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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 : 11/13/2013 9:11 AM
Post #27549 - In reply to #27548
Hi Fred,

Sorry for the confusion. I'm still trading stocks with 10-day average volume > 1M shares. I'm trading round lots and using SMART routing. Orders are submitted as market orders the night before market open. I'm doing this for both entry and exit orders. The only difference during the test was that in addition I checked the "Seek Price Improvement" routing option. This was done for both entry and exit orders.

Steve
Deleting message 27549 : RE: IB Slippage Data By Order Size and Trade Type


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