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I am comparing open and close auction prices from the NYSE ARCA webpage directly with my fills. And it's all okay now:) It worked today. It was my fault, last time i accidentally left exchange on "SMART" on my OPG order. :banghead: And IB does who knows what if you do that...

Thanks for your help guys. I MIGHT have found the problem... It has to do with programming logic. So exchange was set to "SMART" in the end instead of "ARCA". :banghead::banghead::banghead::banghead: MOC is directed to ARCA automatically, but "MKT" + tif=OPG is not. That through me off and i...

Hmm. I might be doing something wrong then. I am on IB Pro (as European customer you can't get light i think) and i directed the order to ARCA (it is an ETF with ARCA as primary exchange). Any more information i can gather to diagnose the issue? Or maybe it is expected to hit a few cents away...

Well ARCA is the main exchange for the ticker i want to trade. So i thought auction was the best way. Are you saying there is a better way? My goal is: I trade from Open->Close RTH. And i want my fill to be as close as possible to the official opening and closing prints (or better obviously)...

Anybody know how to properly enter opening auction on ARCA with Interactive Brokers? The closing auction works well and i participate on the official closing price with my order. (Just using order.orderType = 'MOC' with no limit and setting exchange to ARCA) But if i follow this for the...

Hey, thanks for your answer. Unfortunately i am in the EU and i am using Interactive brokers. At the moment i am trying to just time the entry and exit with a simple script that tries to enter at 9:29:59 and exits at 15:59:59 (some delay because TWS is a bit slow and i am in europe sending the...

So i have a daily strategy for some contracts on CME futures. I process data and come up with a forecast for a long or short position that projects returns from basically the stock market open (9:30 ET) to the close (16:00 ET). So i basically like to enter the position in the futures market at...

Thank you for the quick response. Will do that in the future. :thumbsup: I'm excited to dive in to the data like a mad data scientist :D

First let me say from the first glance this service looks like the most attractive and cost-effective historical+live data vendor for retail algorithmic traders, with a small caveat: When you are fine with only actively trading mostly a handful of symbols. With that in mind, it seems to beat...