random failures to transmit emulated limit orders
Posted: Jun 19 2020
Hi, I’m running AT in synchronous mode with limit orders emulated locally based on trade and transmitted to IB as market. However sometimes MC fails to transmit the order even though price has clearly pulled back to the order level. Changing the get realtime data from Broker to Chart doesn’t make a difference and it doesn’t appear to be related to market speed/volatility, it’s as likely to happen on a lazy mid-session trade.
Reloading the chart later with AT off will show the trade that should have occurred.
Is this something anyone else has noticed?
I'm going to try emulation based on bid/ask Monday for comparison.
Thanks for any help.
MC.NET V 12.0.20094, IB data
Reloading the chart later with AT off will show the trade that should have occurred.
Is this something anyone else has noticed?
I'm going to try emulation based on bid/ask Monday for comparison.
Thanks for any help.
MC.NET V 12.0.20094, IB data