I smell an attitude of denial. Don't be so sure. 1 lot or not! Well even with 1 lot it does make differences in MANY markets which are designed and targeting these purposes.
Anyway, experiment a smaller question, does TWS send data related to untransmitted orders?
Anyway, experiment a smaller question, does TWS send data related to untransmitted orders?
Quote from metooxx:
In summary, you are suggesting your 1 lot will cause the market to change.
Sure it will ...