Combo Orders
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Alexana
Oct 2, 2010, 9:33:38 AM10/2/10
to JArbitrager
Eugene, it seems that JArbitrager places orders for each leg of the
hedge separately, rather than as a single combo order. Was there any
objective reason for doing it this way and is there any advantage to
implementing IB's combo order functionality?
hedge separately, rather than as a single combo order. Was there any
objective reason for doing it this way and is there any advantage to
implementing IB's combo order functionality?
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