If my limit order for MSFT is $60. Will I always get executed only at $60 without any price improvements ?
The alpha model is not under consideration here. Instead I'm trying to learn more about execution algos and determining if it is necessary to code...
I used sikuli for other automation purposes. You can consider trading platforms like Ninjatrader /Multicharts/OpenQuant which can usually connect...
Sikuli is not as robust as using the API. Last time I had used it I had scaling issues. I will only use it for brokers without API, so it doesn't...
Hi everyone, I have developed some automated strategies that I'm executing manually to get a feel of how to code the execution logic. When...
Does anyone know how we can send mid point orders using IB?
I'm still curious why min tick size is not 0.01, then the market makers converge on the natural bid ask spread. Rather it seems this is mandated...
Hi, for example a stock like CCC bid ask spread is always min tick size of $0.05. Is there a way to avoid this? Why do I send market order and...
If I'm running automated strategies, do I need to recode them to ask for snapshot? Or the solution is to subscribe for Tape data?
Hi guys, in summary, if I want streaming quotes for equities traded on most US exchanges, do I select US Securities Snapshot and Futures Value...
Hi GAT, can you share with us more about writing algorithms to execute trades properly? I know you did write a simple execution algorithm for...
Hi GAT, I am currently reading your book I must say it has really filled in all the gaps in my 5 years of experience with the markets. I have...
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