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Date/Time: Sun, 19 May 2024 18:59:24 +0000

Post From: Server-side OCO and Bracket Orders

[2014-09-13 16:43:28] Link To Thread - Link To Post [Go To First Post]
Hendrixon - Posts: 130
"Rithmic bracket orders are not yet supported due to a compatibility problem" Is it in the works? you see it happening? Its true that a bracket, after the parent is filled, is pretty much an OCO (target + stoploss). The difference is that if Rithmic in Aurora sends the OCO, their round trip latency with Globex is about 3ms (from my tests), while from my local PC/SC, the real life round trip latency is ~200 milliseconds. In times of fast price moves, being 200ms behind the real traded price = stoploss slippage.