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BrianD

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Posts: 302

Joined: 2/23/2013
Location: Grand Rapids, MI

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Subject : RE: IB Slippage Data By Order Size and Trade Type
Posted : 10/4/2013 4:33 PM
Post #27289 - In reply to #27285
Well, I guess that answers the question ;-)

My image is from the TWS API config settings drop down. You are showing your TWS settings in the .png image (I assume). I should know that as you are executing manually...

Not sure where it is in TWS client. Seems logical it would be with Smart routing. Definitely a different setting box between API and TWS client...

My evidence is way too little to draw conclusions, but across around 120 trades (120 before and 120 after) long & short, the results are nice. I think >100 smoothed out some big 'pothole' slippage hits, and the "price improvement" added a nice overall touch.

But ask me after 1,000 trades :-0

I'm at 939.3 too. I attached image of the price improvement 'info' bubble for the check box. Found the setting in one of IB's demos or manuals.
Attached file : TWS-API routing.jpg (75KB - 189 downloads)

Deleting message 27289 : RE: IB Slippage Data By Order Size and Trade Type


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