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    How do you capture the open price accurately?

    @ Any update after all this time? What did you end up using?
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    Interactive Brokers - How to execute market on open

    My algorithm relies on entering at the market open price. Interactive Brokers says you do this by submitting a MKT order with OPG time. However, with this I often get fills >7 minutes after the market has opened. These are liquid stocks with more than 1 million shares traded per day. My...
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    Introduce Yourself

    Quick hello! Computer Science graduate from Oxford, now doing algo trading full time, self employed. Just looking to learn some more, talk with you guys and improve my game even more.