For example...
- Synthetic engine via Excel link produces bid.
- 50 lot bid order is placed via Autotrader.
- A partial fill of 13 on the 50 lot order is received.
- Autotrader requotes a 50 lot again but is rejected due to exceeding maximum position of 50 (set via Autotrader profile).
There is the following option:
Use Cancel/Replace partial fill quantity: Autotrader deletes your quote order and sends a new order to the market with the remaining quantity of your order instead of the original quantity.
Example: You have an order for a Qty of 20. You get filled on a Qty of 15. Instead of replacing the original Qty 20, a new order is sent with a working Qty of 5.
However, this loses your place in queue. How can I get Autotrader to place the order and leave it until it is fully-filled or changed by link via Excel?
Answer by Lori · Sep 18, 2015 at 05:56 PM
Autotrader™ submits limit orders and your partially filled 20 lot should not be pulled and re-entered. If you use Cancel/Replace Partial, as long as neither the quantity nor price updates, your order will stand. This allows partial fills until completion without updating the order.
Ask questions and share ideas about the TT® and X_TRADER® platforms.
First time here? See our Getting Started Guide and FAQs.
© 2017 Trading Technologies International, Inc. All rights reserved.
Powered by AnswerHub