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Determine TIF of order from code (GTC / Day)

Posted: Jul 09 2019
by kagein
Hi,

Is it possible to determine the TIF of an order (GTC / DAY ) from the code rather than use general settings for all orders on the charts?

Re: Determine TIF of order from code (GTC / Day)

Posted: Jul 09 2019
by Henry MultiŠ”harts
Hi,

TIF for the auto trading orders can be specified only via the auto trading plugin settings, not from the code.

Re: Determine TIF of order from code (GTC / Day)

Posted: Jul 09 2019
by kagein
Can it be changed that all market orders are forced to use DAY for TIF. On the ICE exchange all market orders with TIF of GTC will be rejected. This isnt a problem on CME.

Re: Determine TIF of order from code (GTC / Day)

Posted: Jul 10 2019
by wilkinsw
Agree with that. If my gtc stop order is being converted to market and then rejected by ice.... that will be an issue.

Having all market orders as day tif should have no side effects.

Re: Determine TIF of order from code (GTC / Day)

Posted: Aug 20 2019
by wilkinsw
Any updates MC?

Can we make sure all orders converted to market orders by MC send Market with DAY TIF parameter please? That way I can use MC's convert to market functionality without getting rejected orders on ICE exchange.

Thanks,

Will

Re: Determine TIF of order from code (GTC / Day)

Posted: Aug 20 2019
by Anna MultiCharts
Hello, wilkinsw, kagein!

As was mentioned earlier, TIFs are assigned by the broker profiles/plugins so changing the TIF for market orders cannot be done centrally for all brokers, and modifying this per each broker one by one will require considerable amount of resources. What broker profiles do you use to trade on the above mentioned exchanges?

Re: Determine TIF of order from code (GTC / Day)

Posted: Nov 25 2019
by wilkinsw
Both Kagein and I are cqg users

Re: Determine TIF of order from code (GTC / Day)

Posted: Dec 03 2019
by wilkinsw
Have emailed support.

Market orders should default to DAY regardless of TIF set for other order types. A patch for CQG would be very much appreciated and mean I can get some sleep. :wink: