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Direct MessagesDate/Time: Sun, 19 May 2024 06:11:40 +0000
Post From: Bracket order and OCO order between Lmax and Sierra
| [2018-09-01 15:35:51] |
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This is a good discussion and what we are going to do is add to the DTC protocol a reduce only instruction which will be submitted with flatten orders. But we are really not sure how this would help with LMAX because the Sierra Chart process which is handling the order routing to LMAX does not know anything about positions so in the end the scenario can still happen. And the very fact that there is no position reporting on LMAX FIX does indicate that the LMAX core foundation order matching, is nothing more than pure order matching and runs no safety checks like you are describing. This is is all external and built on top of it. And can still run into the original scenario. 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 |