Support Board
Date/Time: Sun, 09 Feb 2025 00:16:37 +0000
Post From: Sierra Exchange Data Feed - Order routing IB
| [2020-07-26 17:15:00] |
| TeeJay - Posts: 123 |
|
Hello, I started using the Sierra Exchange data feed. Seems to work good so far. But there is the question of order routing. You state in the documentation that there will be no symbol work to do with IB. Also seems good so far. But it seems that all instruments, regardless of their home exchange are routed to IB as a SMART order. I don't like their algorithm at all, all I care are quick executions, and not saving on commissions. So is it true that it is implemented to send the orders as SMART orders? If yes, how can I route an order to the exchange where the stock belongs aka home exchange? Hopefully this has not to be done manually for all instruments. Thanks! |