Support Board

Date/Time: Sun, 19 May 2024 07:44:52 +0000

Post From: Bracket order and OCO order between Lmax and Sierra

[2018-09-01 15:00:47] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
But we still do not agree, that this can work perfect. When you logically think through the process of order execution and understanding that the LMAX disruptor does nothing more than order matching, and all other checks are external to it and on other threads or processes, you can still face the same scenario. The LMAX disruptor does not even use locks and is multithreaded and this is what makes it high-performance. See our prior post. It was updated before we saw this latest post of yours. The very fact that positions are not even provided over FIX quite clearly implies that the LMAX core order matching does not have any knowledge of positions. The LMAX API you are referring to is built on top of the LMAX order matching and probably also uses FIX. This is what we were told by them years ago. 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 Date Time Of Last Edit: 2018-09-01 15:06:24