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Direct MessagesDate/Time: Sun, 19 May 2024 08:29:17 +0000
Post From: Bracket order and OCO order between Lmax and Sierra
| [2018-09-01 16:02:06] |
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but there is definitly a layer over it providing precise order management, We do not think this is possible with our understanding of how everything works on the LMAX side. It could not be "precise". We think that is a false perception. We have given this some thought and we do not see how it could always work perfectly.You are looking at it from the perspective of documentation and not going into the practical lower level working details. Risk and margin are not relevant, yes that is true, but position updating is. That is all part of the process. The tracking of a position is completely separate to the LMAX order matching. And going back to the original scenario, what you described is sending an offsetting position around the same time that one of the Stop or Target orders is executing. FIX is most direct connection as we understand to the core LMAX order matching. This is why we understand there is no position reporting. These other APIs are other seperate systems and we do not see how there can be perfect synchronization between them. There is always going to be room for imperfections. 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 16:57:02
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