If you find out differently please let me know. It's been awhile since I've checked back with them ... I've been trying to convince IB to include spreads in their algos ... so far I've seen no interest.
Not included, but my guess is that probably because of the already complex price mechanics of spreads, the additional burden of the beneficial fill/price/possible rebated routing of the algo wouldn't be practical.
thank you so much for a wonderfully informative reply. We will certainly revisit the strategy BUT we we would probably ONLY need this for when we screwed up a spread ( like we did last week). We also have an exit in mind GTC so that's another strike against this. Again thanks so much.
Not included, but probably because of the already complex price mechanics of spreads, the additional burden of the beneficial fill/price/possible rebated routing of the algo wouldn't be practical.
