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Is it because the volume is too small?

Does it mean D-Limit displayed orders placed at IEX can take advantage of both crumbing quote protection and order protection simultaneously? https://www.tradersmagazine.com/xtra/iex-increases-crumbling-quote-protection-in-displayed-trading/

I am working on a strategy that needs to minimize slippage against the NBBO midpoint at the time of placing the order. The alpha decays slow enough to give me an entry/exit window of 5-10 minutes. My trade size is less than 1% of the volume in the entry window. In other words, I can be quite...

Thank you guys for your advice. I just tested it with IB and both orders were accepted.

Assuming I have placed a limit buy order, after 10 minutes the buy order is still pending, can I place another limit sell order of the same stock with a limit price that is 50bps away from the limit buy order without violating the cross trade rule? The spread of the stock is less than 20bps.

Thank you and I will give it try.

Do you mean placing various limit orders at different prices within the spread?

Thank you. Do you know which brokers have to access their service?

I have an intraday strategy that is sensitive to slippage. What is the best algo/route to minimize slippage against NBBO mid price at the time of placing the order? I am OK with filling the order passively and slowly. The daily turnover of the stocks I am interested is $100M+ but not extremely...

Thank you so much. I am interested in data after 01/01/2020 at the moment. I need 4 fields: ticker, rebate rate, fee rate and shares available. Again, thank you for your generous help!

I am aware of IB's FTP and I download the most current data from it. Is historical data of 2020 also available on the FTP? Thanks a lot!

Does anyone have the historical short availability and fee data of IB since 2020? Some sample data is attached. If yes, please PM me and I am willing to pay for it.

For tickers like SPXS, the spread during market hours is almost always 1cent. How should I place orders around 15:59 to get better fills? I use a prime broker that supports various order types.

I have received some answers from the official community support. https://community.developers.refinitiv.com/questions/103059/os-requirement-and-stability-of-the-python-api.html

I am new the Redi API and I apologize for my questions if they are too naive. Q1: must I use Windows OS in order to use the Redi python API? Q2: is the Redi python API stable enough to handle 10K+ trades per day without crashing? Thank you for sharing your knowledge and I really appreciate it!

Thank you very much for your advice.

For pair trading that enter and exit positions on the same, should I use correlation or cointegration? For example, the average 1min PL% correlation between GM and F is 0.83 but the correlation between NIO and LCID is 0.59 from Jan 1 to Feb 6.

Are there other popular indicators to measure overselling other than RSI?

I am calculating the correlation using the 1minute data for the past 10 days. Should I use 5min or 10min data instead because I typically hold the positions for tens of minutes or hours? And you are right, I need at least a few hundred trades/day to reduce the fluctuation and the stocks need to...

IMHO, one advantage of trading stocks instead of popular ETFs or futures is that it is less competitive, especially for the stocks that are not very liquid because the big funds do not care about these opportunities. For example, it can be very hard to find some consistent edge for pair trading...