Type of equity order to be used in intraday algo trade and getting higher volume execution

It could be great to know on which type order to be used (Market/Limit), Using the Market order landing in higher cost, while using the Limit order it's getting cancelled most of the time.

Is there any method get the higher voulme getting executed.(We are tried using More volume traded stock > 200000 per day - still not having the volumes getting executed)



Suggestions around the problem area greatly appreciated.

Thanks in advance.



Muthukumar

Hi Muthukumar



On the face of it, I would suggest going for a pegging order. Essentially, get the orderbook data from your data vendor and using the best bid/ask change your limit price to some percentage above or below the bid or ask.



You can read more about it here.



I am curious to understand what type of stocks you are trading and if they have sufficient liquidity or not. Can you give an insight into that?

Thanks Rishabh Mittal for your suggestion. Let me try it and let you know. Typically i looking at Big Trading companies in equity market.