confused: does IB MidPrice get filled very fast or there might be a chance it will not get filled for some period of time (as prices keep moving away)? I read somewhere saying MidPrice is essentially the same as a limit order at MidPrice and once it's not filled, it will...

So what's the best way (midprice, adaptive, vwap, third party algo) to get best fills if you want to get a buy or sell order done within one minute or so? Do you consider this as time priority?

So I'm interested in moving my IRA from TD to IB if things are checked out. Specifically, I have the following question: Assume the following: 1. account size > $25k (say $100k) 2. limited margin IRA 3. PDT: Pattern Day Trader designation If I do the following trades (assume all large cap...

These were large cap US stocks. Nothing fancy

Also, I had fully wanted to move to IB and expected IB to do better than TD and the results started to puzzle me and thus I delayed the move to further test. Another thing: I also experimented with IB's vanilla MKT orders and they seemed to perform worse than TD too. I am willing to further...

So what algo would you suggest for a simple strategy that just wants to get the orders done in, say, less than one minute between at least 3 minutes after market open and 5-10 minutes before market close (thus some sort normal market hours)?

1). the difference of monthly returns: 0.4% less IB vs. TD. Caveat here: I every now and then used manual intervention on IB side. But I had daily returns for those non-intervention days and my estimate is at least 0.4% or even more for a month. 2). notice that TD doesn't have anything of...

Here is the story: I have tested side by side for 3 months straight using tdAmeritrade API (market orders) and IB adaptive orders (MKT order with 'Normal' adaptivePriority) to buy a bunch of stocks at the same time and sell them later at the same time. I have consistently gotten worse pricing...

Can you elaborate what boxtrades are? seems interesting.

This is something that has puzzled me: I have tested side by side for 3 months straight using tdAmeritrade API (market orders) and IB adaptive orders (with 'Normal' adaptivePriority) to buy a bunch stocks at about the same time and sell at about the same time. I have consistently gotten worse...