Can anybody comment:
How useful is active tracking of L2 during the day, when an "iceberg" (as said in IB) order can mask (alter) the size of order completely?
See: http://www.interactivebrokers.com/index.html?html/tradingInfo/orders/icebergOrders.html~top.body
How useful is active tracking of L2 during the day, when an "iceberg" (as said in IB) order can mask (alter) the size of order completely?
See: http://www.interactivebrokers.com/index.html?html/tradingInfo/orders/icebergOrders.html~top.body