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Steve2

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Posts: 750

Joined: 10/11/2012
Location: Annapolis, MD

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Subject : RE: IB Slippage Data By Order Size and Trade Type
Posted : 3/13/2013 7:39 PM
Post #24573 - In reply to #24568
Thanks Jim,

Attached is an example of the output. Let me know if it doesn't meet your needs. I'll post an updated spreadsheet about once a month. The portfolio I'm using should generate about 117 TPM. How long I do this will probably depend on how the portfolio does :)

--Steve

[Edited by Steve2 on 3/13/2013 7:41 PM]
Attached file : Slip Stats 3-13-13.jpg (203KB - 230 downloads)

Deleting message 24573 : RE: IB Slippage Data By Order Size and Trade Type


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