Awesome - appreciate the work on this. API functionality ready to go as well?
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Why Does IB Still Not Offer ECN Pegged Orders?
- Thread starter giggollo
- Start date
Awesome - appreciate the work on this. API functionality ready to go as well?
Awesome - appreciate the work on this. API functionality ready to go as well?
Yes, TWS API allows submitting these REL+discretionary orders.
Yes, TWS API allows submitting these REL+discretionary orders.
Kostia- I went live with these today and they aren't behaving anything like one would expect (e.g. not rolling back with lower bids / higher asks, not executing when within discretionary amount). It was costly. Could you please PM me an email address where I can send you some examples?
Kostia- I went live with these today and they aren't behaving anything like one would expect (e.g. not rolling back with lower bids / higher asks, not executing when within discretionary amount). It was costly. Could you please PM me an email address where I can send you some examples?
All reported issues should be fixed now.
if I understand right this discussion is mainly about stock (island).
I would like to peg a options order (I tried peg order with "peg to stk") but I had to find out that the execution is not like I would expect and it seems to me that the order is not moved in a correct way.
Does anybody have knowledge how to peg options orders in a way that they change with a change in the stock price (e.g. if the stock moves 1 cent up I like to pay 1 cent more for the option)?
I would like to peg a options order (I tried peg order with "peg to stk") but I had to find out that the execution is not like I would expect and it seems to me that the order is not moved in a correct way.
Does anybody have knowledge how to peg options orders in a way that they change with a change in the stock price (e.g. if the stock moves 1 cent up I like to pay 1 cent more for the option)?