Support Board
Date/Time: Mon, 30 Jun 2025 14:14:50 +0000
ICEBERG order for synthetic and exchanged traded spreads and SPAN margins
View Count: 1835
| [2021-06-15 13:01:12] |
| Good Man - Posts: 5 |
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Hi, I have some questions regarding orders sent via SC, manually or via C++. 1)In general(not just for spreads) what trading services support Iceberg orders? Both TT and CQG do, but I could see in some threads users requests for the support of this type of order(Iceberg order available?), so I am not sure if SC does. 2)Is it possible to use the TT autospreader orders? I can see them in this page https://www.sierrachart.com/index.php?page=doc/SierraChartOrderRoutingServiceWithData.php, in a screenshot of the available orders, but it is not clear how/if they are available. Specifically iceberg stop orders on synthetics spreads(not exchange traded) or ICS are what I am looking for. TT pro support them, but I am not sure how to send these order from SC. What about CQG? 3)In my experience TT does not compute correctly the SPAN spread margins, while CQG does. Is there anybody who can provide his experience with TT/CQG and different FCM using SC in regard to real time spread margin calculation? Thanks Date Time Of Last Edit: 2021-06-15 13:36:04
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| [2021-06-18 06:37:25] |
| Sierra_Chart Engineering - Posts: 20021 |
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We apologize for the delay. 1. To our knowledge no service that Sierra Chart supports, supports iceberg orders, although the upcoming Sierra Chart direct CME order routing will be supporting a display quantity for limit orders: Now Released: Upcoming CME Direct Routing To our knowledge TT does not support iceberg orders. The ability to specify this specifically was removed by them a while ago. 2. No definitely these are not supported at all. You will be able to trade exchange traded calendar spreads on the CME group of exchanges, with the upcoming Sierra Chart direct CME order routing. 3. With the Sierra Chart direct CME order routing which is upcoming, we do use the margin rates from the CME, for exchange traded spreads. So this is all very accurate. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-06-18 06:38:01
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| [2021-06-24 07:36:28] |
| Good Man - Posts: 5 |
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1 I can place iceberg orders on cqg Qtrade,TT and Interactive brokers, so they should be available also through the API you use to interface with them. Iceberg order are basic for professional trading so I it would be fundamental to have them. 2 TT has an autospreader which I have also used in the past, so it should be possible. 3 Cqg can compute the margins correctly, also for non exchange traded spreads, even if legging in. Will you be able to do the same? You need to use the cme span api to computer whatif margins. |
| [2021-06-24 08:09:06] |
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1. No they specifically are definitely not available on the new TT FIX. 3. Yes the margins are calculated properly for spreads, but only for exchange traded spreads. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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