Executing orders at the closing print
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Hi,
What is the best (most correct) way in CQ to have an order get executed on the price of the closing print ?
(md.L1.last, not bid or ask).
Thanks,
Itay
Hi,
What is the best (most correct) way in CQ to have an order get executed on the price of the closing print ?
(md.L1.last, not bid or ask).
Thanks,
Itay
Comments
use the market on close orders. Make sure orders meet the compliance requirements ... time deadlines, off setting imbalances ... ect