Found a way to move a market!

N

NoMoreOptions

You won't belive what I found and what IB can do to the market. I did some experience and have found a way to move the market.

Just enter an order, accept it and don't transmit it. IB will move the market against you depending on the volume of the order and liquidity of the market. Of course, don't forget meet your margin requirement.

Maybe this won't be as apparent to you as to me. But let's do an experiment all together, at 11:17am sharp(most quiet time, try to rule out other factors, although many other times I found it is true) other today, let's all enter a short order on 1 ES @market and a short order on 100 DIA @market. But don't submit it. Just wait and see. Then report here at 11:20am. Thanks.
 
There is a certain feed back between pending orders and their abilities to match them in their book. I don't think however it is enough to make any profits.
 
At least he isn't bitchin about being robbed trading options !!!!!!!!!!!!!!!!!!! "Damn CBOE market-maker crooks..........using all their tricks..............down with the CBOE !!!" That stuff always gives me a laugh.

Vega:D
 
Hello, techies please help verify my findings. I already did testing myself but I am not tell you the result until someone else also test it by themselves. Because if you don't, you just laugh at me. So the test goal is simple and hypothesis is obvious. But concrete testing design, procedure, and results should be interesting. So here is what you want to do.

Use all tools and methods you know to analyze if TWS sends out data, depending on the order type, size, price, and market conditions etc, after you enter an order but before you transmit it,.

Thanks.
 
Quote from NoMoreOptions:

You won't belive what I found and what IB can do to the market. I did some experience and have found a way to move the market.

Just enter an order, accept it and don't transmit it. IB will move the market against you depending on the volume of the order and liquidity of the market. Of course, don't forget meet your margin requirement.

Maybe this won't be as apparent to you as to me. But let's do an experiment all together, at 11:17am sharp(most quiet time, try to rule out other factors, although many other times I found it is true) other today, let's all enter a short order on 1 ES @market and a short order on 100 DIA @market. But don't submit it. Just wait and see. Then report here at 11:20am. Thanks.
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In summary, you are suggesting your 1 lot will cause the market to change.

Sure it will ...
 
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