After having an order entered for about 3 days, I got an execution today (Jan 22 2021) on a SPX 1000/2000 15DEC23 box for 0.65%, which is 0.46% above the 3 year treasury yield. This was using IB’s smart routing (manual routing not available).
After having an order entered for about 3 days, I got an execution today (Jan 22 2021) on a SPX 1000/2000 15DEC23 box for 0.65%, which is 0.46% above the 3 year treasury yield. This was using IB’s smart routing (manual routing not available).