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Date/Time: Sun, 28 Apr 2024 08:32:43 +0000



Post From: Interesting Fills Autotrading

[2020-03-20 05:19:26]
marty_nv - Posts: 85
Hi Engineering, Thank you for your insight.

On "live" feed possible problem. I have documented on the attachment:
1 Transact is approved for either/or (unclear) SC Data or Denali.
2 I am connected to SC data and pay $71 for non-professional exchange fees
3 I have a Live, funded Transact account. I notice that as part of Transact's speed upgrade in the past month, that depth of market figures seem to have disappeared from Transact's SC Chart DOM. I'm not sure if this disappearance has anything to do with the mystery fill numbers provided in the autotrader (API transmittal). But to eliminate live trading disaster from misplaced data, I need a different interface, as you have suggested. How do I re-arrange the current approved Transact and SC data to have clean bid/ask/price fills? I am very anxious to trade my autotrader live-real, but I'd like some consistency in fills in live-sim auto-trading before entering live auto-trade. If I can change settings, please advise with documentation.

Also, I have been looking for a way to have only limit orders submitted through the k3/m3 path. When I "show order fills", market orders are everywhere. "Automated Trading Management" discusses many aspects of variables and trade orders without specifically addressing limit orders, J22-25 seemingly notwithstanding. But a simple limit order would not allow the strange fills discussed in this thread, I would think, even if there is a data anomaly somewhere.

Thank you for your assistance with such a great platform.
Marty
imagePAT 200319-2 Live Feed TA WS DTS Settings.png / V - Attached On 2020-03-20 04:22:34 UTC - Size: 358.9 KB - 183 views