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Direct MessagesDate/Time: Tue, 14 May 2024 00:11:25 +0000
Post From: size Pro Rata order matching algorithm in backtest and live sim
| [2019-02-06 22:18:23] |
| Chad - Posts: 231 |
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I didn't mention the estimated position in queue feature in my OP. You or an associate brought it up. I was asking specifically if there is any provision in SC's backtesting/sim trading environment, for a size Pro Rata order matching algorithm for markets which Sierra provides access to, that have such an algo in place, like CME Eurodollars, and LIFFE Euribor & Sterling.
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