Support Board
Date/Time: Fri, 30 Oct 2026 19:55:14 +0000
Teton sub-account and self-match prevention: cancelled attached orders and loss limit
View Count: 15
| [2026-10-30 16:49:56] |
| User155037 - Posts: 2 |
|
We route through Teton with a main account and one sub-account (main|suffix) that share a CME self-match prevention (SMP) ID. A separate automated study trades the same contract in each account, with attached OCO stop and target orders. (1) Does Teton send a self-match prevention instruction (FIX tag 8000) on orders, and if so, which order does it ask CME to cancel? Without it, CME cancels the resting order. (2) If SMP cancels one leg of an attached OCO bracket, does the other leg stay working, with the position still open? (3) A daily net loss limit is set on the main account. Does Teton apply it to the main account alone, to the main and sub-account combined, or to each separately? When it is reached, are only new opening orders blocked, or also closing orders? Thank you. |
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