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IB Smart Routing Latency

IB Smart Routing Latency# Stock

b*e2013-11-17 08:11

1 楼

看到一贴，有没有人注意过？
10-31-13 02:37 PM
Has anyone found that IB's smart routing adds a significant amount of
latency?
Just doing simple testing today and I'm finding that I'm missing a higher
number of trades using their smart router than just direct routing (I can't
confidently say that this isn't attributed to randomness though). Though my
sample size is way too small, so thought I'd ask the forum.

g*42013-11-17 08:11

2 楼

I had same experience in multiple trades. Almost want to complain to IB.

b*e2013-11-17 08:11

3 楼

ye, we need to figure out how SMART routing works...

【在 g*******4 的大作中提到】

: I had same experience in multiple trades. Almost want to complain to IB.

b*e2013-11-17 08:11

4 楼

b*n2013-11-17 08:11

5 楼

now you start to understand.

【在 b*******e 的大作中提到】

: ye, we need to figure out how SMART routing works...

b*e2013-11-17 08:11

6 楼

It seems you still don't understand why convert market order to limit order.
hint: algo-trading is not equal to high frequency trading.

【在 b*******n 的大作中提到】

:
: now you start to understand.

j*72013-11-17 08:11

7 楼

can you see the execution venue after you transacted?

b*e2013-11-17 08:11

8 楼

you can see the exchange as soon as the order is submitted.

【在 j****7 的大作中提到】

: can you see the execution venue after you transacted?

j*72013-11-17 08:11

9 楼

that's interesting, in my scottrade account, i cannot see where it gets
executed i think. Also, do they give the rebate to you instead of the
broker in IB?

b*e2013-11-17 08:11

10 楼

ye you get rebate if select Cost Plus price structure on IB.

【在 j****7 的大作中提到】

: that's interesting, in my scottrade account, i cannot see where it gets
: executed i think. Also, do they give the rebate to you instead of the
: broker in IB?