I can place an order at 9.15 1s or 0s, using the API. The maximum change I can incur from the open price is +0.4%, kindly give your opinion on how I can do this
Well from what i have learned, we cannot correctly know where the market will open, and since we cannot know that, we cannot manually place an order(limit order) which will be close to the price at which market will open. Moreover most professional trader suggest to not trade right after the market opens as technical Analysis doesn’t works during that particular period.
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