I am a newer to the IBAPI. I want to place an order in the continuous trading phase after 9:30 if the open price is good for me according to some rules. After reading the document, I plan to place order in the realtimeBar() callback function, because this function will be called every 3 seconds to receive the realtime bar data.
Is there any better solution? such as sleep 100 milliseconds, wake to check and place order? Or register some service to receive the open auction finished trigger message?
thanks a lot Arthur