alphaville76 / sharadar_db_bundle

10 stars 8 forks source link

Consider placing split spread orders #33

Open alphaville76 opened 3 years ago

alphaville76 commented 3 years ago

They are orders that are priced within the spread between the bid price and ask price. These orders yield significant price improvement when they fill, and may earn you exchange rebates for adding liquidity.

https://www.clientam.com/en/index.php?f=26817

https://interactivebrokers.github.io/tws-api/ibalgos.html