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That Thursday with TradeZero where my fills were instant and my P&L actually made sense
I mean everybody complains about broker delays and slippage but I had one day last October with TradeZero where every single order filled at my limit within half a second. I was trading WKHS calls that week and hit 12 trades in a row without a single rejection or partial fill. Has anyone else had a random golden day like that or am I just lucky?
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valgibson2d ago
Yeah I actually read something from a former TradeZero engineer on a private trading discord a few months back. He was saying that their routing infrastructure has these weird latency pockets where certain symbols and certain times of day just align perfectly with their data feed. He called it a "node alignment" thing where your order hits the exchange right when the queue is empty and the quote is stable. That Thursday with TradeZero where your fills were instant and your P&L actually made sense probably happened because of some rare timing coincidence in their backend. It sounds like your WKHS calls hit that sweet spot where the market makers weren't fighting each other and the spreads were tight. I had a similar thing with SPY puts once on a Friday afternoon and I swear I still dream about that day. The market definitely knows when we're in there but sometimes the broker computer gods just line up right.
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Man I must have used up all my luck for the year on that one day. My orders usually take forever to fill and then the price moves against me while I'm waiting. Half the time I swear my limit orders get filled right at the worst possible moment like the market knows I'm in there. That WKHS trade streak sounds like a dream especially with options fills being so tricky. I figure the gods of order flow just decided to give you a break for once and then went back to laughing at the rest of us. My P&L normally looks like a toddler drew it with crayons so I'd take any golden day I could get.
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