I just openned a new topic in spread execution on (mostly non native) spread :
http://www.elitetrader.com/et/index.php?threads/futures-spread-order-special-focus-on-ib.294361/
Any comments are welcome !
http://www.elitetrader.com/et/index.php?threads/futures-spread-order-special-focus-on-ib.294361/
Any comments are welcome !
Its my R code and my database.