Just to revisit this subject with a different (but similar) question..

Is there a way to submit a limit order at the MARK price? (mid point between bid/ask)?

Or would I have to make it a function like:

"Then buy/sell this bar at ( (bid - ask)/2 ) Limit ; "

djvie11,

you will likely have to code it yourself. Depending on your broker it might make sense to round the order price to the nearest tick to prevent rejections, too.

Regards,

ABCTG

djvie11 

Just to revisit this subject with a different (but similar) question.. Is there a way to submit a limit order at the MARK price? (mid point between bid/ask)? Or would I have to make it a function like: "Then buy/sell this bar at ( (bid - ask)/2 ) Limit ; "

ABCTG 

djvie11, you will likely have to code it yourself. Depending on your broker it might make sense to round the order price to the nearest tick to prevent rejections, too. Regards, ABCTG

And if it interests anyone, I found this link that proved to be helpful:
Bid-Ask Snapshot in Price Charts