TWS adaptive algo

March 17th, 2019, 11:12 PM

Has anyone researching into depth on this order type? On their website they say it starts from bid and scans all the way to ask to find the best price. But how do they scan? Does the scan itself cause market to move?

March 18th, 2019, 03:54 PM

muscleman

Has anyone researching into depth on this order type? On their website they say it starts from bid and scans all the way to ask to find the best price. But how do they scan? Does the scan itself cause market to move?

The only way I can think of is scanning the Limit Order Prices because they are the only orders in the book.

TWS adaptive algo

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TWS adaptive algo