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Date/Time: Thu, 25 Apr 2024 07:15:46 +0000

Post From: limit order with multiple groups order book queue

[2022-05-25 17:08:19] Link To Thread - Link To Post [Go To First Post]
onnb - Posts: 660
This question best explained by example Say I submit a limit order with qty 10 and it has 2 OCO groups defined. The first group has 7 and the 2nd group has 3 SC will break this up into two separate limit entry orders Does the first group always get submitted first and is it deterministic that it will be first in the order book queue (as it arrives first to the exchange)? In other words, can one count on it that the first group will always be before the 2nd group in the order book queue when considering fills and partial fills? Does your answer make a difference if the service it Teton or a 3rd party like CQG/IB/Rithmic? Date Time Of Last Edit: 2022-05-25 17:08:38