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Date/Time: Tue, 14 May 2024 02:25:21 +0000



Post From: size Pro Rata order matching algorithm in backtest and live sim

[2019-02-07 04:46:42]
Sierra Chart Engineering - Posts: 104368
The reason we brought it up is because from what we remember in another thread you were asking about that or something similar. And that was the best we could understand what you are asking for.

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.
No, there is no provision like this.
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