Questions tagged [order]

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How to identify buy walls and sell walls from a limit orderbook?

I am trying to get notified of buy walls and sell walls from a limit orderbook and I had a couple of ideas and would appreciate some insight into these Take the mean quantity and anything above the ...
PirateApp's user avatar
  • 131
2 votes
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IBrokers: How to assign trail amount for order type 'TRAIL'?

I'm using R package IBrokers with IB TWS. I'm trying to create a twsOrder object using twsOrder function: twsOrder(...., orderType = 'TRAIL', ...) How can I ...
Deb's user avatar
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What kind of ARMA-GARCH model is that?

My question is what kind of ARMA-GARCH model is the following equation and how to specify it in rugarch R module: $$r_{t+1}- r_t = \alpha_0 + \alpha_1r_t+\...
White Noise's user avatar
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How to debit user balance on market buy order?

Suppose that the user's balance is debited before his order is sent to the matching engine. The debiting is done to ensure that the user has sufficient balance and that he is not submitting orders ...
Soggiorno's user avatar
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Is it possible to place hidden order inside spread when trading E-mini S&P 500?

My question is not about hidden orders in general. In equity market a trader can post his hidden order inside spread, is it the same way for E-mini S&P 500?
Soheil's user avatar
  • 123
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Delta across futures markets vs respective micros

I short term trade futures markets, and I use the DOM (depth of market) and various volume indicators, like cumulative delta, and footprint charts. I used to trade MES, but I switched over to ES, and ...
Ali Ragb's user avatar
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How a trade influence the forex market?

I'm trying to program a basic forex simulator in order to test strategies. But I don't know how is influenced the market when a position is opened or closed. For example, if I open a 10 000 000 € BUY ...
Bertrand125's user avatar
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Fake Order Detection

Sometimes there is a limit order inserted as the best sell/bid, but when my program sees the opportunity and places a market order immediately trying to hit it, it's canceled which causes a big ...
frank's user avatar
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